DARPA Big Data Colloquium 2012 - Department of Applied ...priebe/.FILES/cep-xdata-keynote.pdf ·...

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transcript

What is bigdata inference?

Carey E. Priebe Department of Applied Mathematics & Statistics

Johns Hopkins University

October 30, 2012

DARPA Big Data Colloquium 2012

Kronecker Quote

“The wealth of your practical experience with sane and interesting problems

will give to mathematics a new direction and a new impetus.”

– Leopold Kronecker to Hermann von Helmholtz –

What is mathematics?

“The wealth of your practical experience with sane and interesting problems

will give to mathematics a new direction and a new impetus.”

What is mathematics?

“The wealth of your practical experience with sane and interesting problems

will give to mathematics a new direction and a new impetus.”

With appologies toRichard Courant

andHerbert Robbins

What is mathematics?

“The wealth of your practical experience with sane and interesting problems

will give to mathematics a new direction and a new impetus.”

Mreality

What is mathematics?

“The wealth of your practical experience with sane and interesting problems

will give to mathematics a new direction and a new impetus.”

Mreality

Mmathematics

What is mathematics?

“The wealth of your practical experience with sane and interesting problems

will give to mathematics a new direction and a new impetus.”

Applied

^Mreality

Mmathematics

What is mathematics?

“The wealth of your practical experience with sane and interesting problems

will give to mathematics a new direction and a new impetus.”

Applied

^Mreality

Mmathematics

sensors bigdata

bigdataprocessing

bigdatainference

decisions /decision makers

collection management /sensor deployment

(MMDDDDS)

universe

sensors bigdata

bigdataprocessing

bigdatainference

decisions /decision makers

collection management /sensor deployment

DARPAXDATA

universe

sensors bigdata

bigdataprocessing

bigdatainference

decisions /decision makers

collection management /sensor deployment

universe

Extract {Vi, xi, ti }i∈I

time

h:

Fusion and Inference from Multiple and Massive Disparate Distributed

Dynamic Data Sets

Generate Time Series of Attributed Graphs

time

h:

Fusion and Inference from Multiple and Massive Disparate Distributed

Dynamic Data Sets

�Generate Time Series of Attributed Graphs

⌅1 ⇥ · · ·⇥ ⌅K

Extract {Vi, xi, ti }i∈I

h: �

Fusion and Inference from Multiple and Massive Disparate Distributed

Dynamic Data Sets

⌅1 ⇥ · · ·⇥ ⌅K

Extract {Vi, xi, ti }i∈I

professorstudent

time

Anomaly Detection in Time Series of Attributed Graphs

h: �

Fusion and Inference from Multiple and Massive Disparate Distributed

Dynamic Data Sets

time

⌅1 ⇥ · · ·⇥ ⌅K

Extract {Vi, xi, ti }i∈I

< > - +

The curse of dimensionality

g!

M(d)

!gn(d)

g!(d)

L(!gn(d)) "#d#$

12

L(g!(d)) "#d#$ 0

d0

12

L(!gn(d))

doptn

October 2003 – p.5/35

The Curse of Dimensionality

Dennis M. Healy

synapsedetection

computer vision tracking of axon & dendrite to

neurons associated with synapse

graphconstruction

volume synapses neurons graph

Connectome Example

Kronecker Quote

“The wealth of your practical experience with sane and interesting problems

will give to mathematics a new direction and a new impetus.”

– Leopold Kronecker to Hermann von Helmholtz –