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Online Streaming and Sketching

Purpose:

Methodology and fast algorithms for computing leverage scores, with application to astronomy and genomics.

Preliminary list of topics:

* Leverage scores: Computation, fast approximation, sensitivity, numerical stability of algorithms, behavior under sketching
* Randomized low-rank approximations: Subset selection, CUR, Nyström, PCA, robust PCA, subsampled regression, regression on manifolds, construction of robust linear models, windowed and online streaming approaches
* Randomized sketching and importance sampling strategies: Methodology and numerical computation
* Local vs global: Eigenvector and invariant subspace localization, eigen-analysis of data connectivity matrices, numerical stability of streaming and updating methods, relation to generalized eigenvalue problems
* Data fusion/integration: Robust and fast/streaming methods with application to galaxy formation and evolution

John Holodnak's picture

LSRN paper for internal meeting

John Holodnak's picture

Meeting - 20 March

Topic: Online Streaming and Sketching
Date: Thursday, March 20, 2014
Time: 1:00 pm, Eastern Daylight Time (New York, GMT-04:00)
Meeting Number: 683 194 250
Meeting Password: Data23
Phone Number: 919-685-9399 (9338#)

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Meeting Date: 
March 20, 2014 - 1:00pm - 3:00pm
David Lawlor's picture

Slides for today's meeting

John Holodnak's picture

Meeting - 13 March

Topic: Online Streaming and Sketching
Date: Thursday, March 13, 2014
Time: 1:00 pm, Eastern Daylight Time (New York, GMT-04:00)
Meeting Number: 684 562 935
Meeting Password: Data23
Phone Number: 919-685-9399 (9338#)

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Meeting Date: 
March 13, 2014 - 1:00pm - 3:00pm
AlexGittens's picture

Random Feature Maps, an alternative to Nystrom approximations

John Holodnak's picture

Meeting - 27 February

Topic: Online Streaming and Sketching
Date: Thursday, February 27, 2014
Time: 1:00 pm, Eastern Standard Time (New York, GMT-05:00)
Meeting Number: 685 578 281
Meeting Password: Data23
Phone Number: 919-685-9399 (9338#)

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Meeting Date: 
February 27, 2014 - 1:00pm - 3:00pm
John Holodnak's picture

Meeting - 20 February

Topic: Online Streaming and Sketching
Date: Thursday, February 20, 2014
Time: 1:00 pm, Eastern Standard Time (New York, GMT-05:00)
Meeting Number: 684 710 139
Meeting Password: Data23
Phone Number: 919-685-9399 (9338#)

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Meeting Date: 
February 20, 2014 - 1:00pm - 3:00pm
John Holodnak's picture

Meeting - 13 February

Topic: Online Streaming and Sketching
Date: Thursday, February 13, 2014
Time: 1:00 pm, Eastern Standard Time (New York, GMT-05:00)
Meeting Number: 681 362 998
Meeting Password: Data23

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1. Go to https://samsi.webex.com/samsi/j.php?MTID=mc02618f0d0bc670235b9299a16b016f4
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3. If a password is required, enter the meeting password: Data23
4. Click "Join".

Meeting Date: 
February 13, 2014 - 1:00pm - 3:00pm
John Holodnak's picture

Meeting - 6 February

Topic: Online Streaming and Sketching
Date: Thursday, February 6, 2014
Time: 1:00 pm, Eastern Standard Time (New York, GMT-05:00)
Meeting Number: 689 050 288
Meeting Password: Data23
Phone Number: 919-685-9399 (9338#)

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Meeting Date: 
February 6, 2014 - 1:00pm - 3:00pm
John Holodnak's picture

John's Slides