2017 Math-Stat Colloquium: Ravi Kannan
2017 Mathematics-Statistics Colloquium
DATE: Friday, April 7th 2017, 4:10pm
LOCATION: MSB 1147, Colloquium Room. Refreshments at 3:30pm in MSB 1147
SPEAKER: Ravi Kannan, Principal Researcher, Microsoft Research India
TITLE: “Random algorithms in linear algebra”
ABSTRACT: Small random samples of rows and columns of any matrix are sufficient to compute an approximation to the whole matrix as well as solve several other Linear Algebra problems like low-rank approximation, provided, the sampling is done with probabilities proportional to squared lengths. Since the early theorems on length-squared sampling from the 90's, there has been a substantial body of work using sampling (random projections and probabilities based on leverage scores are two examples) to reduce matrix sizes for many computations. The talk will describe theorems, applications and challenges in the area.