CAM colloquium - Friday, April 6
3:30 p.m.
655 Rhodes Hall

Speaker: Alexandre d'Aspremont, Princeton University

Title: “Semidefinite Optimization with Applications in Sparse Multivariate Statistics”

Abstract: We use recently developed first order methods for semidefinite
programming to solve convex relaxations of some combinatorial
problems arising in sparse multivariate statistics. We discuss in
detail applications to sparse principal component analysis, sparse
covariance selection and sparse nonnegative matrix factorization.

 

Refreshments at 4:30 in 657 Rhodes Hall.