About me

I am a Ph. D. looking for a research position in the area of Boston and Cambridge (Massachusetts). I graduated recently from Universidad Politécnica de Madrid (Spain).

My Ph. D. research consisted of both theoretical and applied contributions to the area of nonconvex optimization and signal processing. My interests also expands to algorithmic game theory, Bayesian optimization, reinforcement learning, deep neural networks, and machine learning applications. Further details about my technical background are described below.

Here is my CV.

 

Technical Background

A detailed description of my technical skills, which may expand the research I have accomplished in my publications:

  • Optimization: convex and non-convex, including parallelization techniques, successive convex approximation, trust-region methods, non-smooth optimization (proximal methods) and accelerated methods. Regarding distributed algorithms: consensus, diffusion and NEXT.
  • Game theory: Nash equilibrium problems (NEPs), generalized Nash equilibrium problems (GNEPs), potential games, dynamic game theory, mean field games and differential games.
  • Reinforcement learning: Markov decision processes (MDPs), dynamic programming, policy iteration, value iteration, temporal difference (TD), Monte-Carlo methods, Q-learning. 
  • Programming languages: MATLAB, Python, Julia, Java, C, LaTeX.
 

Journal publications

  • Javier Zazo, Santiago Zazo, "Strong Duality in Quadratic Problems with Non-Overlapping Quadratic Constraints,'' [in preparation][pdf].
  • Juan Parras, Santiago Zazo, Jorge del Val, Javier Zazo, and Sergio Valcarcel Macua, “Pursuit-evasion games: a tractable framework for antijamming games in aerial attacks,”EURASIP Journal on Wireless Communications and Networking, vol. 2017, no. 1, pp. 69, 2017 [ web].
  • Javier Zazo, Santiago Zazo, and Sergio Valcarcel Macua, “Robust worst-case analysis of demand-side management in smart grids,” IEEE Transactions on Smart Grid, vol. 8, no. 2, pp. 662–673, March 2017, [ web][pdf].
  • Javier Zazo, Sergio Valcarcel Macua, Santiago Zazo, Marina Pérez, Iván Pérez-Álvarez, Eugenio Jiménez, Laura Cardona, Joaquín Hernández Brito, and Eduardo Quevedo,“Underwater electromagnetic sensor networks, part II: Localization and network simulations,” Sensors, vol. 16, no. 12, pp. 2176, 2016, [web].
  • Santiago Zazo, Sergio Valcarcel Macua, Matilde Sánchez-Fernández, and Javier Zazo, “Dynamic potential games with constraints: Fundamentals and applications in communications,” IEEE Transactions on Signal Processing, vol. 64, no. 14, pp. 3806–3821, July 2016 [web][pdf].
 

Conference publications

  • Jorge del Val, Santiago Zazo, Sergio Valcarcel Macua, Javier Zazo, and Juan Parras, “Optimal attack and defence of large scale networks using mean field theory,” in 24th European Signal Processing Conference (EUSIPCO), Aug 2016, pp. 973–977, [ web].
  • Juan Parras, Jorge del Val, Santiago Zazo, Javier Zazo, and Sergio Valcarcel Macua, “A new approach for solving anti-jamming games in stochastic scenarios as pursuit-evasion games,” in IEEE Statistical Signal Processing Workshop (SSP), June 2016, pp. 1–5, [ web].
  • Javier Zazo, Santiago Zazo, and Sergio Valcarcel Macua, “Non-monotone quadratic potential games with single quadratic constraints,” in IEEE International Conferenceon Acoustics, Speech and Signal Processing (ICASSP), March 2016, pp. 4373–4377, [ web].
  • Sergio Valcarcel Macua, Santiago Zazo, and Javier Zazo, “Learning in constrained stochastic dynamic potential games,” in IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP), March 2016, pp. 4568–4572, [ web].
  • Sergio Valcarcel Macua, Santiago Zazo, and Javier Zazo, “Distributed black-box optimization of nonconvex functions,” in IEEE International Conference on Acoustics,Speech and Signal Processing (ICASSP), April 2015, pp. 3591–3595, [ web].
  • Javier Zazo, Santiago Zazo, and Sergio Valcarcel Macua, “Distributed cognitive radio systems with temperature-interference constraints and overlay scheme,” in22nd European Signal Processing Conference (EUSIPCO), Sept 2014, pp. 855–859, [ web].
  • Santiago Zazo, Javier Zazo, and Matilde Sánchez-Fernández, “A control theoretic approach to solve a constrained uplink power dynamic game,” in 22nd EuropeanSignal Processing Conference (EUSIPCO), Sept 2014, pp. 401–405, [ web].
  • Santiago Zazo, Sergio Valcarcel Macua, Matilde Sánchez-Fernández, and Javier Zazo, “A new framework for solving dynamic scheduling games,” in IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP), April 2015, pp. 2071–2075, [ web].
  • Sergio Valcarcel Macua, Carlos Moreno Leon, J. S. Romero, S. S. Pereira, Javier Zazo, Alba Pagés-Zamora, R. López-Valcarce, and Santiago Zazo, “How to implement doubly-stochastic matrices for consensus-based distributed algorithms,” in IEEE 8thSensor Array and Multichannel Signal Processing Workshop (SAM), June 2014, pp. 333–336, [ web].
 

Workshop publications

  • Sergio Valcarcel Macua, Javier Zazo, and Santiago Zazo, “Closed-loop stochastic dynamic potential games with parametric policies and constraints,” in Learning, Inference and Control of Multi-Agent Systems workshop in NIPS, 2016, [ web].
 

Thesis

  • "Nonconvex quadratic problems and games with separable constraints." Grade A with cum laude, and international mention [web][pdf].
 

Talks

Ph. D. Defense (July 2017)

External visits:

  • EPFL visit (March 2017) [slides]
  • Sloan-Ketering Memorial Machine Learnig Group visit (January 2015) [slides]

Talks at UPM:

  • Introduction to optimization [slides]
  • Introduction to diffusion distributed optimization [slides]
  • Localization techniques [slides]
 

Teaching at Universidad Politécnica de Madrid

  • 2016–2017: Teaching assistant
    • “Discrete-time signal processing.”
    • “Audio and image systems and equipment.”
  • 2015–2016: Teaching assistant 
    • “Discrete-time signal processing.”
    • “Audio and image systems and equipment."
    • "Multimedia production."