Liza (Elizaveta) Rebrova

Intro

I am an Assistant Professor in the ORFE Department at Princeton University, and an associated faculty member of the Program in Applied and Computational Mathematics (PACM) and the Center for Statistics and Machine Learning (CSML).

My previous academic story includes:

• 2018-2021 - Assistant Adjunct Professor (which means, a postdoc :)) at UCLA Department of Mathematics, I worked mostly in Deanna Needell's' research group.
• 2013-2018 - Graduate Student at University of Michigan (Mathematics) under supervision of Roman Vershynin.
• Summers 2017 and 2018 - Lawrence Berkeley National Lab Computation Research Division, Xiaoye Sherry Li group. I was also a Postdoctoral Scholar at LBNL in the first half of 2021.
• In 2012 I got my specialist degree (B.S.+M.S. equivalent) in Mathematics at Moscow State University under supervision of Professor Vladimir Bogachev.

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Research

My research is in the randomized numerical linear algebra and the mathematics of data science, also closely related to high-dimensional probability and stochastic optimization. I work on developing mathematically justified and effective randomized algorithms for large-scale data. I am particularly interested in settings where the data or the problem exhibits non-trivial mathematical structure, such as, a certain spectral decay, multi-modalilty or nonnegativity, or in the presence of structured noise.

See also recent papers by topic.

My work was supported by

• NSF DMS-2309685 ("Outliers are not what they seem: data-aware, flexible, and robust randomized iterative methods", Single PI, 2024-2026)
• NSF DMS-2108479 ("Fast, Low-Memory Embeddings for Tensor Data with Applications", Collaborative proposal, co-PIs Mark Iwen and Deanna Needell, 2022-2024).

If you have any research question, please email me, I will do my best to reply. If you are looking to apply for a PhD program, you should apply directly to the department. Sorry that I do not reply to the emails about applying for our PhD program.

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Students

I am very happy to work with these great Ph.D. students:

• Jackie Lok (4th year)
• Shambhavi Suryanarayanan (4th year)
• Sofiia Shvaiko (3rd year)

Former students:

• Abraar Chaudhry, Ph.D. 2024, now postdoc at Georgia Tech, co-advised with A.A. Ahmadi
• Nicolo Grometto, Masters thesis "Essays on Random Matrices" (2023)

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Teaching

At Princeton, general information:

• ORF526 (Graduate Probability, Fall 2023, 2024)
• ORF387 (Networks, Fall 2022, Spring 2024, Spring 2025)
• ORF523 (Convex and Conic Optimization, Spring 2022, 2023)

For the information specific to the current semester, students please check out our Canvas website.

Earlier teachng:

• At UCLA: Probability (170A, Fall 2018 and Spring 2020), Statistics (170S, Winter and Spring 2019), Stochastic Processes (Math 171, Spring 2020), Optimization (164, Fall 2020).
• At UofMichigan: Calculus (Math 115; primary instructor), Differential Equations (Math 216).
• 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).

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Random likes

My first name is the Russian version of Elizabeth. 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 pronunciation of Liza is "LEE - zuh".

In addition to doing research and explaining math for various audiences, I enjoy coding and playing with data. During my undergraduate time in Moscow, I completed two year CS program in Yandex Data Analysis school, it was such a great time.

My non-mathy interests include things that I find beautiful or challenging, such as, good stories, arts, oceans, mountains and cities, also finding and making perfect coffee.

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