PIMS - UMANITOBA DISTINGUISHED LECTUREILSE C.F. IPSEN

AN INTRODUCTION TO RANDOMIZED ALGORITHMS FOR MATRIX COMPUTATIONS

Ilse C.F. Ipsen Professor of Mathematics North Carolina State University, USA

Ilse Ipsen received a Vordiplom in Computer Science from the University of Kaiserslautern in Germany, and a Ph.D. in Computer Science from the Pennsylvania State University. Her research interests are in numerical linear algebra, with emphasis on randomized algorithms, probabilistic numerics, and applications to data science, statistics, and particle physics. She is a Fellow ofthe American Association for the Advancement of Science (AAAS), and of the Society for Industrial and Applied Mathematics (SIAM).

AbstractThe emergence of massive data sets, over the past twenty or so years, has led to the development of Randomized Numerical Linear Algebra. Fast and accurate randomized matrix algorithms are being designed for applications like 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).

WEBSITE: HTTP://WWW.PIMS.MATH.CA//SCIENTIFIC-EVENT/190314-PUDLICI

www.pims.math.ca @pimsmath facebook.com/pimsmath

Thursday, March 14, 20184:00pm

Robert B. Schultz Lecture Theatre University of Manitoba