[BANANA] LinAlg/Optimization Seminar Oct 31 (David Gleich)

[Michael A. Saunders]

     Linear Algebra and Optimization Seminar
     Stanford University
     http://icme.stanford.edu/seminars/seminar.php?seminar_id=2&current=true

     4:15pm Wed October 31, 2007
     Rm 326 Wallenberg Hall (Bldg 160)

     What to expect with randomized PageRank
     and how polynomial chaos simplifies it

     David Gleich
     iCME, Stanford University

The PageRank model contains a slight mistake when it is
interpreted as a global ranking vector for all users of the
web. Paul Constantine and I address this mistake by modeling
each PageRank value as a random variable and compute both the
expectation and standard deviation of the PageRanks over values
of the teleportation parameter in the PageRank model. To be
computationally efficient, we employ the polynomial chaos
expansion of a random variable to perform this uncertainty
quantification. We'll show what changes in our new model and
why we believe it is useful.


Next week:
   David Ciaurri, Stanford University
   Optimizations in the oil industry