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Algebra / Mathematics / Multivariate statistics / Numerical analysis / Numerical linear algebra / Iterative methods / Dimension reduction / Principal component analysis / Singular value decomposition / Stochastic optimization / Nonlinear dimensionality reduction / Sparse dictionary learning
Date: 2016-06-23 15:50:48
Algebra
Mathematics
Multivariate statistics
Numerical analysis
Numerical linear algebra
Iterative methods
Dimension reduction
Principal component analysis
Singular value decomposition
Stochastic optimization
Nonlinear dimensionality reduction
Sparse dictionary learning

I will discuss recent work on randomized algorithms for low-rank approximation and principal component analysis (PCA). The talk will focus on efforts that move beyond the extremely fast, but relatively crude approximatio

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