On Santa Monica pier


News:

  • My work "Constructive regularization of the random matrix norm" is on arxiv now!
  • Notes and slides from the talks on "Constructive regularization" are available
  • I will teach Math 170A (Probability) at UCLA in the Fall-2018; more info coming soon under the Teaching tab
  • I will attend IPAM "Big Data Meets Large-Scale Computing" workshop on September 25 - 28


Keywords:

  • high-dimensional probability
  • random matrix theory
  • geometric analysis
  • high-dimensional data analysis
  • machine learning



I started Assistant Adjunct Professor (which means postdoc :)) appointment at UCLA Department of Mathematics in July'18.

Some pages from my academic story include:

Full story:

CV (Nov, 2017)


Research

My PhD research is in Non-Asymptotic Random Matrix Theory. I study the structure of the matrices with random elements and the goal is to get some explicit estimates that hold with high probability for all matrices of large enough size.

Recently I have become also interested in questions related to finding the structure in large, potentially high-dimensional data. In addition to the methods of high-dimensional probability and geometry, high performance computing and machine learning become handy.

In preparation:

1. Fast hierarchical comression for kernel matrices.

Some recent articles:

1. Constructive local regularization of the operator norm of random matrices Submitted, preprint arXiv:1508.06690
2. (Conference paper) A Study of Clustering Techniques and Hierarchical Matrix Formats for Kernel Ridge Regression (with G. Chavez, Y. Liu, P. Ghysels and X.S.Li) ParLearning, 2018 arXiv:1803.10274
3. Norms of random matrices: local and global problems. (with R.Vershynin) Advances in Mathematics, Vol. 324, 2018: pp 40–83. arXiv:1608.06953
4. Coverings of random ellipsoids, and invertibility of matrices with i.i.d. heavy-tailed entries (with K.Tikhomirov) Israel J. Math., Vol. 227(2), 2018: pp 507-544. arXiv:1508.06690


Teaching

At UofMichigan: Math 115 (Calculus 1; primary instructor); Math 216 (Differential Equations; Matlab labs and problem solving recitations) and Math 623 (Computational Finance; TA).

Back in Moscow, I worked as a calculus instructor for high school students at 57-th math school (2008-2012) and as an algebra teacher at Kolmogorov math and physics high school (2012-2013).


Random likes

I like all versions of my name: please call me Liza, Lisa, Eliza, or Elizabeth, whatever you like the best. In case you were curious, Elizaveta is pronounced as "Ye (like in yellow) - lee - zah - VYE - tah". Standard pronounsation of Liza is "LEE - zah".

In addition to doing research and explaining math, I enjoy coding and playing with data. Back in Moscow, I completed two year CS program in Yandex Data Analysis school, and it was such a great time. Nowadays I infrequently participate in online contests alone or with friends.

My other interests include all that I find beautiful or challenging. For example, music, art, cats, cities, mountains, puzzles... Finally, I love talking to people, sharing experiences and drinking coffee - dark roast preferrable.

“Poirot,” I said. “I have been thinking.”
“An admirable exercise my friend. Continue it.”
(Agatha Christie, Peril at End House)