[ugrads] SIAM Research Talk

Yue Cao ycao33 at hawk.iit.edu
Sat Mar 23 19:21:42 CDT 2019

Hi, all

Hope you all have a nice break. Next Wednesday, 3/27, we will have our third research talk by Professor Cheng. The talk is about statistics. It is a causals one, so undergraduate students and graduate student are both welcome. We offer the lunch. See you there.

Speaker: Professor Maggie Cheng
Time: 12:45, 3/27, Wednesday
Place: RE102
Title: Statistical Anomaly Detection: Algorithms and Applications
Abstract: In a large distributed system, devices generate data with three V’s: high volume, high velocity, and high variety. The data are generally unstructured and correlated. To quickly and accurately detect anomalies from the massive amount of data is paramount as it enables immediate countermeasures to mitigate faults and to stop fault propagation in the system, and yet it is very challenging as it requires adequate understanding of the underlying physical process that generated the data. In this talk, I will cover elements of anomaly detection in a networked system, basic detection techniques and their applications in Internet of Things (IoT) and Cyber Physical Systems (CPS). I will focus on two broadly defined anomaly detection problems: 1) outlier detection from a large dataset, and 2) change point detection from a dynamic process. Both offline and online algorithms will be discussed.

Best Regards
Yue Cao, PHD candidate
IIT SIAM Student Chapter President
Department of Applied Mathematics
Illinois of Institute of Technology

Office: John T. Rettaliata Engineering Center, Room 232
Email: ycao33 at hawk.iit.edu

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