Liza (Elizaveta) Rebrova

Intro

I am an Assistant Professor at Princeton University Operations research (ORFE) Department.

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 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.

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Students

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

• Abraar Chaudhry (5th year, co-advised with Amir Ali Ahmadi)
• Jackie Lok (3rd year)
• Shambhavi Suryanarayanan (3rd year)
• Sofiia Shvaiko (2nd year)

Former students:

• Nicolo Grometto, Masters thesis "Essays on Random Matrices" (2023)

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Teaching

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).

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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)