Mini-Course: Randomized Algorithms in Linear Algebra & Scientific Computing

• Overview: Success Stories for Randomized Methods; Review of Statistics and Probability, including union bounds, non-asymptotic statistics
• Review of Matrix Factorization and related concepts; Stochastic Rounding and Applications
• Randomized Range Finder and Applications
• More Randomization in Matrix Factorization
• Johnson-Lindenstrauss Transforms (JLT) and Structured Variants; Randomized Least Squares
• Randomization Applications in Optimization