BIFOLD Colloquium 06/2024

An Analytic Solution for Kernel Adaptive Filtering

Abstract:

Norbert Wiener, almost 80 years ago, presented an analytic solution for the minimum mean square estimation (MMSE) for stationary time series, using linear models. Many extensions of this theory to nonlinear mapping functions exist, but none is analytic. This talk will present an analytic nonlinear solution to the MMSE in a finite Reproducing Kernel Hilbert Spaces, employing a data dependent kernel. Preliminary results show that the solution is competitive with other techniques, with complexity linear in the data, and it is explainable, which can be valuable in data science.    

In case you would like to attend virtually, please contact: pr@bifold.berlin

Short-Bio:

Jose C. Principe (M’83-SM’90-F’00) is a Distinguished Professor of Electrical and Computer Engineering and Biomedical Engineering at the University of Florida where he teaches statistical signal processing, machine learning and brain computer interfaces modeling. He is Eckis Endowed Professor and the Founder and Director of the University of Florida Computational NeuroEngineering Laboratory (CNEL) . His primary area of interest is time series analysis in functional spaces, information theoretic learning and AI cognitive architectures.
Dr. Principe is an IEEE, AAAS, IABME, AIMBE and NDA Fellow. He was awarded the IEEE Neural Network Pioneer Award from the Computational intelligence Society, the IEEE Shannon-Nyquist Technical Achievement Award from the Signal Processing Society, the EMBS Career Achievement Award, and the Teacher Scholar of the Year from the U. of Florida. He was the past Chair of the Technical Committee on Neural Networks of the IEEE Signal Processing Society, Past-President of the International Neural Network Society, and Past-Editor in Chief of the IEEE Transactions on Biomedical Engineering. Dr. Principe has more than 800 publications and an H index of 95 (Google Scholar).  He directed 108 Ph.D. dissertations and 65 Master theses. He wrote in 2000 an interactive electronic book entitled “Neural and Adaptive Systems” published by John Wiley and Sons and more recently co-authored several books on “Brain Machine Interface Engineering” Morgan and Claypool, “Information Theoretic Learning”, Springer, and “Kernel Adaptive Filtering”, Wiley.