Laurent El Ghaoui

Professor, EECS and IEOR Departments Berkeley Center for New Media UC Berkeley 421 Sutardja Dai Hall Office hours, Spring 2012: Teaching OH: Th 2-3pm. Research OH: by appointment.

Research interests

• Robust optimization.

• Machine learning and statistics, with emphasis on sparsity issues.

• Statistical analysis of news media.

Selected recent publications

• Youwei Zhang and Laurent El Ghaoui. Large-Scale Sparse Principal Component Analysis with Application to Text Data.

• Xinyu Dai, Jinzhu Jia, Laurent El Ghaoui and Bin Yu. SBA-term: Sparse Bilingual Association for Terms.

• Laurent El Ghaoui, Guan-Cheng Li, Viet-An Duong, Vu Pham, Ashok Srivastava, Kanishka Bhaduri. Sparse Machine Learning Methods for Understanding Large Text Corpora.

• Aude Hofleitner, Laurent El Ghaoui and Alexandre Bayen. Online least-squares estimation of time varying systems with sparse temporal evolution and application to traffic estimation.

• Youwei Zhang, Alexandre d’Aspremont, Laurent El Ghaoui. Sparse PCA: Convex Relaxations, Algorithms and Applications.

• L. El Ghaoui, V. Viallon, T. Rabbani. Safe Feature Elimination in Sparse Supervised Learning.

• A. Bental, L. El Ghaoui, A. Nemirovski. Robust Optimization.

Contact

• Internet: elghaoui at berkeley dot edu.

• Address: 402 Cory Hall, Berkeley CA 94720-1770. Directions to my office.

• Office/Fax: For cost cutting reasons, no telephone line is available.

• Administrative assistant: Maria Barrera.