Statistics Seminar - Richard Peng

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Event Details
  • Date/Time:
    • Tuesday September 29, 2015 - Wednesday September 30, 2015
      11:00 am - 10:59 am
  • Location: Advisory Board Room, GC 402
  • Phone:
  • URL:
  • Email:
  • Fee(s):
    N/A
  • Extras:
Contact
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Summaries

Summary Sentence: Statistics Seminar - Richard Peng

Full Summary: No summary paragraph submitted.

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
No
Groups

School of Industrial and Systems Engineering (ISYE)

Invited Audience
Undergraduate students, Faculty/Staff, Graduate students
Categories
Seminar/Lecture/Colloquium
Keywords
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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