An Introduction to Randomized Algorithms for Matrix Computations
- 👤 Speaker: Ilse Ipsen (NCSU)
- 📅 Date & Time: Monday 03 June 2019, 16:00 - 17:00
- 📍 Venue: MR 14
Abstract
The emergence of massive data sets, over the past twenty or so years, has lead to the development of Randomized Numerical Linear Algebra. Fast and accurate randomized matrix algorithms are being designed for applications in machine learning, population genomics, astronomy, nuclear engineering, and optimal experimental design.
We give a flavour of randomized algorithms for the solution of least squares/regression problems. Along the way we illustrate important concepts from numerical analysis (conditioning and pre-conditioning), probability (concentration inequalities), and statistics (sampling and leverage scores).
Series This talk is part of the Applied and Computational Analysis series.
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Monday 03 June 2019, 16:00-17:00