[Ml-stat-talks] Fwd: [talks] Topic Change: Colloquium Speaker: Joel Tropp, Tuesday, March 29- 12:30pm

Barbara Engelhardt bee at princeton.edu
Mon Mar 28 10:11:28 EDT 2016

Talk of interest tomorrow.

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Colloquium Speaker
Joel Tropp, California Institute of Technology
Tuesday, March 29, 12:30pm
Computer Science 105

Finding structure with randomness

Computer scientists have long known that randomness can be used to improve
the performance of algorithms. A familiar application is the process of
dimension reduction, in which a random map transports data from a
high-dimensional space to a lower-dimensional space while approximately
preserving some geometric properties. By operating with the compact
representation of the data, it is possible to produce approximate solutions
to certain large problems very efficiently.

It has been observed that dimension reduction has powerful applications in
numerical linear algebra and numerical analysis. This talk will discuss
randomized techniques for constructing standard matrix factorizations, such
as the truncated singular value decomposition. In practice, the algorithms
are so effective that they compete with—or even outperform—classical
algorithms. These methods are already making a significant impact in
large-scale scientific computing and learning systems.

Joint work with P.-G. Martinsson and N. Halko.
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