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 fall 2015: the best time is in the late afternoons. I am on leave this semester so my availability is lower than usual.
Research group website with public information about our research activities as well as our group's internal collaboration tools
Broadly speaking, our group is interested in information extraction from various types of datasets. We are part of a hybrid field combining applied math with computer science and signal processing techniques. Some specific topics we research are:
Optimization: first-order methods, quasi-Newton methods, primal-dual algorithms, convex analysis
Numerical linear algebra: randomization and its interplay with optimization methods
Sampling theory: how to make the best use of your resources when confronted with big data
Mathematical applications: compressed sensing and variants, matrix completion and variants (robust PCA…), non-negative matrix factorization and end-member detection, sparse SVM
See our Group Members website
Teaching (Spring 2015): APPM 5450: Applied Analysis 2
Teaching (Fall 2014): APPM 5440: Applied Analysis 1
July 12 2015, with Michael Grant and Emmanuel Candes, we have won the Beale-Orchard-Hays prize at ISMP 2015
June 24 2015, selected for 2015 ICML Reviewer award
Summer 2015, organizing the Workshop on Robust Subspace Learning and Computer Vision RSL-CV at ICCV 2015 (Santiago, Chile).
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