Liza Rebrova

Liza (Elizaveta) Rebrova

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

Last updated: June 2026

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.

My paper "On trimming tensor-structured measurements and efficient low-rank tensor recovery" was accepted to Linear Algebra and its Applications this summer.

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).

I also serve as an Associate Editor for Information and Inference: A Journal of the IMA.


Advising

Current Ph.D. students: Former Ph.D. students:
  • Jackie Lok, Ph.D. 2026; now Peng Tsu Ann Assistant Professor at Department of Mathematics, NUS
  • 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 - zuh - VYE - tuh". 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 fascinated by the Jedi, whose curious and very sharp logic is so fun to follow.

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