BEGIN:VCALENDAR
VERSION:2.0
PRODID:-//Talks.cam//talks.cam.ac.uk//
X-WR-CALNAME:Talks.cam
BEGIN:VEVENT
SUMMARY:On the geometry of maximum entropy problems - Professor Michele Pa
 von\, University of Padova
DTSTART:20141001T130000Z
DTEND:20141001T140000Z
UID:TALK54726@talks.cam.ac.uk
CONTACT:Tim Hughes
DESCRIPTION:We show that a simple geometric result suffices to derive the 
 form of the optimal solution in a large class of finite and infinite-dimen
 sional  maximum entropy problems concerning probability distributions\, sp
 ectral densities and covariance matrices. These include Burg's spectral es
 timation method and  Dempster's covariance completion\, as well as various
  recent generalizations of the above.\n\nShort Biography: Michele Pavon wa
 s born in Venice\, Italy\, on October 12\, 1950. He received the Laurea de
 gree from the University of Padova\, Padova\, Italy\, in 1974\, and the Ph
 .D. degree from the University of Kentucky\, Lexington\, Kentucky\, U.S.A.
  in 1979\, both in mathematics. He was then on the research staff of LADSE
 B-CNR\, Padua\, Padua\,Italy\, for six years. Since July 1986\, he has bee
 n a Professor at the College of Engineering\, the University of Padova. He
  has worked for a number of years on such topics as: Stochastic realizatio
 n\, linear recursive estimation\, optimal stochastic control and Nelson's 
 stochastic mechanics. His present research interests include spectral esti
 mation\,maximum entropy problems and quantum control.
LOCATION:Cambridge University Engineering Department\, LR3
END:VEVENT
END:VCALENDAR