A note on linear function approximation using random projections

DOI10.1016/j.sysconle.2008.03.003zbMath1153.93037OpenAlexW2169647243MaRDI QIDQ2519761

Vivek S. Borkar, Kishor Barman

Publication date: 27 January 2009

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.sysconle.2008.03.003

zbMATH Keywords

fixed pointslocal minimarandom projectionslinear function approximationlow rank approximations

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) General theory of distance geometry (51K05)

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Cites Work

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• On stochastic approximation of the eigenvectors and eigenvalues of the expectation of a random matrix
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• An elementary proof of a theorem of Johnson and Lindenstrauss
• Fast Monte Carlo Algorithms for Matrices II: Computing a Low-Rank Approximation to a Matrix
• Stable signal recovery from incomplete and inaccurate measurements

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