On Optimal Regularization in Estimation, Detection, and Classification
In many problems in statistical signal processing, regularization is employed to deal with uncertainty, ill-posedness, and insufficiency of training data. It is possible to tune these regularizers optimally asymptotically, i.e. when the dimension of the problem becomes very large, by using tools from random matrix theory and Gauss Process Theory. In this talk, we demonstrate the optimal turning of regularization for three problems : i) Regularized least squares for solving ill-posed and/or uncertain linear systems, 2) Regularized least squares for signal detection in multiple antenna communication systems and 3) Regularized linear and quadratic discriminant binary classifiers.
Overview
Abstract
In many problems in statistical signal processing, regularization is employed to deal with uncertainty, ill-posedness, and insufficiency of training data. It is possible to tune these regularizers optimally asymptotically, i.e. when the dimension of the problem becomes very large, by using tools from random matrix theory and Gauss Process Theory. In this talk, we demonstrate the optimal turning of regularization for three problems : i) Regularized least squares for solving ill-posed and/or uncertain linear systems, 2) Regularized least squares for signal detection in multiple antenna communication systems and 3) Regularized linear and quadratic discriminant binary classifiers.
Brief Biography
Tareq Al-Naffouri received the B.S. degrees in mathematics and electrical engineering (with first honors) from King Fahd University of Petroleum and Minerals, Dhahran, Saudi Arabia, the M.S. degree in electrical engineering from the Georgia Institute of Technology, Atlanta, and the Ph.D. degree in electrical engineering from Stanford University, Stanford, CA, in 2004.
He was a visiting scholar at California Institute of Technology in 2005 and during the summers of 2006 and 2008. He was a Fulbright scholar at the University of Southern California in 2008. He has been an Associate Professor at the Electrical Engineering Department, King Abdullah University of Science and Technology (KAUST) since 2012.
