Event Description
https://stonybrook.zoom.us/j/9
Meeting ID: 917 7572 9097
Passcode: 555459
Abstract: As the saying goes, there are many ways to skin a cat.
While we don't want to go around skinning cats, the world of
optimization is rich with different problems, problem formulations,
and methods and approaches, each with different guarantees and
computational benefits. In this talk we will take a tour down the
problem of structured sparsity in sensing to see how one simple
problem can inspire a wide range of analysis and tools. First, I will
present the optimality conditions for a generalized structured sparse
problem, which can be geometrically visualized as alignment of vectors
and matrices. Then I will introduce three approximation methods for
the problem of phase retrieval, which are a twist on stochastic
gradient and coordinate descent methods. These methods leverage
fundamental numerical linear algebra concepts to give fast approximate
solutions to large-scale problems, which then after postprocessing can
produce more reliable sensing results.
Bio: Yifan Sun received her PhD in Electrical Engineering from the
University of California Los Angeles in 2015, with research focusing
on convex optimization and semidefinite programming. She was then
Technicolor Research and Innovation, focusing on machine learning and
data science applications. More recently, she completed two postdocs,
at the University of British Columbia in Vancouver, Canada and
L'Institut National de Recherche en Informatique et Automatique
(INRIA) in Paris, France.
