Course Calendar
Lec 01 (Introduction)
- Reading: Chap. 1.
Introduction I
8/26
(slides)
Lec 02 (Sparse Model Overview)
- Reading: Chap. 1, Sec. 2.1, and 2.2.
Introduction II
8/31
(slides)
Lec 03
- Reading: Sec. 2.2 and 2.3.
Recovering a Sparse Solution & L1 Norm Relaxation
9/2
(slides)
Discussion 01
- Reading: Chap. 1, 2, and Appendix A.
Demos of L0 norm and L1 norm recovery, review of Linear Algebra and statistics
9/3
Lec 04
- Reading: Sec. 3.1 and 3.2.
Relaxing the Sparse Recovery Problem
9/7
(slides)
Lec 05
- Reading: Sec. 3.3.
Convex Methods for Sparse Signal Recovery
9/9
(slides)
Lec 06
- Reading: Sec. 3.4.
Matrices with Restricted Isometry Property
9/14
(slides)
Lec 07
- Reading: Sec. 3.4.
Matrices with Restricted Isometry Property (Continued from Lec 06)
9/16
(slides)
Discussion 02
- Reading: Appendix E of High-Dim Data Analysis, and Chapter 2 of High-Dim Stat by Professor Wainwright.
A Brief Introduction to High-Dimensional Statistics
9/17
Lec 08
- Reading: Sec. 3.5.
Matrices with Restricted Isometry Property (Noisy Observations or Approximated Sparsity)
9/21
(slides)
Lec 09
- Reading: Sec. 3.6, 3.7, and Sec. 6.2 (optional).
Convex Methods for Sparse Signal Recovery (Phase Transition in Sparse Recovery)
9/23
(slides)
Lec 10
- Reading: Sec. 4.1 - 4.3.
Convex Methods for Low-Rank Matrix Recovery (Random Measurements)
9/28
(slides)
Lec 11
- Reading: Sec. 4.4 - 4.6.
Convex Methods for Low-Rank Matrix Recovery (Matrix Completion)
9/30
(slides)
Discussion 03
- Reading: Appendix A.9.
Matrix Inequalities and Project Preparation
10/1
Lec 12
- Reading: Sec. 5.1 - 5.3.
Decomposing Low-Rank and Sparse Matrices (Principal Component Pursuit)
10/5
(slides)
Lec 13
- Reading: Sec. 5.1 - 5.3.
Proof of Robust Principal Component Analysis (RPCA)
10/7
Lec 14
- Reading: Sec. 8.1 - 8.3, Appendix B, C, and D.
Lec 15
- Reading: Sec. 8.4 - 8.6.
Constrained Convex Optimizationfor Structured Data Recovery
10/14
(slides)
Discussion 04
- Reading: a relevant paper.
Low Rank Matrix Recovery and RPCA
10/15
Professor Yuxin Chen will talk about his recent work on low rank matrix recovery and RPCA (slides).
Lec 15
Project Proposal and Presentation
10/19
Lec 16
- Reading: Sec. 7.1 - 7.3.
Nonconvex Methods for Low-Dimensional Models Dictionary Learning
10/21
(slides)
Discussion 05
- Reading: a relevant paper.
Lec 17
Dictionary Learning via l4 Maximization
10/26
(slides)
Lec 18
- Reading: Sec. 9.1 - 9.5.
Nonconvex Optimization for High-Dim Problems First Order Methods
10/28
(slides)
Lec 19
- Reading: Sec. 9.6.
Nonconvex Optimization for High-Dim Problems Fixed Point Power Iteration
11/2
(slides)
Lec 20
- Reading: Sec. 7.3.3 and Chap. 12.
Structured Nonlinear Low-Dimensional Models Sparsity in Convolution and Deconvolution
11/4
(slides)
Discussion 06
- Reading: TBD.
Non Convex Optimization and Blind Deconvolution
11/5
Professor (Yuqian Zhang) will talk about her recent work on blind deconvolution.
Lec 21
- Reading: Chap. 15.
Structured Nonlinear Low-Dimensional Models Transform Invariant/Equivariant Low-Rank Texture
11/9
(slides)
Lec 22
- Reading: Clustering, Classification, Representation, ReduNet.
Structured Nonlinear Low-Dimensional Models Transform Invariant/Equivariant Low-Rank Texture I
11/16
(slides)
Lec 23
- Reading: Clustering, Classification, Representation, ReduNet.
Structured Nonlinear Low-Dimensional Models Transform Invariant/Equivariant Low-Rank Texture II
11/18
(slides)
Lec 24
SlowDNN workshop
11/23
(link)
Lec 25
- Reading: LDR.
Closed-Loop Data Transcription to an LDR via Minimaxing Rate Reduction
11/30
(slides)
Lec 26
Deep Networks and the MultipleĀ ManifoldĀ Problem (Guest Lecture, Professor John Wright)
12/2
(slides)
Lec 27
- Reading: tbd.
The Hidden Convex Optimization Landscape of Deep Neural Networks (Guest Lecture, Mert Pilanci)
12/3
(slides)