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CATEGORIES:Signal Processing and Communications Lab Seminars
SUMMARY:How to use particle filtering methods to solve num
erical optimization problems ? - Bin Liu
DTSTART;TZID=Europe/London:20180810T140000
DTEND;TZID=Europe/London:20180810T150000
UID:TALK108736AThttp://talks.cam.ac.uk
URL:http://talks.cam.ac.uk/talk/index/108736
DESCRIPTION:The particle filter (PF) algorithms\, also known a
s Sequential Monte Carlo (SMC) methods\, have revo
lutionized probabilistic state filtering for dynam
ic systems\, while in this talk\, Dr. Liu will sho
w how to use PF to solve typical numerical optimiz
ation problems that appeared in different communit
ies such as evolutionary computation (EC) and mach
ine learning (ML). Specifically\, a posterior expl
oration based SMC method for derivative-free optim
ization and a series of PF-type incremental proxim
ity methods for large-scale stochastic optimizatio
n will be introduced. Both pros and cons of such P
F-type optimization methods will be discussed.\n\n
Dr. Bin Liu received the B.E. degree and the Ph.D.
degree from Beijing Univ. of Posts and Telecommun
ications in 2004 and the Chinese Academy of Scienc
es in 2009\, respectively. Then he held a position
of research scholar with the Department of Statis
tical Science at Duke University and was simultane
ously appointed as a research scholar with the Sta
tistical and Applied Mathematical Sciences Institu
te (SAMSI)\, in the period from 2009 to 2010. He w
as a year-long visiting scholar at Department of S
tatistics and Center for the Neural Basis of Cogni
tion in Carnegie Mellon University\, and a short-t
erm visiting scholar at the Department of Computer
Science at the University of Surrey. He is now an
Associate Professor with School of Computer Scien
ce\, Nanjing University of Posts and Telecommunica
tions (NUPT). His scientific interests span from B
ayesian inference (especially Monte Carlo methods)
\, statistical modeling\, machine learning to stoc
hastic optimization. He was the recipient of the B
est Paper Award of the 10th International Conferen
ce on Advanced Computational Intelligence (ICACI 2
018)\, the Scientific and Technological Prize of N
UPT and the Best Presentation Award of the 2nd Int
ernational Conference on Mechanical\, Automotive a
nd Materials Engineering (CMAME 2014).
LOCATION:JDG-14\, James Dyson Building Meeting Room\, Groun
d Floor
CONTACT:Louise Segar
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