Fred Roosta

This talk is concerned with Monte-Carlo methods for the estimation of the trace of an implicitly given matrix A, where the matrix information is only available through matrix-vector products. The need to estimate the trace of implicit matrices arises...

Many data analysis applications require the solution of optimization problems involving a sum of large number of functions. We consider the problem of minimizing a sum of n functions over a convex constraint set. Algorithms that carefully sub-sample...

For many modern scientific and machine learning applications, it is often desired to use statistical learning methods that are scalable, highly predictive, highly interpretable, and robust. However, generally speaking, current methods do not...