Jonathan Gillard (University of Cardiff, Wales): "Optimization Challenges for Structured Low Rank Approximation"

Nest seminar of the project "Multidimensional signals" (BioSIS department) will take place on Tuesday, July 2nd from 10.30 am to 11:30 in the CRAN meeting room, 5th floor, FST Nancy.


Jonathan Gillard (University of Cardiff, Wales) will give a presentation entitled "Optimization Challenges for Structured Low Rank Approximation".

This talk will cover the Structured Low Rank Approximation (SLRA) problem; that of finding a matrix ‘close’ to another matrix, which is of the same structure, but of some specified lower rank $r$. Associated problems such as the rank minimization problem (and its convex relaxation) will also be discussed. Broadly the talk will discuss the difficult optimization problems necessary to solve to produce a solution for SLRA, and a stochastic global optimization algorithm will be presented. The main application of the methods introduced will concern modelling time series and forecasting.
This is joint work with Konstantin Usevich (CRAN, Nancy) and Anatoly Zhigljavsky (Cardiff)