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Information-Theoretic Limits for Inference, Learning, and Optimization

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If you have a question about this talk, please contact Joan P O'Brien.

Abstract: The field of information theory was introduced as a means for understanding the fundamental limits of data compression and transmission, and has shaped the design of practical communication systems for decades. In this talk, I will discuss the emerging viewpoint that information theory is not only a theory of communication, but a far-reaching theory of data that is applicable to seemingly unrelated problems such as estimation, prediction, and optimization. This perspective leads to principled approaches for certifying the near-optimality of practical algorithms, as well as understanding where further improvements are possible. I will provide an introduction to some of the main ideas and insights offered by this perspective, and present examples in the problems of group testing, graphical model selection, sparse regression, and black-box function optimization.

Bio: Jonathan is an assistant professor jointly in the Department of Computer Science and Department of Mathematics, National University of Singapore. His research interests are in the areas of information theory, machine learning, and high-dimensional statistics. In 2010, Jonathan received the B.Eng. degree in electrical engineering and the B.Sci. degree in computer science from the University of Melbourne, Australia. From October 2011 to August 2014, he was a Ph.D. student in the Signal Processing and Communications Group at the University of Cambridge, United Kingdom. From September 2014 to September 2017, he was a post-doctoral researcher with the Laboratory for Information and Inference Systems at the Ecole Polytechnique Federale de Lausanne (EPFL), Switzerland. He received the Cambridge Australia Poynton International Scholarship, and the ‘EPFL Fellows’ postdoctoral fellowship co-funded by Marie Curie.

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