CAAM 567 - SIGNAL RECOVERY
Long Title: SIGNAL RECOVERY: THEORY AND SIMULATION
Department: Computational & Applied Math
Grade Mode: Standard Letter
Course Type: Lecture
Credit Hours: 3
Must be enrolled in one of the following Level(s):
Description: This course introduces the theory and numerical algorithms for several fundamental signal recovery tasks. Topics include L1 minimization, sparse regression, compressed sensing, orthogonal matching pursuit, proximal operators, ADMM algorithms, Iterative Reweighted Least Squares. Nuclear norm minimization, matrix completion, robust Principal Component Analysis. Recommended Prerequisite(s): CAAM 378 or MATH 302 or STAT 310.