Prof. Eugene A. Feinberg, from the Department of Applied Mathematics and Statistics, presents, Recent Developments in Markov Decision Processes Relevant to AI on April 4 at 4p.

The talk discusses recent developments in Markov Decision Processes potentially relevant to artificial intelligence. These developments include complexity estimations for exact and approximate algorithms, decision making with incomplete information and multiple criteria, and continuity properties of optimal values and expectations.

Dr. Eugene A. Feinberg is currently Distinguished Professor in the Department of Applied Mathematics and Statistics at Stony Brook University. He is an expert on applied probability, stochastic models of operations research, Markov decision processes, and on industrial applications of operations research and statistics. He has published more than 150 papers and edited the Handbook of Markov Decision Processes. His research has been supported by NSF, DOE, DOD, NYSTAR (New York State Office of Science, Technology, and Academic Research), NYSERDA (New York State Energy Research and Development Authority) and by industry. He is a Fellow of INFORMS (The Institute for Operations Research and Management Sciences) and has received several awards including 2012 IEEE Charles Hirsh Award for developing and implementing smart grid technologies, 2012 IBM Faculty Award, and 2000 Industrial Associates Award from Northrop Grumman. Dr. Feinberg is an Associate Editor for Mathematics of Operations Research and for Applied Mathematics Letters. He is an Area Editor for Operations Research Letters.

Refreshments will be provided

Speaker Petar Djuric

Refreshments will be provided

Deep Gaussian processes: Theory and applications
Petar M. Djurić
Department of Electrical and Computer Engineering
Stony Brook University

Abstract: Gaussian processes are an infinite-dimensional generalization of multivariate normal distributions. They provide a principled approach to learning with kernel machines and they have found wide applications in many fields. More recently, with the advance of deep learning, the concept of deep Gaussian processes has emerged. Deep Gaussian processes can be viewed as multilayer hierarchical organizations of Gaussian processes that are equivalent to infinitely wide multiple layer neural networks. Deep Gaussian processes have improved capacity for prediction and classification over standard Gaussian processes, while models based on them continue to allow for full Bayesian treatment and for applications when the amount of available data is limited. The theory of recent progress in deep Gaussian processes will be presented and some applications will be provided.

Biosketch: Petar M. Djurić received the B.S. and M.S. degrees in electrical engineering from the University of Belgrade, Belgrade, Yugoslavia, respectively, and the Ph.D. degree in electrical engineering from the University of Rhode Island, Kingston, RI, USA. He is a SUNY Distinguished Professor and currently, he is a Chair of the Department of Electrical and Computer Engineering, Stony Brook University, Stony Brook, NY, USA. Djurić was a recipient of the IEEE Signal Processing Magazine Best Paper Award in 2007 and the EURASIP Technical Achievement Award in 2012. From 2008 to 2009, he was a Distinguished Lecturer of the IEEE Signal Processing Society. He was the Editor-in-Chief of the IEEE Transactions on Signal and Information Processing over Networks (2015-2018). Djurić is a Fellow of IEEE and EURASIP

West Campus - SAC- Student Activities Center - Ballrooms A & B
100 Nicolls Road
Stony Brook NY 11794

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