If you made any changes in Pure these will be visible here soon.

Personal profile

Research profile

Rui Pires da Silva Castro is an Assistant Professor in the Department of Mathematics and Computer Science at the Mathematics Department at Eindhoven University of Technology, (TU/e). His research interests are on the borderline of signal processing, learning theory and statistics, including learning theory, non-parametric and high-dimensional statistics, statistical signal and image processing, network inference, and pattern recognition.

Rui is also interested in active learning techniques, also known as sequential experimental design. These include learning/sampling procedures that are able to use information gleaned from previous samples to adapt the sampling procedure. Applications include, among others, network monitoring and measurement and effective spectrum analysis methods for opportunistic transmission in cognitive radio.  Previously, Rui worked on Distilled Sensing (DS), a multi-step, selective (adaptive) sampling procedure for recovering sparse signals from noisy observations. DS results in dramatic quantifiable improvements over the best non-adaptive sensing methods for the estimation and detection of sparse signals in noise.

Academic background

Rui M. Castro received a Licenciatura degree in aerospace engineering in 1998 from the Instituto Superior Técnico, Technical University of Lisbon, Portugal, and a PhD degree in electrical and computer engineering from Rice University, Houston, Texas in 2008. Between 1998 and 2000 he was a researcher with the Communication Theory and Pattern Recognition Group, Institute of Telecommunications, Lisbon, and in 2002 he held a visiting researcher position at the Mathematics Research Center, Bell Laboratories Research. He was a postdoctoral fellow at the University of Wisconsin in 2007-2008, and between 2008 and 2010 he held an Assistant Professor position in the department of electrical engineering at Columbia University.

Rui Castro received a Rice University Graduate Fellowship in 2000 and a Graduate Student Mentor Award from the University of Wisconsin in 2007. He has been also a distinguished speaker in the Canadian Computer and Robot Vision Conference, and a plenary speaker in the Workshop on Information Theoretic Methods in Science and Engineering.

Fingerprint Dive into the research topics where Rui M. Castro is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

Recovery Engineering & Materials Science
Sampling Engineering & Materials Science
Compressed sensing Engineering & Materials Science
Design of experiments Engineering & Materials Science
Distribution-free Mathematics
Cognitive radio Engineering & Materials Science
Anomaly Mathematics
Null Distribution Mathematics

Network Recent external collaboration on country level. Dive into details by clicking on the dots.

Research Output 2002 2020

Cliques in rank-1 random graphs: The role of inhomogeneity

Bogerd, K., Castro, R. M. & van Der Hofstad, R., Feb 2020, In : Bernoulli. 26, 1, p. 253-285 33 p.

Research output: Contribution to journalArticleAcademicpeer-review

4 Downloads (Pure)

Are there needles in a moving haystack? adaptive sensing for detection of dynamically evolving signals

Castro, R. M. & Tánczos, E., 1 May 2019, In : Bernoulli. 25, 2, p. 977-1012 36 p.

Research output: Contribution to journalArticleAcademicpeer-review

Sensing
Paradigm
Zero vector
n-dimensional
Zero
3 Citations (Scopus)

Distribution-free detection of structured anomalies: permutation and rank-based scans

Arias-Castro, E., Castro, R. M., Tánczos, E. & Wang, M., 3 Apr 2018, In : Journal of the American Statistical Association. 113, 522, p. 789-801 13 p.

Research output: Contribution to journalArticleAcademicpeer-review

Distribution-free
Anomaly
Null Distribution
Permutation
Calibration
6 Citations (Scopus)

Adaptive compressed sensing for support recovery of structured sparse sets

Castro, R. M. & Tanczos, E., 1 Mar 2017, In : IEEE Transactions on Information Theory. 63, 3, p. 1535-1554 20 p., 7819556.

Research output: Contribution to journalArticleAcademicpeer-review

Compressed sensing
Recovery
performance
1 Citation (Scopus)
41 Downloads (Pure)

Consistent estimation in general sublinear preferential attachment trees

Gao, F., van der Vaart, A., Castro, R. & van der Hofstad, R., 2017, In : Electronic Journal of Statistics. 11, 2, p. 3979-3999 21 p.

Research output: Contribution to journalArticleAcademicpeer-review

Open Access
File
Consistent Estimation
Preferential Attachment
Empirical Estimator
Estimator
Branching process

Courses

Mathematical statistics

1/09/13 → …

Course

Mathematical statistics

1/09/14 → …

Course

Statistical learning theory

1/09/19 → …

Course

Statistical learning theory

1/09/14 → …

Course

Press / Media

Conference Summary: Financial Intermediation and Vulnerabilities

Rui M. Castro

20/12/19

1 item of Media coverage

Press/Media: Expert Comment

Student theses

A method for evaluating digitally drawn functions with applications in high school education

Author: Chu, V., 2 Oct 2019

Supervisor: Castro, R. M. (Supervisor 1)

Student thesis: Bachelor

File

Derivative-free optimisation of high-dimensional functions

Author: Kisters, T., 28 Oct 2019

Supervisor: Castro, R. M. (Supervisor 1)

Student thesis: Master

File

Modeling and interference of the Internet Movie Database

Author: Gao, F., 31 Oct 2011

Supervisor: van der Hofstad, R. (Supervisor 1) & Pires da Silva Castro, R. (Supervisor 2)

Student thesis: Master

File

Multi-aircraft tracking using particle filters and neural networks

Author: Gootzen, Y., 18 Dec 2017

Supervisor: Pires da Silva Castro, R. (Supervisor 1) & de Haan, J. (External person) (External coach)

Student thesis: Master

File

Setting reserve prices in repeated second-price auctions

Author: Lyu, Y., 31 Aug 2017

Supervisor: Pires da Silva Castro, R. (Supervisor 1) & Meyfroyt, P. (External coach)

Student thesis: Master

File