Ethan Epperly
@ethanepperly
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PhD candidate in applied math @Caltech and @doecsgf fellow interested in computational linear algebra he/him
Pasadena, CA
Joined July 2020
New paper out with Joel Tropp and Robert Webber! In it, we develop a new accelerated version of the randomly pivoted Cholesky algorithm for approximating a psd matrix using a combination of rejection sampling and block computations. Up to 40x faster!
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New blog post up about the amazingly useful Gaussian integration by parts formula! As an application, we use it to analyze power iteration from a random start
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Very excited to share that I’ve been awarded a SIAM student paper prize! I look forward to seeing any of you who will be at #SIAMAN25 in Montréal. Thanks to the committee at @TheSIAMNews for this honor
siam.org
Congratulations to the SIAM prize recipients who will be recognized at AN25, ACDA25, CT25, and GD25!
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Also, if you never want to miss a blog post, you can sign up to receive email notifications here!
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New blog post up about the randomized Kaczmarz algorithm. The classic RK algorithms samples rows according to their squared norms, but what happens if you sample them uniformly? The answer surprised me: Uniform sampling is often just as good or even better
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New blog post out about the new Polar Express algorithm of Amsel, Persson, Musco, and Gower for computing the matrix sign function with applications to the Muon optimizer
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New blog post out in my series on Markov chains! In this post, I discuss Poincaré inequalities and their connection to mixing of Markov chains
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New blog post with four proofs of the Schur product theorem. Do you know a fifth?
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New blog post up! In it, I look at the question: how accurate is sketch-and-solve method for least squares? A standard bound suggests the residual is within a 1 + O(η) factor of optimal for an embedding of distortion η. But this isn't the correct answer!
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RT @mathPRb: Morgane Austern, Lester Mackey: Bounding Hellinger Distance with Stein's Method
arxiv.org
This work introduces a new, explicit bound on the Hellinger distance between a continuous random variable and a Gaussian with matching mean and variance. As example applications, we derive a...
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Successful CSGF applications:
github.com
Example applications for the Department of Energy Computational Science Graduate Fellowship - felker/doe_csgf_applications
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The @doecsgf fellowship is the best in the business for PhD students interested in scientific computing. Definitely apply or encourage your students to apply! The application has a few differences from other fellowships; see examples of successful applications below👇.
Key dates to note as the #DOECSGF application period winds down:.- 1/14/2025: final submissions due.- 1/23/2025: reference letters due.- 1/31/2025: official transcripts due.Review our webinar recording for additional insight: @ENERGY @doescience @NNSANews.
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RT @_kreda_: New preprint with Alice Cortinovis with some of the best (probabilistic) bounds for DEIM et al.
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RT @DynamicsSIAM: Short Stories: "Rational Approximation" (by Lloyd N. Trefethen, in Notices of the @amermathsoc):
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RT @drjingjing2026: 1/3 Today, an anecdote shared by an invited speaker at #NeurIPS2024 left many Chinese scholars, myself included, feelin….
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What is your favorite proof of the Cauchy–Schwartz inequality? I wrote about my favorite proof, which uses matrix theory, in a new blog post. Check it out! Also included: a matrix theoretic proof of Jensen’s inequality for 1/x
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RT @jxbz: Flying to Vancouver for neurips today. I'm excited to talk about:.- duality theory for deep learning.- deep learning's missing ty….
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Did you know that randomized Nyström approximation of A is equivalent to running the randomized SVD on A⁰ᐧ⁵? This and other surprising facts on this week's blog post on the "Gram correspondence"
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