I am an Assistant Professor at Princeton University Operations research (ORFE) Department.
My previous academic story includes:
My research is in mathematics of data science. I develop mathematical methodologies to model and analyze large high-dimensional data
using the approaches from high-dimensional probability, numerical linear algebra, stochastic optimization, compressed sensing, random matrix theory, convex analysis.
Recently, I have been working on stochastic iterative methods for solving linear systems; efficient compression and recovery of tensor data; and interpretable matrix and tensor data factorizations.
See here for the list of my most relevant papers and preprints roughly organized by topic;
and see here for some past talks slides; my Google Scholar has the best updated publications list.
My work is supported by
- NSF DMS-2309685 ("Outliers are not what they seem: data-aware, flexible, and robust randomized iterative methods", Single PI)
- NSF DMS-2108479 ("Fast, Low-Memory Embeddings for Tensor Data with Applications", Collaborative proposal, co-PIs Mark Iwen and Deanna Needell).
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.
I am very happy to work with these great Ph.D. students:
- Nicolo Grometto, Masters thesis "Essays on Random Matrices" (2023)
I am teaching ORF526 (Graduate Probability) in the Fall 2023.
Past teaching at Princeton: ORF387 (Networks, Fall 2022), ORF523 (Convex and Conic Optimization, Spring 2022)
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).
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
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
(Agatha Christie, Peril at End House)