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Home | Seminars and Symposia | Past seminars/symposia: Thursday, July 14, 2016

DTC Seminar Series

Sparse Linear Regression and Sparse/Low-Rank Subspace Learning from Incomplete Data Using Online Variational Bayes

by

Athanasios A. Rontogiannis
National Observatory of Athens (NOA)
Institute for Astronomy, Astrophysics, Space Applications
and Remote Sensing (IAASARS)

Thursday, July 14, 2016
1:00 p.m. reception
1:30 p.m. seminar

405 Walter Library

Online estimation is a research field that has attracted significant attention in the statistical signal processing and machine learning literature and has had a great impact in a plethora of applications. Recently, the interest in the area has been revived due to the need for efficient handling of big data and thanks to the advancements in the compressive sensing field, which provide the means to exploit constraints on the data. (Group) sparse linear regression and low-rank subspace estimation from incomplete data are two important problems that are amenable to online solutions. In this presentation, we will describe a common methodology for solving these two online problems stemming from a Bayesian perspective. The basic characteristics of the proposed methodology are a) the definition of appropriate Bayesian models that capture the constraints of each problem, b) the use of the variational Bayes inference method as a batch iterative solver and c) the transformation of the batch algorithms to online form. The resulting online schemes are robust, computationally efficient and fully-automated as they alleviate the need for any parameter fine-tuning. We will present extensive simulation results that demonstrate the effectiveness of the new online variational Bayes algorithms against state-of-the-art deterministic techniques.

 

Athanasios A. Rontogiannis received the diploma degree in Electrical Engineering from the National Technical University of Athens in 1991, the M.A.Sc. from the University of Victoria, Canada, in 1993 and the PhD in Signal Processing and Communications from the University of Athens in 1997. From 1998 to 1999, he was a Postdoctoral Scholar at the University of Athens and from 1999 to 2003 he was with the University of Ioannina as a Lecturer in Informatics. In 2003 joined the National Observatory of Athens (NOA), where since 2011 he is a Senior Researcher at the Institute for Astronomy, Astrophysics, Space Applications and Remote Sensing (IAASARS). His research interests are in the general areas of statistical signal processing and wireless communications with emphasis on adaptive estimation, hyperspectral image processing, Bayesian compressive sensing, channel estimation/equalization, multicarrier and cooperative communications. He has co-authored 94 publications on these topics including two book chapters, 31 peer-reviewed journal papers and 61 refereed international conference publications. He has been in the Technical Program Committee of 18 international conferences, in one of them (DSP-2009) as the Technical Program co-Chair. He is the co-recipient of one of the two best paper awards in the IEEE ISSPIT 2013 conference and the co-author of the paper that received the second best student paper award in the CoSeRa 2015 conference. Currently, he serves at the Editorial Boards of the EURASIP Journal on Advances in Signal Processing, Springer (since 2008) and Signal Processing, Elsevier (since 2011). He is member of the IEEE Signal Processing and Communication Societies and the Technical Chamber of Greece.