Sampling from large matrices
From MaRDI portal
Publication:3546345
DOI10.1145/1255443.1255449zbMath1326.68333arXivmath/0503442OpenAlexW1998058722MaRDI QIDQ3546345
R. V. Vershinin, M. V. Rudel'son
Publication date: 21 December 2008
Published in: Journal of the ACM (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0503442
Numerical computation of matrix norms, conditioning, scaling (65F35) Probabilistic methods in Banach space theory (46B09) Random matrices (algebraic aspects) (15B52) Approximation algorithms (68W25) Randomized algorithms (68W20) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)
Related Items (50)
Randomized numerical linear algebra: Foundations and algorithms ⋮ Rank-uniform local law for Wigner matrices ⋮ Tighter Fourier Transform Lower Bounds ⋮ Randomized Local Model Order Reduction ⋮ Norms of random submatrices and sparse approximation ⋮ Column subset selection problem is UG-hard ⋮ GMRES-Accelerated ADMM for Quadratic Objectives ⋮ Random matrices: overcrowding estimates for the spectrum ⋮ Far-field compression for fast kernel summation methods in high dimensions ⋮ Exact matrix completion via convex optimization ⋮ Improved Bounds for Small-Sample Estimation ⋮ Shape Simplification Through Graph Sparsification ⋮ Feature selection for linear SVM with provable guarantees ⋮ Constructive subsampling of finite frames with applications in optimal function recovery ⋮ Model Reduction for Nonlinear Systems by Balanced Truncation of State and Gradient Covariance ⋮ Random perturbation of low rank matrices: improving classical bounds ⋮ The Expected Norm of a Sum of Independent Random Matrices: An Elementary Approach ⋮ Randomized algorithms in numerical linear algebra ⋮ Faster least squares approximation ⋮ Norms of structured random matrices ⋮ Basis adaptive sample efficient polynomial chaos (BASE-PC) ⋮ Statistical and computational limits for sparse matrix detection ⋮ Literature survey on low rank approximation of matrices ⋮ Optimal CUR Matrix Decompositions ⋮ Learning functions of few arbitrary linear parameters in high dimensions ⋮ Second order accurate distributed eigenvector computation for extremely large matrices ⋮ Invertibility of random submatrices via tail-decoupling and a matrix Chernoff inequality ⋮ Feature Selection for Ridge Regression with Provable Guarantees ⋮ Matrix concentration inequalities via the method of exchangeable pairs ⋮ On the conditioning of random subdictionaries ⋮ Cross: efficient low-rank tensor completion ⋮ Sublinear Algorithms for MAXCUT and Correlation Clustering ⋮ Toward a unified theory of sparse dimensionality reduction in Euclidean space ⋮ Dimension reduction by random hyperplane tessellations ⋮ The Golden-Thompson inequality: Historical aspects and random matrix applications ⋮ User-friendly tail bounds for sums of random matrices ⋮ Optimal rates of convergence for covariance matrix estimation ⋮ Error bounds for computed least squares estimators ⋮ Randomized interpolative decomposition of separated representations ⋮ Frequent Directions: Simple and Deterministic Matrix Sketching ⋮ A randomized Kaczmarz algorithm with exponential convergence ⋮ Column subset selection via sparse approximation of SVD ⋮ Random projections for the nonnegative least-squares problem ⋮ On Computationally Tractable Selection of Experiments in Measurement-Constrained Regression Models ⋮ Subsampling Algorithms for Semidefinite Programming ⋮ Unnamed Item ⋮ Randomized Approximation of the Gram Matrix: Exact Computation and Probabilistic Bounds ⋮ Matrix estimation by universal singular value thresholding ⋮ Unnamed Item ⋮ Bootstrapping the operator norm in high dimensions: error estimation for covariance matrices and sketching
This page was built for publication: Sampling from large matrices