MTH 995-003: Introduction to Compressive Sensing and the Analysis of Big Data

Schedule and Topics Covered

L	Date	Topic	References and Further Reading
1	1/7	MSU closed due to weather!	Official Announcement
2	1/9	Introduction and Overview	Book Chapter 1, & Instructor notes
3\I.B.	1/14	The SVD and Weyl's Bounds	Book Appendix A.2, & Stewart
4\I.B.	1/16	Semidefinite Programming	Book Appendix B, [VB'96], Epel- man's Notes, Gallier's Notes
5\B.C.	1/21	SDP cont'd, & PCA Review	", & Shlens
6\B.C.	1/23	SDP and Subspace Fitting	[VVYZ'07], & [DTV'11]
7\K.B.	1/28	Subspace Fitting cont'd	"
8\K.B.	1/30	Locality-Sensitive Hashing	[DIIM'04], [IM'98], & [DKS'11]
9\R.Z.	2/4	LSH cont'd	"
10\J.Z.	2/6	Large Deviation Inequalities	Book Chapter 7
11\O.K.	2/11	Large Deviations cont'd	Book Chapter 7
12\O.K.	2/13	Subgaussian Concentration	Book Chapter 7, & Section 9.1
13\R.Z.	2/18	Subgaussians cont'd	Book Chapter 7, & Section 9.1
14\A.F.	2/20	Johnson-Lindenstrauss Lem. & Subspace Embeddings	[BDDW'08], Book Appendix C, [DG'02], & [A'01]
15\A.F.	2/25	The RIP and Basis Pursuit	Book Sec's 4.1 - 4.3, 6.1, 6.2, & 9.5
16\D.C.	2/27	The RIP and BP cont'd	Book Sec's 4.1 - 4.3, 6.1, 6.2, & 9.5
17	3/4	Spring Break	No Class
18	3/6	Spring Break	No Class
19\X.H.	3/11	The RIP and BOS	Book Chapter 12
20\J.Z.	3/13	Applications in Numerical L.A.	[RT'08], & [HMT'09]
21\X.H.	3/18	Manifold Models for Data	[F'59], [NSW'08], [BSLT'00], [BW'07], [IM'13], & [EW'13]
22\E.B.	3/20	Manifold Models cont'd	"
23\A.M.	3/25	Manifold Models cont'd	"
24\E.B.	3/27	Johnson-Lindenstrauss Lem. & Manifold Embeddings	"
25\A.M.	4/1	Coherence	Book Sections 5.1 & 5.2
26\A.M.	4/3	Deterministic Constructions	[D'07], [KR'07], & [I'09]
27\A.M.	4/8	Combinatorial Properties	[BIS'12]
28\D.C.	4/10	Fast Recovery Algorithms	[CM'06], [GSTV'07], [GLPS'10], [BIS'12], & [I'14]
29\O.K.	4/15	Fast Recovery Cont'd	''
30\M.I.	4/17	Sparse FFTs	See Slides
31\A.M.	4/22	NDFT Methods	[AD'96], & [PST'01]
32\M.I.	4/24	Group Testing	See Slides