Optimisation
on Manifolds
By
-
Prof. Jonathan Manton
Executive
Director , Australian Research Council, Australian
Government
|
Date:
June 6, 2008 (Friday) |
Time:
2:30pm - 3:30pm |
Venue:
Rm. 1009 William MW Mong Engineering Building,
CUHK |
Abstract
:
In
recent years, techniques involving differential geometry
have been gaining popularity in the signal processing
community. One such area is optimisation on manifolds;
a number of important signal processing problems can
be reformulated as an optimisation problem on a smooth
curved space, or more generally, on a manifold.
The
traditional approach to developing a numerical algorithm
for minimising a cost function on a manifold is to
endow the manifold with a metric structure and then
use judiciously parallel transport and the Riemannian
exponential map to generalise Euclidean algorithms
(such as the conjugate gradient or the Newton method)
to the manifold setting. This talk will present a
more general framework and explain the theoretical
and practical advantages of working in this greater
generality. Specifically, this framework enables an
arbitrary algorithm in Euclidean space to be transported
to a manifold, and is sufficiently flexible to allow
the domains of attraction, the computational complexity
and the convergence rate to be altered significantly,
while at the same time guaranteeing the local convergence
of the transported algorithm to be the same or faster
than the original algorithm. The challenge of extending
this framework to stochastic filtering on manifolds
will be touched on informally.
Biography
:
Professor
Manton received his Bachelor of Science (mathematics)
and Bachelor of Engineering (electrical) degrees in
1995 and his Ph.D. degree in 1998, all from the University
of Melbourne, Australia. From 1998 to 2004, he was
with the Department of Electrical and Electronic Engineering
at the University of Melbourne. During that time,
he held a Postdoctoral Research Fellowship then subsequently
a Queen Elizabeth II Fellowship, both from the Australian
Research Council. In 2005 he became a full Professor
in the Department of Information Engineering, Research
School of Information Sciences and Engineering (RSISE)
at the Australian National University. From July 2006
till May 2008, he was on secondment to the Australian
Research Council as Executive Director, Mathematics,
Information and Communication Sciences. Currently,
he holds a distinguished Chair at the University of
Melbourne with the title Future Generation Professor.
He is also an Adjunct Professor in the Mathematical
Sciences Institute at the Australian National University.
Professor Manton's traditional research interests
range from pure mathematics (e.g. commutative algebra,
algebraic geometry, differential geometry) to engineering
(e.g. signal processing, wireless communications).
Recently though, led by a desire to participate in
the convergence of the life sciences and the mathematical
sciences, he has commenced learning neuroscience.
Professor
Manton has served recently as an Associate Editor
for IEEE Transactions on Signal Processing, a Committee
Member for IEEE Signal Processing for Communications
(SPCOM) Technical Committee, and a Committee Member
on the Mathematics Panel for the ACT Board of Senior
Secondary Studies in Australia. |