Time & Location

Fridays, in 303 Mudd. We will alternate between 11:00-12:00 and 1:00-2:00, so check the calendar.

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  • Discrete Math seminar Tue Nov 24
    I'm posting Maria Chudnovsky's announcement for the Discrete Math seminar next Tuesday. Tony Jebara, a CS Professor at Columbia who works in machine learning, will be presenting. It may be of interest for some of you.

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    DATE:  Tuesday, November 24

    TIME:  3 pm

    PLACE: 303 Mudd

    SPEAKER: Tony Jebara

    TITLE: MAP Estimation with Perfect Graphs

    ABSTRACT: A graphical model is an undirected graph representing the factorization of a probability distribution function of many random variables. Efficiently finding the maximum a posteriori (MAP) configuration of such probability functions is an important problem in machine learning and statistics. Therein, MAP estimation is often implemented using message passing algorithms or linear programming. Unfortunately, these algorithms are only optimal for singly-connected graphs such as trees. We have recently shown that matching and b-matching problems also admit exact MAP estimation under message passing even though the corresponding graphical models are loopy. Upgrading beyond trees and matchings leads us to the fascinating family of so-called perfect graphs. While MAP estimation in general loopy graphical models is NP, some can be converted into perfect graphs where the problem is in P. This result leverages recent progress in defining perfect graphs (the strong perfect graph theorem), linear programming relaxations of MAP estimation and recent convergent message passing schemes. In particular, we convert any graphical model into a so-called nand Markov random field. This model is straightforward to relax into a linear program whose integrality can be established by testing for graph perfection. This perfection test is performed efficiently using a recent polynomial time algorithm. Alternatively, known decomposition tools from perfect graph theory may be used to prove perfection in some cases. Thus, a general graph framework is provided for determining when MAP estimation in any graphical model is in P, has an integral linear programming relaxation and is exactly recoverable by message passing.
    Posted Nov 20, 2009 10:35 AM by Yori Zwols
  • Untitled Post
    Reminder:  we have a seminar today; Yori will be presenting
    Posted Nov 20, 2009 7:53 AM by Daniel Bienstock
  • Untitled Post
    Hello everybody,

    there will be an interesting seminar by D'Aspremont on Friday, so we will skip our seminar.  Here is the information:

    Numerical Analysis and Scientific Computing Seminar

    Friday, November 13, 2009 10:00AM, WWH 1302
    Tractable Performance Bounds for Compressed Sensing
    Alexandre d'Aspremont, Princeton University

    Synopsis:

    Recent results in compressed sensing show that, under certain
    conditions, the sparsest solution to an underdetermined set of linear
    equations can be recovered by solving a linear program. These results
    either rely on computing sparse eigenvalues of the design matrix or on
    properties of its nullspace. So far, no tractable algorithm is known to
    test these conditions and most current results rely on asymptotic
    properties of random matrices. Given a matrix A, we use semidefinite
    relaxation techniques to test the nullspace property on A and show on
    some numerical examples that these relaxation bounds can prove perfect
    recovery of sparse solutions with relatively high cardinality.

    --
    Stephanie Tracy
    Administrative Aide II, Computer Science
    Courant Institute of Mathematical Sciences
    New York University
    251 Mercer St., Room 304
    New York, NY 10012-1110
    Phone: 212-998-3103
    Fax: 212-995-3883

    Posted Nov 11, 2009 8:55 AM by Daniel Bienstock
  • Seminar tomorrow
    We meet at 1:00 PM.  Anil Raj will present two papers on boosting (posted on the course's site).
    Posted Oct 29, 2009 7:48 AM by Daniel Bienstock
  • Seminar tomorrow
    Serhat will present the compressed sensing papers at the seminar tomorrow at 11am.
    Posted Oct 22, 2009 11:31 AM by Katya Scheinberg
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