On Measure Transformed Canonical Correlation Analysis

Dr. Koby Todros, University of Michigan

2:00pm Wednesday, 2 May 2012, ITE 325b

In this work linear canonical correlation analysis (LCCA) is generalized by applying a structured transform to the joint probability distribution of the considered pair of random vectors, i.e., a transformation of the joint probability measure defined on their joint observation space. This framework, called measure transformed canonical correlation analysis (MTCCA), applies LCCA to the data after transformation of the joint probability measure. We show that judicious choice of the transform leads to a modified canonical correlation analysis, which, in contrast to LCCA, is capable of detecting non-linear relationships between the considered pair of random vectors. Unlike kernel canonical correlation analysis, where the transformation is applied to the random vectors, in MTCCA the transformation is applied to their joint probability distribution. This results in performance advantages and reduced implementation complexity. The proposed approach is illustrated for graphical model selection in simulated data having non-linear dependencies, and for measuring long-term associations between companies traded in the NASDAQ and NYSE stock markets.

Koby Todros was born in Ashkelon, Israel, in 1974. He received his B.Sc., M.Sc., and Ph.D. degrees in electrical engineering at 2000, 2006, and 2011, respectively, from the Ben-Gurion University of the Negev. He is currently a post-doctoral fellow with the Department of Electrical Engineering and Computer Science, in the University of Michigan. His research interests include statistical signal processing and estimation theory with focus on association analysis, uniformly optimal estimation in the non-Bayesian theory, performance bounds for parameter estimation, blind source separation, and biomedical signal processing.

The Computer Science and Electrical Engineering Department wishes to extend its congratulations to Dr. Tim Oates for his promotion from associate professor to full professor.

In 2001, after receiving his Ph.D. in Computer Science from the University of Massachusetts Amherst, Dr. Oates began teaching at UMBC. His course repertoire includes Introduction to Machine Learning, Discrete Structures, Data Structures, and the ever-popular Robotics.

As the director of UMBC’s Cognition, Robotics, and Learning (CoRal) Lab, his research centers on machine learning. The vision of the lab is to “understand how artificial systems can acquire grounded knowledge from sensori-motor interaction with their environment that enables cognitive activities like natural language communication and planning,” says the lab’s website. More about his research interests can be found in his research profile.  

In addition to his academic work, Dr. Oates contributed to the department last year as chair of the ABET Assessment committee. He is also the advisor for UMBC’s student chapter of the Association for Computing Machinery (ACM), the world’s largest educational and scientific computing society.

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The Sixth UMBC Digital Entertainment Conference (DEC) will be held this Saturday, April 28 from 10:00am to 4:00pm in LH1 in the Biological Sciences building.

Every year since 2007 the students ofn the UMBC Game Developer's Club has organized the conference and invited speakers from the videogames industry to come in and discuss important topics in the games industry. DEC 2012 is sponsored by Zynga, the studio that developed Farmville and many other Facebook games.  One of the strenghts of the UMBC program in Graphics, Animation and Interactive Media (GAIM) is its strong ties to game development studios in the Maryland, DC and Northern Virginia area.

The 2012 DEC is open to anyone, and features an all-star lineup of speakers from Firaxis Games, Zynga East, Pure Bang, and Mythic Entertainment. Whether you are a high school student, go to UMBC or another university, or are already working in a different industry, you are sure find interesting information about how the games industry works, how some current developers got started, and what they do. If you are a game developer, you are sure to find high school students, UMBC students and students from other universities who are interested in jobs in the games industry.

Here is the schedule.

10:00am – Barry Caudill, Director of Gameplay Development at Firaxis
11:00am – Tim Train, Studio Manager at Zynga East
12:00pm – Lunch Break
1:00pm – Eric Jordan, Programmer at Firaxis
2:00pm – Ben Walsh, CEO of Pure Bang Games
3:00pm – Brian Johnson, Director of Online Operations at Mythic Entertainment