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SUMMARY:An Introduction to Randomized Algorithms for Matrix Computations -
  Ilse Ipsen (NCSU)
DTSTART:20190603T150000Z
DTEND:20190603T160000Z
UID:TALK122833@talks.cam.ac.uk
CONTACT:6743
DESCRIPTION:The emergence of massive data sets\, over the past twenty or s
 o years\, has lead to the development of  Randomized Numerical Linear Alge
 bra. Fast and accurate randomized matrix algorithms are being designed for
  applications in machine learning\, population genomics\, astronomy\, nucl
 ear engineering\, and optimal experimental design.\n\nWe give a flavour of
  randomized algorithms for the solution of least squares/regression proble
 ms. Along the way we illustrate important concepts from numerical analysis
  (conditioning and pre-conditioning)\, probability (concentration inequali
 ties)\, and statistics (sampling and leverage scores).
LOCATION:MR 14
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