Systems | Information | Learning | Optimization
 

Information Aggregation through Price and Learning Social Networks with Online Convex Programming and Parametric Dynamics

We describe a novel approach to online convex programming in dynamic settings. Many existing online learning methods are characterized via regret bounds that quantify the gap between the performance of the online algorithm relative to a comparator. In previous work, this comparator was either considered static over time, or admitted …

Iteration for finite element simulation: convergence and preconditioning

Large-scale computational simulation using numerical methods is now widespread in science and engineering. Good approximation methods exist for many problems and fast linear solvers for the resulting linear(ized) equations too. In this talk we will focus on finite element approximations and iterative linear equation solvers. We intend to show how …

The Dark Side of Image Reconstruction: Emerging Methods in Photon-Limited Imaging

Many scientific and engineering applications rely upon the accurate reconstruction of spatially, spectrally, and temporally distributed phenomena from photon-limited data. When the number of observed events is very small, accurately extracting knowledge from this data requires the development of both new computational methods and novel theoretical analysis frameworks. This task …

Information Aggregation through Price and Learning Social Networks with Online Convex Programming and Parametric Dynamics

The statement that price aggregates dispersed information has been a longstanding feature underscoring the importance of markets. Yet, formalizing how exactly price may incorporate individually held information has been a challenging task. I present one particular approach to information aggregation through price. The framework is a double auction mechanism modeled …