The weekly SILO Seminar Series is made possible through the generous support of the 3M Company and its Advanced Technology Group


with additional support from the Analytics Group of the Northwestern Mutual Life Insurance Company

Northwestern Mutual

Functional Nuclear Norm and Low Rank Function Estimation

Ming Yuan, Prof.

Date and Time: Jan 22, 2014 ( 1:00 PM)
Location: Orchard room (3280) at the Wisconsin Institute for Discovery Building


The problem of low rank estimation naturally arises in a number of functional or relational data analysis settings, for example when dealing with spatio-temporal data or link prediction with attributes. We consider a unified framework for these problems and devise a novel penalty function to exploit the low rank structure in such contexts. The resulting empirical risk minimization estimator can be shown to be optimal under fairly general conditions.