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As my tenure as founding Editor-in-Chief comes to a close (SIAM wisely has term limits), I want to take a moment to reflect on the launch of the SIAM Journal on Mathematics of Data Science (SIMODS). I am grateful to the authors, reviewers, editorial board members, and SIAM staff who have contributed to the success of the journal. I am proud of the journal’s achievements and excited to turn over the reins to the new Editor-in-Chief, Misha Belkin.

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I am happy to announce that I am now part of the editorial board of Information and Inference: A Journal of the IMA. This journal publishes high quality articles that advance the mathematical understanding of information and data analysis. The articles cover a wide range of topics, such as: information theory, statistical inference, network analysis, numerical analysis, learning theory, applied and computational harmonic analysis, probability, combinatorics, signal processing, and high-dimensional geometry.

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As of April 2024, SIAM has officially launched the new SIAM Activity Group on Equity, Diversity, and Inclusion. It is the purpose of the SIAM Activity Group on Equity, Diversity, and Inclusion to (1) advocate and support equity, diversity, and inclusion within the field of applied mathematics, and (2) discuss and disseminate best practices for creating and sustaining equitable, diverse, and inclusive environments within the field of applied mathematics. Within the framework of SIAM, the SIAG will conduct activities that implement its purposes.

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For the past 3+ years, I’ve been chairing an all-star National Academies committee charged with creating a series of posters on Illustrating the Impact of Mathematics. The website is finally live, and I’m really excited to share the results!!

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I’ve moved my social network activity to Mathstadon.

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Talks & Travel

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Recent Publications

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Convergence of Alternating Gradient Descent for Matrix Factorization

In Advances in Neural Information Processing Systems 36 (NeurIPS 2023), 2023

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Automating Conference Scheduling with Genetic Algorithms at CSE23 and Beyond

SIAM News, 2023

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Streaming Generalized Canonical Polyadic Tensor Decompositions

In Proceedings of Platform for Advanced Scientific Computing (PASC’23) Conference, 2023

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Introducing the New SIAM Activity Group on Equity, Diversity, and Inclusion

SIAM News, 2023

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Illustrating the Impact of the Mathematical Sciences (Poster Series)

National Academies Website, 2023

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Practical Leverage-Based Sampling for Low-Rank Tensor Decomposition

SIAM J. Matrix Analysis and Applications, 2022

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Scalable Symmetric Tucker Tensor Decomposition

arXiv, 2022

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Tensor Moments of Gaussian Mixture Models: Theory and Applications

arXiv, 2022

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Sketching Matrix Least Squares via Leverage Scores Estimates

arXiv, 2022

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Randomized Algorithms for Scientific Computing (RASC)

arXiv, 2021

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Selected Older Publications

Tensor Decompositions and Applications

SIAM Review, 2009

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Algorithm 862: MATLAB Tensor Classes for Fast Algorithm Prototyping

ACM Transactions on Mathematical Software, 2006

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An Overview of the Trilinos Project

ACM Transactions on Mathematical Software, 2005

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Optimization by Direct Search: New Perspectives on Some Classical and Modern Methods

SIAM Review, 2003

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Orthogonal Tensor Decompositions

SIAM Journal on Matrix Analysis and Applications, 2001

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Graph Partitioning Models for Parallel Computing

Parallel Computing, 2000

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A Semidiscrete Matrix Decomposition for Latent Semantic Indexing Information Retrieval

ACM Transactions on Information Systems, 1998

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Software

  • FEASTPACK - MATLAB and C codes for graph analysis, including BTER code for graph generation and our wedge sampling technique for triangle counting
  • Poblano Toolbox for MATLAB - Large-scale algorithms for unconstrained nonlinear optimization
  • HOPSPACK - A C++ hybrid optimization parallel search package for derivative-free optimization
  • MET - Memory-efficient Tucker computation (requires Tensor Toolbox)
  • Tensor Toolbox for MATLAB - Higher-order operations of multidimensional arrays
  • NOX - A C++ Nonlinear Solver Package
  • Trilinos - A suite of high-performance numerical codes (including NOX)
  • APPSPACK - A C++ derivative-free optimization package
  • SDDPACK - C and MATLAB code for the semi-discrete matrix decomposition

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