CUR matrix decompositions for improved data analysis

DOI10.1073/PNAS.0803205106zbMATH Open1202.68480OpenAlexW2141696759WikidataQ33399394 ScholiaQ33399394MaRDI QIDQ134075FDOQ134075

Authors: Michael W. Mahoney, Petros Drineas, Michael W. Mahoney, Petros Drineas 

Publication date: 20 January 2009

Published in: Proceedings of the National Academy of Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1073/pnas.0803205106

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zbMATH Keywords

singular value decompositioninterpretationprincipal components analysisrandomized algorithmsstatistical leverage

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Randomized algorithms (68W20) Approximation algorithms (68W25)

Cites Work

• A theory of pseudoskeleton approximations
• Four algorithms for the the efficient computation of truncated pivoted QR approximations to a sparse matrix
• Relative-Error $CUR$ Matrix Decompositions
• Fast monte-carlo algorithms for finding low-rank approximations
• Fast Monte Carlo Algorithms for Matrices III: Computing a Compressed Approximate Matrix Decomposition

Cited In (only showing first 100 items - show all)

• A parametric and non-intrusive reduced order model of car crash simulation
• Deep composition of tensor-trains using squared inverse Rosenblatt transports
• Optimal Column-Based Low-Rank Matrix Reconstruction
• Perturbations of the \textsc{Tcur} decomposition for tensor valued data in the Tucker format
• ORCA: outlier detection and robust clustering for attributed graphs
• Randomized approaches to accelerate MCMC algorithms for Bayesian inverse problems
• Optimal subsampling for softmax regression
• Generalizing the column-row matrix decomposition to multi-way arrays
• Randomized Local Model Order Reduction
• Fast construction of hierarchical matrix representation from matrix-vector multiplication
• ASKIT: an efficient, parallel library for high-dimensional kernel summations
• Hybrid CUR-type decomposition of tensors in the Tucker format
• Randomized numerical linear algebra: Foundations and algorithms
• Computing Localized Representations of the Kohn--Sham Subspace Via Randomization and Refinement
• HOID: higher order interpolatory decomposition for tensors based on Tucker representation
• Feature selection with SVD entropy: some modification and extension
• Allocation Strategies for High Fidelity Models in the Multifidelity Regime
• Analytical Low-Rank Compression via Proxy Point Selection
• A DEIM induced CUR factorization
• Asymptotic error bounds for kernel-based Nyström low-rank approximation matrices
• Pass-efficient methods for compression of high-dimensional turbulent flow data
• Linear-time CUR approximation of BEM matrices
• Feature selection for linear SVM with provable guarantees
• A continuous analogue of the tensor-train decomposition
• Practical error bounds for a non-intrusive bi-fidelity approach to parametric/stochastic model reduction
• Perspectives on CUR decompositions
• Spectral estimation from simulations via sketching
• Generalized stochastic Frank-Wolfe algorithm with stochastic ``substitute gradient for structured convex optimization
• Fast randomized matrix and tensor interpolative decomposition using countsketch
• Efficient algorithms for CUR and interpolative matrix decompositions
• Robust CUR Decomposition: Theory and Imaging Applications
• Title not available (Why is that?)
• 6 The Loewner framework for system identification and reduction
• Fast Quantum Algorithms for Least Squares Regression and Statistic Leverage Scores
• Structure-preserving reduced-order modeling of Korteweg-de Vries equation
• The fast Cauchy transform and faster robust linear regression
• Forecasting using random subspace methods
• Optimal CUR Matrix Decompositions
• Pseudo-skeleton approximations with better accuracy estimates
• A low-rank control variate for multilevel Monte Carlo simulation of high-dimensional uncertain systems
• ASKIT: Approximate Skeletonization Kernel-Independent Treecode in High Dimensions
• Geometric component analysis and its applications to data analysis
• Fast Low-Rank Kernel Matrix Factorization Using Skeletonized Interpolation
