Maseeh Mathematics + Statistics Colloquium: New directions in Bayesian sparse signal recovery
Friday, March 15, 2019 - 3:15pm

The Maseeh Mathematics and Statistics Colloquium Series*



 Jyotishka Datta, Ph.D.

University of Arkansas


New directions in Bayesian sparse signal recovery



Sparse signal recovery remains an important challenge in large scale data analysis and global-local (G-L) shrinkage priors have emerged as the current state-of-the art Bayesian method handling sparsity. In the first half of this talk, I will survey some of the recent theoretical and methodological advances in this area, focusing on theoretical optimality of G-L priors in the context of multiple testing for both continuous as well as quasi-sparse count data. In the second half, I will discuss a few unexplored aspects of their behavior, such as, validity as a non-convex regularization method, performance in presence of correlated errors or extension to discrete data structures including sparse compositional data. I will offer some insights into some of these problems and point out future directions.



 Dr. Datta is an Assistant Professor of Statistics in the Department of Mathematical Sciences at the University of Arkansas since Fall 2016. His research interest spans Bayesian methodology and theory for structured high-dimensional or infinite-dimensional objects. He has contributed to the area of large-scale simultaneous testing, shrinkage prior, sparse signal recovery, nonparametric Bayes, computational aspects of big data analysis, bioinformatics, applied probability, and default Bayes. Recent applications include next-gen sequencing studies, auditory neuroscience, robotics, social media, database security and crime forecasting.



Friday, March 15, 2019 at 3:15pm

Urban Center room 204, 506 SW Mill Street

Light refreshments served


The faculty host of this speaker is Dr. Daniel Taylor-Rodriguez.


* Sponsored by the Maseeh Mathematics and Statistics Colloquium Series Fund and the Fariborz Maseeh Department of Mathematics & Statistics, PSU. This event is free and open to the public.