Statistics Seminar - Richard Peng

Event Details
  • Date/Time:
    • Tuesday September 29, 2015
      11:00 am
  • Location: Advisory Board Room, GC 402
  • Phone:
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  • Fee(s):
    N/A
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Summaries

Summary Sentence: Statistics Seminar - Richard Peng

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TITLE:  L_p Row Sampling by Lewis Weights

ABSTRACT:

We give an algorithm that efficiently samples the rows of a matrix while preserving the L_1-norm of its product with vectors. Given an n-by-d matrix A, we find with high probability and in input sparsity time A' consisting of about dlogd rescaled rows of A such that |Ax|_1
is close to |A’x|_1 for all vectors x. We also show similar results giving nearly optimal sample bounds for all L_p-norms.

Our results are based on sampling by ``Lewis weights'', which can be viewed as generalizations of statistical leverage scores to non-linear settings. We also give an elementary proof of an L_1 matrix concentration bound that governs the convergence of this sampling
process.
Joint work with Michael Cohen

Additional Information

In Campus Calendar
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Groups

H. Milton Stewart School of Industrial and Systems Engineering (ISYE)

Invited Audience
Undergraduate students, Faculty/Staff, Graduate students
Categories
Seminar/Lecture/Colloquium
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Status
  • Created By: Anita Race
  • Workflow Status: Published
  • Created On: Sep 23, 2015 - 10:18am
  • Last Updated: Apr 13, 2017 - 5:18pm