Fredrik Bajers Vej 5
P.O. Box 159 DK-9100 Aalborg
Phone: +45 9940 9940
21.06.2017 kl. 09.00 - 12.00
“Bayesian Learning: Fundamentals and Beyond”
Sergios Theodoridis, Professor of Signal Processing and Machine Learning in the Department of Informatics and Telecommunications University of Athens.
In this lecture, the basic concepts of Bayesian Learning will be introduced. The notions of ML and MAP will be first reviewed and the concepts of prior and posterior information will be introduced. The importance of the evidence function in the context of Occam's razor rule will be discussed and then we will move on latent variables and the EM algorithm. Its lower bound interpretation will be presented. Two case studies, namely regression and mixture modelling will be discussed.
Building upon the lower bound interpretation of the EM, the variational approximation in Bayesian learning will be introduced and some basic related concepts will be reviewed. Two notable applications, namely regression and probability mixture modelling will be discussed.
If there is time left, a discussion on nonparametric modelling in the context of Gaussian processes will be briefly discussed.
Sergios Theodoridis is currently Professor of Signal Processing and Machine Learning in the Department of Informatics and Telecommunications of the University of Athens. His research interests lie in the areas of Adaptive Algorithms, Distributed and Sparsity-Aware Learning, Machine Learning and Pattern Recognition, Signal Processing for Audio Processing and Retrieval.
He is the author of the book “Machine Learning: A Bayesian and Optimization Perspective” Academic Press, 2015, the co-author of the best-selling book “Pattern Recognition”, Academic Press, 4th ed. 2009, the co-author of the book “Introduction to Pattern Recognition: A MATLAB Approach”, Academic Press, 2010, the co-editor of the book “Efficient Algorithms for Signal Processing and System Identification”, Prentice Hall 1993, and the co-author of three books in Greek, two of them for the Greek Open University.
He currently serves as Editor-in-Chief for the IEEE Transactions on Signal Processing. He is Editor-in-Chief for the Signal Processing Book Series, Academic Press and co-Editor in Chief for the E-Reference Signal Processing, Elsevier.
He is the co-author of seven papers that have received Best Paper Awards including the 2014 IEEE Signal Processing Magazine best paper award and the 2009 IEEE Computational Intelligence Society Transactions on Neural Networks Outstanding Paper Award.
He is the recipient of the 2017 EURASIP Athanasios Papoulis Award, the 2014 IEEE Signal Processing Society Education Award and the 2014 EURASIP Meritorious Service Award. Hehas served as a Distinguished Lecturer for the IEEE Signal Processing as well as the Circuits and Systems Societies. He was Otto Monsted Guest Professor, Technical University of Denmark, 2012, and holder of the Excellence Chair, Dept. of Signal Processing and Communications, University Carlos III, Madrid, Spain, 2011.
He has served as President of the European Association for Signal Processing (EURASIP), as a member of the Board of Governors for the IEEE CAS Society, as a member of the Board of Governors (Member-at-Large) of the IEEE SP Society and as a Chair of the Signal Processing Theory and Methods (SPTM) technical committee of IEEE SPS.
He is Fellow of IET, a Corresponding Fellow of the Royal Society of Edinburgh (RSE), a Fellow of EURASIP and a Fellow of IEEE
All are welcome!
Free of charge
Signal Information and Processing, Department of Electronic Systems
Aalborg University, Fredrik Bajers Vej 7, C2-209