Course

MATH-403: Randomized matrix computations

Summary

This course is concerned with randomized algorithms that have been developed during the last decade to solve large-scale linear algebra problems from, for example, scientific computing and statistical learning. Emphasis will be placed on both, the development and analysis of such algorithms.

Official source

https://edu.epfl.ch/coursebook/en/randomized-matrix-computations-MATH-403

Moodle Page

http://go.epfl.ch/MATH-403

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Ontological neighbourhood

Statistics

Statistical inference: Mathematical statistics

Data analysis: Regression analysis

Instructor

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