• Regularized greedy column subset selection
• Butterfly Factorization
• Inexact proximal stochastic gradient method for convex composite optimization
• An Improved Analysis and Unified Perspective on Deterministic and Randomized Low-Rank Matrix Approximation
• FaIMS: a fast algorithm for the inverse medium problem with multiple frequencies and multiple sources for the scalar Helmholtz equation
• Tensor sparsification via a bound on the spectral norm of random tensors: Algorithm 1.
• Hierarchical Decompositions for the Computation of High-Dimensional Multivariate Normal Probabilities
• An extended DEIM algorithm for subset selection and class identification
• Online Interpolation Point Refinement for Reduced-Order Models using a Genetic Algorithm
• Practical acceleration for computing the HITS expertrank vectors
• Randomized Spectral Clustering in Large-Scale Stochastic Block Models
• A reduced model using random forest: application on car crash optimization
• A fast block low-rank dense solver with applications to finite-element matrices
• Literature survey on low rank approximation of matrices
• High-dimensional model recovery from random sketched data by exploring intrinsic sparsity
• Interpolation-Based Model Order Reduction for Polynomial Systems
• Exemplar-based large-scale low-rank matrix decomposition for collaborative prediction
• A Distributed-Memory Package for Dense Hierarchically Semi-Separable Matrix Computations Using Randomization
• A Generalized CUR Decomposition for Matrix Pairs
• System Identification via CUR-Factored Hankel Approximation
• dCUR
• A convex semi-nonnegative matrix factorisation approach to fuzzy \(c\)-means clustering
• Fast quantum algorithms for least squares regression and statistic leverage scores
• Interpolative Decomposition Butterfly Factorization
• Tensor-CUR Decompositions for Tensor-Based Data
• Optimal Subsampling for Large Sample Logistic Regression
• Title not available (Why is that?)
• Title not available (Why is that?)
• Randomized low-rank approximation methods for projection-based model order reduction of large nonlinear dynamical problems
• Coseparable Nonnegative Matrix Factorization
• Far-field compression for fast kernel summation methods in high dimensions
• Title not available (Why is that?)
• Lower bounds on the rank and symmetric rank of real tensors
• Fast Deterministic Approximation of Symmetric Indefinite Kernel Matrices with High Dimensional Datasets
• Tensor CUR Decomposition under T-Product and Its Perturbation
• Perturbations of CUR Decompositions
• Recovering PCA from Hybrid-$(\ell_1,\ell_2)$ Sparse Sampling of Data Elements
• Scalable conditional deep inverse Rosenblatt transports using tensor trains and gradient-based dimension reduction
• Which constraints of a numerical problem cause ill-conditioning?
• Distributed optimal subsampling for quantile regression with massive data
• Relaxed leverage sampling for low-rank matrix completion
• Block discrete empirical interpolation methods
• Randomized Low-Rank Approximation for Symmetric Indefinite Matrices
• One-pass additive-error subset selection for \(\ell_p\) subspace approximation and \((k, p)\)-clustering
• A Hybrid DEIM and Leverage Scores Based Method for CUR Index Selection
• Pass-efficient randomized LU algorithms for computing low-rank matrix approximation
• Randomized greedy magic point selection schemes for nonlinear model reduction
• Simpler is better: a comparative study of randomized pivoting algorithms for CUR and interpolative decompositions
• Fast and Accurate Gaussian Kernel Ridge Regression Using Matrix Decompositions for Preconditioning
• CUR LRA at Sublinear Cost Based on Volume Maximization
• Randomized GCUR decompositions
• Link Prediction for Egocentrically Sampled Networks
• Parameter estimation of linear mixed effects model based on online update
• Korean topic modeling using matrix decomposition
• A literature survey of matrix methods for data science
• Coseparable nonnegative tensor factorization with t-CUR decomposition
• A stochastic perturbation analysis of the QR decomposition and its applications

Uses Software

• Algorithm 844

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