Other Seminar

Learning correlations in large scale data

Alfred Hero

University of Michigan, Department of EECS
Friday, September 11, 2015
12:30pm - 1:30pm
1311 EECS

Add to Google Calendar
EECS 500 seminar

About the Event

One of the principal questions in data science is how to learn patterns of correlation, also known as correlation mining, when there are a massive number of variables and few samples of them. Correlation mining can be framed as the mathematical problem of reliably reconstructing different attributes of the correlation matrix, or its inverse, from the sample covariance matrix empirically constructed from the data. Reconstructing some attributes requires relatively few samples, e.g., screening for the presence of variables that are hubs of high correlation in a sparsely correlated population, while others require many more samples, e.g., accurately estimating all entries of the inverse covariance matrix in a densely correlated population. We will present the learning of correlations problem in the context of multi-dimensional signal processing applications.

Additional Information

Contact: Judi Jones

Phone: 763-8557


Sponsor(s): ECE

Faculty Sponsor: Raj Nadakuditi

Open to: Public