Mini-Course @ Northwestern University

Visiting Professor
Evanston, IL

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