¨ Omer Deniz Akyıldız Dept. of Electrical Engineering, Bo˘gazi¸ci University, Istanbul. Email: [email protected] INTERESTS Computational statistics; machine learning; probability. EDUCATION PhD in Electrical and Electronics Eng., Bo˘gazi¸ci University Supervisor: Assoc. Prof. A. Taylan Cemgil 2012 – Present ˙ MSc in Telecommunications Eng., Istanbul Technical University 2010 – 2012 Thesis Title: A Structured Sparse Decomposition Method for Audio Signals ˙ BSc in Telecommunications Eng., Istanbul Technical University Thesis Title: Anisotropic Diffusion in Image Processing SELECTED PUBLICATIONS TEACHING EXPERIENCE 2005 – 2010 ˙ Bayram, 1. “Primal-Dual Algorithms for Audio Decomposition Using Mixed Norms”, I. ¨ D. Akyıldız, Journal of Signal, Image and Video Processing, 2013. O. ¨ D. 2. “An Analysis Prior Based Decomposition Method for Audio Signals”, O. ˙ Bayram, EUSIPCO 2012. Akyıldız and I. Teaching Assistant (Voluntarily), Bo˘gazi¸ci University Monte Carlo methods (graduate course) × 2 Instructor: A. Taylan Cemgil, Dept. of Computer Engineering. Bayesian statistics and machine learning (graduate course) × 2 Instructor: A. Taylan Cemgil, Dept. of Computer Engineering. WORK EXPERIENCE Research Engineer, algosis inc. July 2014 – Present • Working on financial time series analysis, portfolio optimization, algorithmic trading. Research Assistant, Bo˘gazi¸ci University September 2012 – Present with Statistical Inference Group (PI-SIGMA). • Working on stochastic optimisation and sequential Monte Carlo. • Worked on online matrix/tensor factorisation based on stochastic optimization. • Worked on multiple object modelling and tracking by using switching state space models and Rao-Blackwellised particle filtering. • Worked on linear quadratic control and learning algorithms in controlled LDS. ˙ Research Assistant, Istanbul Technical University July 2011 – June 2012 Project Title: Audio processing with sparse regularisation funded by The Scientific and Technological Research Council of Turkey. • We developed an inverse problem formulation for multilayer decomposition of audio signals. To solve this problem, we used convex optimization. ˙ Research Assistant, Istanbul Technical University August 2010 – July 2011 ˙ ¨ with ITU Multimedia Signal Processing and Pattern Recognition Group Project Title: Video Content Modeling and Fingerprinting via NMF funded by The Scientific and Technological Research Council of Turkey. • I worked on incremental learning in the Nonnegative Matrix Factorisation and its applications to online clustering of video scenes and digital video fingerprinting. PROFESSIONAL Reviewer for the following journals: Digital Signal Processing, Elsevier; IEEE Signal ACTIVITIES Processing Letters. LANGUAGES Turkish (Native), English (Fluent, TOEFL iBT Score: 98) SELECTED Probability theory; Real analysis I; Monte Carlo methods; Bayesian statistics and COURSEWORK machine learning; Statistical signal analysis; Stochastic models in Finance; Information theory GRADUATE SCHOOLS HONORS SKILLS SOCIAL ACTIVITIES Lectures on Large Deviations and Probability Models Mathematics Village, S¸irince, Turkey. 1-8 September 2013 Lectures on Levy Processes and Stochastic Calculus Ko¸c University, Sarıyer, Turkey. 5-9 December 2011 Applied Mathematics School Mathematics Village, S¸irince, Turkey. 22-29 August 2011 • Protel A.S ¸ . Graduate Fellowship 2010 – 2012 • Istanbul Metropolitan Municipality Undergraduate Fellowship 2005 – 2008 • Yapı Merkezi Undergraduate Fellowship 2005 – 2007 • Premiership Undergraduate Fellowship 2005 – 2010 MATLAB, LaTeX. ˙ U ¨ IEEE Communications Society Student Branch • I served as the Chairperson of IT between 2009-2010. I organized and gave short courses titled “Programming with MATLAB” to undergraduate students of the Communications Engineering De˙ U. ¨ partment at IT • When I was an undergraduate student, I gave high-school level geometry lectures to students who could not afford University Entrance Exam preparatory schools. My friends and I did this in a nonprofit student organization and gave lectures totally free of charge. HOBBIES Playing guitar and drums, reading social psychology, maintaining a research blog: http://www.almoststochastic.com. REFERENCES Assoc. Prof. A. Taylan Cemgil (Supervisor) Dept. of Computer Engineering, Bo˘gazi¸ci University. E-mail: [email protected] Assoc. Prof. Atilla Yılmaz Dept. of Mathematics, Bo˘gazi¸ci University. E-mail: [email protected] Last updated: January 15, 2015