Center for Applied Mathematics Colloquium

Jeff CalderUniversity of Minnesota
PDE continuum limits for discrete sorting problems, with applications to online anomaly detection

Friday, February 24, 2017 - 3:30pm
Rhodes 655

Many problems in science and engineering involve the sorting, or ordering, of large amounts of multi-variate data. A common sorting technique is to arrange the data into layers by repeatedly removing extremal points. Different notions of extremality lead to different sorting algorithms. Two common examples are non-dominated sorting and convex hull peeling, both of which are widely used in science and engineering, ranging from multi-objective optimization to machine learning and robust statistics. In this talk, I will present PDE continuum limits for nondominated sorting and convex hull peeling, and demonstrate how to use the continuum limits for fast online anomaly detection and classification. The talk will be accessible to graduate students.