Assistant Professor, Applied Mathematics
I joined the department of Applied Math in fall 2014. Previously I was a Herman Goldstine Postdoctoral fellow in Mathematical Sciences at IBM Research in Yorktown Heights, NY, and a postdoctoral fellow via the Fondation Sciences Mathématiques de Paris at Paris 6 (JLL lab) with Patrick Combettes, and co-advised by Volkan Cevher (EPFL). Until 2011, I was at Caltech where I did my doctoral work under Emmanuel Candès.
Our group thanks:
Office telephone: (303) 492 0662
Office: 231 ECOT (Engineering center, office tower)
Availability spring 2015: I am typically available M-F 9-6 except around lunch and MWF 9-10, W 2:30-4:30, and Thu 4:30-5:30
I am interested in collaborating with mathematicians, scientists and engineers on diverse projects.
Optimization: first-order methods, quasi-Newton methods, primal-dual algorithms, convex analysis
Numerical linear algebra: randomization and its interplay with optimization methods
Mathematical applications: compressed sensing and variants, matrix completion and variants (robust PCA…), non-negative matrix factorization and end-member detection, sparse SVM
Farhad Pourkamali-Anaraki, Dept. of Electrical and Computer Engineering. PhD student. 2015 – present
Teaching (Spring 2015): APPM 5450: Applied Analysis 2
Teaching (Fall 2014): APPM 5440: Applied Analysis 1
Nov. ’14, we have free software available for our robust PCA algorithm at NIPS 2014 in Montreal.
Sept. ’14, two papers accepted at NIPS
Organizing NIPS 2014 “Out of the box: robustness in high dimension” workshop at NIPS 2014 in Montreal.
Simons Institute youtube channel for interesting talks on a range of subjects
MMDS Foundation youtube channel for talks on big-data topics
Gene Golub summer school, 2015 is on randomization in numerical linear algebra
Peter Richtarik's meetings on optimization