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PRODID:-//Ben Fortuna//iCal4j 1.0//EN
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DTSTAMP:20201202T200138Z
SUMMARY:Bin Zhu: An Empirical Bayes Approach to Frequency Estimation
DESCRIPTION:Abstract: In this talk\, we show that the classical problem o
f frequency estimation can be formulated and solved efficiently in an em
pirical Bayesian framework by assigning a uniform a priori probability d
istribution to the unknown frequency. We discover that the covariance ma
trix of the signal model is the discrete-time counterpart of the operato
r whose eigenfunctions are the famous prolate spheroidal wave functions\
, introduced by Slepian and coworkers in the 1960's and widely studied i
n the signal processing literature although motivated by a different cla
ss of problems. The special structure of the covariance matrix is exploi
ted to design an estimator for the hyperparameters of the prior distribu
tion which is essentially linear\, based on subspace identification. Thi
s is in contrast to standard parametric estimation methods which are bas
ed on iterative optimization algorithms of local nature. Simulations sho
w that the approach is quite promising and seems to compare very favorab
ly with classical methods from the literature.\n\nShort Bio: Bin Zhu was
born in Changshu\, Jiangsu Province\, China in 1991. He received the B.
Eng.~degree from Xi'an Jiaotong University\, Xi'an\, China in 2012 and t
he M.Eng.~degree from Shanghai Jiao Tong University\, Shanghai\, China i
n 2015\, both in control science and engineering. In 2019\, he obtained
a Ph.D. degree in information engineering from University of Padova\, Pa
dova\, Italy\, and now he is a postdoctoral researcher in the same unive
rsity. His current research interest includes spectral estimation by rat
ional covariance extension and Bayesian frequency estimation.\n
LOCATION:F11
DTSTART:20191011T090000Z
DTEND:20191011T100000Z
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BEGIN:VEVENT
DTSTAMP:20201202T200138Z
SUMMARY:Francesca Tombari: Vietoris-Rips complexes in TDA and their decom
positions
LOCATION:Room 3418\, Lindstedtsvägen 25\, 4th floor\, Department of Mathe
matics\, KTH
DTSTART:20191011T110000Z
DTEND:20191011T120000Z
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