Talks
Fall 2018
Fast SVD in the Presence of Noise
Thursday, September 27th, 2018, 10:00 am–10:30 am
Speaker:
Matan Gavish (Hebrew University of Jerusalem)
In the presence of measurement noise, the quality of fast randomized low-rank approximations deteriorates with noise level. Under suitable assumptions, this phenomenon can be quantified (as function of the noise level, sketch size and underlying matrix rank) and mitigated.