When: April 13, 2016, 12:30 PM
Location: 3rd Floor Orchard View Room , Discovery Building
Contact: 608-316-4401, firstname.lastname@example.org
Universality laws for randomized dimension reduction
Dimension reduction is the process of embedding high-dimensional data into a lower dimensional space to facilitate its analysis. In the Euclidean setting, one fundamental technique for dimension reduction is to apply a random linear map to the data. The question is how large the embedding dimension must be to ensure that randomized dimension reduction succeeds with high probability.
This talk describes a phase transition in the behavior of the dimension reduction map as the embedding dimension increases. The location of this phase transition is universal for a large class of datasets and random dimension reduction maps. Furthermore, the stability properties of randomized dimension reduction are also universal. These results have many applications in numerical analysis, signal processing, and statistics.
Joint work with Samet Oymak.
The weekly SILO Seminar series is made possible through the generous support of the 3M Company and its Advanced Technology Group
SILO is a lecture series with speakers from the UW faculty, graduate students or invited researchers that discuss mathematical related topics. The seminars are organized by WID’s Optimization research group.
SILO’s purpose is to provide a forum that helps connect and recruit mathematically-minded graduate students. SILO is a lunch-and-listen format, where speakers present interesting math topics while the audience eats lunch.