Title: | A shrinkage estimation for large dimensional precision matrices using random matrix theory |
Speaker: | Mr. WANG Cheng, Faculty of Engineering and Information Technology, University of Technology Sydney, Australia |
Time/Place: | 11:00 - 12:00 FSC1217, Fong Shu Chuen Library, HSH Campus, Hong Kong Baptist University |
Abstract: | In this work, a new data-driven shrinkage estimator for the population precision matrix has been introduced using random matrix theory. The new estimation is non-parametric without assuming a specific parameter distribution for the data and also there is no prior information about the structure of the population covariance matrix. We demonstrate by both theoretical and empirical studies that the new estimator, which is applicable for p > n, has good properties for a wide range of dimensions and sample sizes. Moreover, even if p < n, our new method always dominates the inverse sample covariance matrix and performs comparably with existing methods. |
Title: | High accuracy local absorbing boundary conditions for linear Korteweg-de Vries(KdV) equations |
Speaker: | Ms. ZHANG Wei, Department of Mathematics, Hong Kong Baptist University, Hong Kong |
Time/Place: | 10:00 - 11:30 FSC1217, Fong Shu Chuen Library, HSH Campus, Hong Kong Baptist University |
Abstract: | A high accurate absorbing boundary condition for linear Korteweg-de Vries (KdV) equations is proposed in our work. The artificial boundary condition in the Laplace domain is approximated by a truncated series with high accuracy. Then the original KdV equation on unbounded domain is replaced by an initial-boundary value problem defined on a finite interval. Different finite difference schemes are applied to solve the obtained PDEs and the order of convergence is verified numerically. Finally, numerical examples are implemented to demonstrate the stability and accuracy of the proposed method. |
Title: | Pattern Recognition on Automation, Social Signal Processing, Visual Surveillance and Intelligent Transportation Systems |
Speaker: | Dr. NGAN Yuk Tung, Department of Mathematics, Hong Kong Baptist University, Hong Kong |
Time/Place: | 11:30 - 12:30 FSC1217, Fong Shu Chuen Library, HSH Campus, Hong Kong Baptist University |
Abstract: | Abstract: Pattern recognition is a popular multidisciplinary research among mathematics, engineering and computer science scientists. It can be found in various applications such as automation, social signal processing (SSP), visual surveillance (VS) and intelligent transportation systems (ITS). In this talk, there will be a general introduction of these pattern recognition applications. First, the automation application would be defect detection on patterned textures. Second, the SSP application would include an example of social group discovery on a protest activity. Third, the VS application would address visual tracking and classification in humans and vehicles. Lastly, the ITS application would demonstrate an outlier detection for massive traffic data from one of the busiest junctions in Hong Kong. The future work in various applications will be also discussed. |
Title: | DLS: Stability of Laminar Shear Flow |
Speaker: | Prof. Weinan E, Peking University and Princeton University |
Time/Place: | 16:30 - 17:30 (Preceded by Reception at 4:00pm) RRS905, Sir Run Run Shaw Building, HSH Campus, Hong Kong Baptist University |
Abstract: | In 1883, Reynolds published his classical work on the experimental study of the stability of shear shows. Since then the issue of the critical Reynolds number at which laminar flows become unstable has been studied by numerous people, including Sommerfeld, Heisenberg, C. C. Lin, Orazag, and more recently, Trefethen, Hof, Barkley, Eckhardt, etc. Despite this great deal of effort, the theoretical question as to how the critical Reynolds number should be determined still remains open. In this talk, we present an approach using ideas drawn from statistical physics and large deviation theory. This is joint work with Xiaoliang Wan and Haijun Yu. |
Title: | Fuzzy Topology |
Speaker: | Prof. Liu Yingming, Department of Mathematics, Sichuan University, China |
Time/Place: | 04:30 - 18:00 Siu Pong H |
Abstract: | Sharing and discussion of: 《Fuzzy Sets and Systems》、 《Fuzzy Optimization &Decision Making》、 《J. Math. Anal. Appl.》 |
Title: | Big Data Analytics in Transportation -- Outlier Detection in Traffic Data Based on Dirichlet Process Mixture Model |
Speaker: | Dr. NGAN Yuk Tung, Department of Mathematics, Hong Kong Baptist University, Hong Kong |
Time/Place: | 11:30 - 12:30 FSC1217, Fong Shu Chuen Library, HSH Campus, Hong Kong Baptist University |
Abstract: | Big data age has come. Transportation is one of the most frequent areas, which requires big data analytics in storage and management. This talk presents a statistical method for modeling large volume of traffic data by Dirichlet Process Mixture Model (DPMM). Traffic signals are in general defined by their spatial-temporal characteristics, of which some can be common or similar across a set of signals, while a minority of these signals may have characteristics inconsistent with the majority. These are termed outliers. Outlier detection aims to segment and eliminate them in order to improve signal quality. It is accepted that the problem of outlier detection is non-trivial. As traffic signals generally share a high degree of spatial-temporal similarities within the signal and between different types of traffic signals, traditional modeling approaches are ineffective in distinguishing these similarities and discerning their differences. In regard to modeling the traffic data characteristics by DPMM, this work conveys three contributions. First, a new generic DPMM-based method is developed for unsupervised outlier detection of real-world traffic data. Second, it achieves a detection rate of 97.14% based on a database of 764,027 vehicles. Third, the proposed method can be readily extended to apply on big traffic data in entire road networks in the future. |
We organize conferences and workshops every year. Hope we can see you in future.
Learn MoreProf. M. Cheng, Dr. Y. S. Hon, Dr. K. F. Lam, Prof. L. Ling, Dr. T. Tong and Prof. L. Zhu have been awarded research grants by Hong Kong Research Grant Council (RGC) — congratulations!
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