Linear regression over tropical semi-rings: algorithms and applications

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• James Hook (University of Bath)
• Tuesday 24 October 2017, 13:00-14:00
• Nuffield G22.

If you have a question about this talk, please contact Sergey Sergeev.

Much of the applied math research in tropical algebra is concerned with “forwards problems”, where we assume some mathematical model and then simulate its behavior or else prove something about how it will behave. In this talk I will consider the “inverse problem” of determining a mathematical model for a system, directly from the data that it creates. For example, fitting a max-plus linear dynamical systems model to noisy time series data recorded from a queuing system. To this end I will examine the problem of linear regression over tropical semi-rings, focussing on the case of the max-plus semiring. In my talk I will present some algorithms for solving this problem and show how they can be applied to a number of data analysis problems.

This talk is part of the Optimisation and Numerical Analysis Seminars series.

This talk is included in these lists:

• Nuffield G22
• Optimisation and Numerical Analysis Seminars
• School of Mathematics Events

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