Research Projects


The Computational Power of Relative Entropy

The relative entropy function plays a prominent role in information theory and in statistics in the characterization of the performance of a variety of inferential procedures as well as in proofs of a number of fundamental inequalities.  By virtue of its convexity, the relative entropy function also has a number of attractive computational properties.  This project is aimed at investigating the benefits of the relative entropy function from an algorithmic viewpoint.  We demonstrate the utility of relative entropy convex programs in providing a tractable approach for challenging problems arising in combinatorial optimization, dynamical systems, and quantum information.  Building on ideas in real algebraic geometry (developed in the context of Hilbert's 17th problem), we also describe a family of convex relaxations based on relative entropy for signomial programs, which are a difficult class of non-convex problems commonly encountered in domains such as chemical process control, circuit design, and resource allocation in wireless networks.



Atomic Norms for Parsimonious Modeling

Deducing a system or statistical model given partial and imprecise information is a fundamental task throughout the sciences and engineering.  Regularization techniques offer a general optimization-based methodology for addressing such ill-posed inverse problems.  These methods are based on augmenting the objective with a penalty function, which is specified based on prior domain-specific expertise to induce a desired structure in the solution.  This project proposes a unified framework to transform notions of structure based on parsimonious models into convex penalty functions known as atomic norms, which can subsequently be employed in convex optimization approaches for inverse problems.  Atomic norm regularization techniques expand upon the significant success of methods that utilize the L1 norm and the nuclear norm for inducing models with sparse and low-rank structure.  We demonstrate the utility of atomic norm regularization in linear inverse problems, statistical denoising, change-point estimation, and in the design of controllers with a simple architecture.  Recent efforts have also been directed towards learning suitable atomic norms from data in settings in which precise domain knowledge is not directly available.



Latent-Variable Statistical Modeling

A central task in data analysis is to learn simple or concisely described models that characterize the statistical dependencies among a collection of variables.  Concisely specified models avoid problems associated with overfitting, and they often provide useful interpretations about the relationships inherent in the underlying variables.  However, latent or unobserved phenomena complicate this task significantly as latent variables induce confounding relationships among the observed variables that are not succinctly described.  In this project we develop principled and computationally tractable methodology for identifying the effects of latent variables in statistical models.



Convex Graph Parameters

Inverse problems over unlabeled graphs arise in a range of application domains as graphs are widely used to model dependencies among large numbers of interacting entities; examples includes gene interaction networks in computational biology and social networks.  To address the combinatorial complexity typically associated with these problems, the goal of this project is to develop a conceptually unified optimization framework for the solution of inverse problems over spaces of graphs.  We introduce and characterize convex graph parameters, which are functions of a graph with appealing structural and convexity properties.  These graph invariants enable the formulation of tractable algorithmic approaches for several problems on graphs and networks.



Computational and Statistical Tradeoffs in Data Analysis

The rapid growth in the size and scope of datasets in science and technology has created a need for novel foundational perspectives on data analysis that blend computer science and statistics.  That classical perspectives from these fields are not adequate to address emerging challenges with massive datasets is apparent from their sharply divergent nature at an elementary level – in computer science, the growth of the number of data points is a source of "complexity" that must be tamed via algorithms or hardware, whereas in statistics, the growth of the number of data points is a source of "simplicity" in that inferences are generally stronger and asymptotic results can be invoked.  In classical statistics, one usually considers the increase in inferential accuracy as the number of data points grows (with little formal consideration of computational complexity), while in classical numerical computation, one typically analyzes the improvement in accuracy as more computational resources such as space or time are employed (with the size of a dataset not formally viewed as a resource).  This project addresses the question of trading off the amount of data and the amount of computation required to achieve a desired inferential accuracy.