Jonathan Gillard (Université de Cardiff, Pays de Galles)  : "Optimization Challenges for Structured Low Rank Approximation"

Le séminaire du Projet "Signaux Multidimensionnels" (département BioSIS) aura lieu mardi 2 juillet 2019 de 10h30 à 11h30 en salle de réunion du CRAN, Faculté des sciences, 5ème étage.


Jonathan Gillard (Université de Cardiff, Pays de Galles) fera un exposé intitulé "Optimization Challenges for Structured Low Rank Approximation".

Résumé :  
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)