##### Department of Mathematics,

University of California San Diego

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### Math 278B - Mathematics of Information, Data, and Signals Seminar

## David P. Woodruff

#### Carnegie Mellon University

## A Very Sketchy Talk

##### Abstract:

We give an overview of dimensionality reduction methods, or sketching, for a number of problems in optimization, first surveying work using these methods for classical problems, which gives near optimal algorithms for regression, low rank approximation, and natural variants. We then survey recent work applying sketching to column subset selection, kernel methods, sublinear algorithms for structured matrices, tensors, trace estimation, and so on. The focus in the talk will be on fast algorithms.

Host: Rayan Saab

### December 17, 2020

### 10:30 AM

### Zoom link: https://msu.zoom.us/j/96421373881 (passcode: the first prime larger than 100)

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