APPLIED MATH SEMINAR

Speaker: Dr. Arthur Szlam, Courant Institute, NYU

Title: Power iterations and alternating least squares for SVD

When/where: Tuesday, November 2nd, 4:15 PM, AKW 200

Abstract:
I will discuss the problem of finding a low rank approximation to a matrix via power iterations with three possible flavors of corruption: small(ish) magnitude, missing entries, and sparse (but possibly large magnitude).