September 17, 2019, 9:00 AM - 9:40 AM
Busch Campus Student Center
604 Bartholomew Rd
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Ping Ma, University of Georgia
Performing statistical analysis of Randomized Numerical Linear Algebra (RandNLA) algorithms is challenging since there are two sources of randomness---one coming from noise in the data, and one coming from coin flips inside the algorithm itself---and since the randomness enters the estimators in a non-linear manner. In this talk, I will present techniques from asymptotic statistics to analyze RandNLA sampling estimators for the least squares.