My blogs reporting quantitative financial analysis, artificial intelligence for stock investment & trading, and latest progress in signal processing and machine learning

Saturday, February 25, 2012

My baby was born on last Saturday

The gift by the God:
(picture by cell-phone)

No doubt, my new life starts...

Thursday, February 9, 2012

Compressed Sensing Talks in ITA Workshop in San Diego- Part II (Thursday)

In my previous post I definitely missed some talks in this ITA.

Tomorrow (Thursday) there will be many interesting talks on compressed sensing:
8:50: On L0 search for low-rank matrix completion, by Wei Dai, Imperial College London, Ely Kerman, UIUC, Olgica Milenkovic, UIUC

9:10 Orthogonal matching pursuit with replacement, by Inderjit Dhillon, University Of Texas, Prateek Jain, Microsoft, Ambuj Tewari, University Of Texas

3:00 Sparse sampling: bounds and applications, by Martin Vetterli, EPFL

4:15: Bilinear generalized approximate message passing (BiG-AMP) for matrix recovery problems Phil Schniter, Ohio State, Volkan Cevher, EPFL

There is another talk at the same time:
Construction of low-coherence frames using group theory, by Babak Hassibi, Caltech, Matthew Thill, Caltech

4:35:  Sparse recovery with graph constraints, by Meng Wang, Cornell, Weiyu Xu, Cornell, Enrique Mallada, Cornell, Kevin Tang, Cornell

4:55: Asymptotic analysis of complex LASSO via complex approximate message passing, by Arian Maleki, Rice, Laura Anitori, TNO, Netherlands, Zai Yang, Nanyang Technological University, Richard Baraniuk, Rice

In addition to the compressed sensing talks, there are many interesting talks on Music Information Retrieval, Clustering, Learning Theory, Graphical Models and Inference, and Statistical Machine learning & Applications.

Thursday will be a wonderful day.

Monday, February 6, 2012

A New Paper: Evolving Signal Processing for Brain-Computer Interface

We have a survey paper on BCI recently accepted by Proceedings of the IEEE (Special 100th Anniversary Issue):

Scott Makeig, Christian Kothe, Tim Mullen, Nima Bigdely-Shamlo, Zhilin Zhang, Kenneth Kreutz-Delgado, Evolving Signal Processing for Brain-Computer Interface, Proceedings of the IEEE, 2012

The paper surveys the past, the present, and the future of signal processing and machine learning in the cognitive state assessment especially BCI, wireless EEG, and mobile EEG.

The paper can be downloaded from here

Here is abstract:
Because of the increasing portability and wearability of noninvasive electrophysiological systems that record and process electrical signals from the human brain, automated systems for assessing changes in user cognitive state, intent, and response to events are of increasing interest. Brain-computer interface (BCI) systems can make use of such knowledge to deliver relevant feedback to the user or to an observer, or within a human-machine system to increase safety and enhance overall performance. Building robust and useful BCI models from accumulated biological knowledge and available data is a major challenge, as are technical problems associated with incorporating multimodal physiological, behavioral, and contextual data that may in future be increasingly ubiquitous. While performance of current BCI modeling methods is slowly increasing, current performance levels do not yet support widespread uses. Here we discuss the current neuroscientific questions and data processing challenges facing BCI designers and outline some promising current and future directions to address them.

Friday, February 3, 2012

Compressed Sensing Talks in ITA Workshop in San Diego (Sunday 2/5 - Friday 2/10)

From this Sunday we will have a great annual academic even in San Diego: ITA Workshop. Each year, the workshop invites many well-established scholars in the field of compressed sensing to give talks.

Here is the workshop calendar: http://ita.ucsd.edu/workshop/12/talks

Particularly, I found the following talks on compressed sensing/sparse signal recovery (I probably missed some):

Monday:
11:20: Quick partial sparse support recovery by Vincent Poor, Princeton, Ali Tajer, Princeton
3:00:  Information-theoretically optimal compressed sensing via spatial coupling and approximate message passing by David Donoho, Stanford, Adel Javanmard, Stanford, Andrea Montanari, Stanford

Thursday (I missed some interesting talks in this day. More complete list can be seen here: http://marchonscience.blogspot.com/2012/02/compressed-sensing-talks-in-ita_09.html):
8:50: On L0 search for low-rank matrix completion, by Wei Dai, Imperial College London, Ely Kerman, UIUC, Olgica Milenkovic, UIUC
9:10: Orthogonal matching pursuit with replacement, by Inderjit Dhillon, University Of Texas, Prateek Jain, Microsoft, Ambuj Tewari, University Of Texas
3:00: Sparse sampling: bounds and applications by Martin Vetterli, EPFL
3:40: Compressive depth acquisition cameras: Principles and demonstrations by Vivek Goyal, MIT
4:15: Construction of low-coherence frames using group theory by Babak Hassibi, Caltech, Matthew Thill, Caltech
4:15: Bilinear generalized approximate message passing (BiG-AMP) for matrix recovery problems Phil Schniter, Ohio State, Volkan Cevher, EPFL
4:35: Sparse recovery with graph constraints by Meng Wang, Cornell, Weiyu Xu, Cornell, Enrique Mallada, Cornell, Kevin Tang, Cornell
4:55:  Asymptotic analysis of complex LASSO via complex approximate message passing by Arian Maleki, Rice, Laura Anitori, TNO, Netherlands, Zai Yang, Nanyang Technological University, Richard Baraniuk, Rice

Friday:
11:20: Faster algorithms for sparse fourier transform, by Haitham Hassanieh, MIT, Piotr Indyk, MIT, Dina Katabi, MIT, Eric Price, MIT
Compressive sensing meets group testing: LP decoding for non-linear (disjunctive) measurements, by Chun Lam Chan, CUHK, Sidharth Jaggi, CUHK, Venkatesh Saligrama, BU, Samar Agnihotri, CUHK
1:35: The Big Data bootstrap, by Ariel Kleiner, UC Berkeley, Ameet Talwalkar, UC Berkeley, Purna Sarkar, UC Berkeley, Michael Jordan, UC Berkeley

In addition to these talks, there are other interesting talks on high-dimensional data analysis, information theory, and neuroscience/AI.

Next week should be a wonderful week, except an unhappy thing: this year ITA will be hold in a hotel in San Diego, not in UCSD campus as previous years. It's so inconvenient :(