6月30日 Yaohang Li副教授学术报告

发布时间:2017-06-29

题 目：Monte Carlo Methods for Numerical Linear Algebra and Their Applications

报告人：Yaohang Li，Associate Professor , Department of Computer Science, Old Dominion University

时 间： 6月30日（周五） 下午4：30-5：30

地 点：南校区336栋旧数学楼210

主持人：许跃生 教授

摘 要：In the era of “big data,” numerical linear algebra operations related to large matrices are behind many applications, ranging from data mining to large-scale simulations and machine learning. The Monte Carlo methods, which are based on statistical sampling, exhibit many attractive properties, including fast approximated results, memory efficiency, reduced matrix element accesses, and intrinsic parallelism. As a result, there has been a recent increase of interest of using Monte Carlo methods to carry out computations on large matrices.
In this talk, we will present Monte Carlo methods for approximating solutions for problems associated with large matrices, including singular value decompositions, extreme eigenvalues/eigenvectors, matrix-matrix multiplications, and linear systems. These Monte Carlo methods are characterized by fast solution approximation, reduced matrix elements visits, numerical stability, and scalability to modern parallel computing platforms. Applications in computational biology, image segmentation, sport simulation, and HPC fault detection are also discussed.

个人简介：Yaohang Li博士是美国奥多明尼昂大学计算机科学系副教授，主要研究领域为：计算生物学，蒙特卡罗方法，大数据分析，并行/分布式/网格计算。2005年获得北卡罗来纳州A＆T州立大学“年度最佳新秀”青年调查员奖，以及橡树岭联保大学（ORAU）计算机科学与数学系Ralph E. Powe青年教师奖；2009年获得NSF职业荣誉奖。分别于2003年和2000年获佛罗里达州立大学计算机科学博士和硕士学位，1997年获华南理工大学计算机科学与工程学士学位。毕业后，在橡树岭国家实验室工作了一段时间。 于2007年担任国家超级计算机应用中心（NCSA）夏季研究员，2006年和2008年在橡树岭国家实验室任夏季教师研究参与成员。在加入ODU之前，他曾在北卡罗莱纳州A＆T州立大学计算机科学系副教授。
个人主页：http://www.cs.odu.edu/~yaohang/