Liza Rebrova

Liza (Elizaveta) Rebrova

Assistant Professor, ORFE, Princeton University

Randomized numerical linear algebra · high-dimensional probability · stochastic optimization · robust iterative methods · tensor methods

Last updated: June 2026

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:

Earlier, I studied mathematics at Moscow State University (2007-2012, specialist degree, B.S.+M.S. equivalent), advised by Vladimir Bogachev, and at Moscow math school 57.


Research

My research is in randomized numerical linear algebra and the mathematics of data science, with close connections to high-dimensional probability and stochastic optimization. I am interested in mathematically justified and effective randomized algorithms for large-scale data problems, especially in settings where the data or the problem has non-trivial mathematical structure, such as spectral decay, multimodality, nonnegativity, tensor structure, or structured noise.

This work has been 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).

Advising

Current Ph.D. students: Former Ph.D. students:
  • Jackie Lok, Ph.D. 2026; joining NUS as a postdoc
  • Abraar Chaudhry, Ph.D. 2024, co-advised with A.A. Ahmadi; now postdoc at Georgia Tech
Master's thesis:
  • Nicolo Grometto, "Essays on Random Matrices" (2023)

Teaching

At Princeton, I have taught:

  • ORF526 (Graduate Probability, Fall 2023, 2024, 2025)
  • ORF387 (Networks, Fall 2022; Spring 2024, 2025, 2026)
  • ORF523 (Convex and Conic Optimization, Spring 2022, 2023)

Earlier teaching:

  • At UCLA: Probability, Statistics, Stochastic Processes, and Optimization.
  • At the University of Michigan: Calculus and Differential Equations.
  • In Moscow: calculus at math school 57 and algebra at Kolmogorov math and physics high school.

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 approximately as "Ye (like in yellow) - lee - zah - VYE - tah". Standard pronunciation of Liza is "LEE - zuh".

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. I also immensely enjoy long conversations with my six-year-old son, currently very much into Jedi, whose curious and surprisingly sharp logic is very fun to follow.

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