« search calendars« DIMACS Workshop on Randomized Numerical Linear Algebra, Statistics, and Optimization
« Asymptotic Analysis of Sampling Estimators for Randomized Numerical Linear Algebra Algorithms
Asymptotic Analysis of Sampling Estimators for Randomized Numerical Linear Algebra Algorithms
September 17, 2019, 9:00 AM - 9:40 AM
Location:
Center Hall
Rutgers University
Busch Campus Student Center
604 Bartholomew Rd
Piscataway NJ
Click here for map.
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.