On the Nyström method for approximating a gram matrix for improved kernel-based learning
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- New efficient algorithms for multiple change-point detection with reproducing kernels
- The Nyström minimum kernel risk-sensitive loss algorithm with \(k\)-means sampling
- The kernel Kalman rule. Efficient nonparametric inference by recursive least-squares and subspace projections
- Randomized signal processing with continuous frames
- Triply stochastic gradient method for large-scale nonlinear similar unlabeled classification
- Learning in high-dimensional feature spaces using ANOVA-based fast matrix-vector multiplication
- Approximate kernel PCA: computational versus statistical trade-off
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- Near-optimal coresets of kernel density estimates
- A memory-free spatial additive mixed modeling for big spatial data
- Near-optimal discrete optimization for experimental design: a regret minimization approach
- Kernel embedding based variational approach for low-dimensional approximation of dynamical systems
- Robust low-rank multiple kernel learning with compound regularization
- An introduction to the Hilbert-Schmidt SVD using iterated Brownian bridge kernels
- Approximation of kernel matrices by circulant matrices and its application in kernel selection methods
- Perspectives on CUR decompositions
- Variable prioritization in nonlinear black box methods: a genetic association case study
- Extreme entropy machines: robust information theoretic classification
- Unconfused ultraconservative multiclass algorithms
- Far-field compression for fast kernel summation methods in high dimensions
- Nyström-based approximate kernel subspace learning
- Optimized fixed-size kernel models for large data sets
- Column subset selection problem is UG-hard
- Randomized generalized singular value decomposition
- Privacy preserving feature selection and multiclass classification for horizontally distributed data
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- Scalable Gaussian Process Computations Using Hierarchical Matrices
- An approximate linear solver in least square support vector machine using randomized singular value decomposition
- Learning low-rank kernel matrices with column-based methods
- Density-Weighted Nyström Method for Computing Large Kernel Eigensystems
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- Fast density-weighted low-rank approximation spectral clustering
- Optimal Quadrature-Sparsification for Integral Operator Approximation
- Literature survey on low rank approximation of matrices
- Scalable kernel \(k\)-means clustering with Nyström approximation: relative-error bounds
- Robust frequent directions with application in online learning
- Hierarchically compositional kernels for scalable nonparametric learning
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- On the numerical rank of radial basis function kernels in high dimensions
- Fast entropic regularized optimal transport using semidiscrete cost approximation
- Stochastic subgradient estimation training for support vector machines
- Conjugate gradients for kernel machines
- scientific article; zbMATH DE number 7255125 (Why is no real title available?)
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- Fast and Accurate Gaussian Kernel Ridge Regression Using Matrix Decompositions for Preconditioning
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- Reduced-Dimensional Monte Carlo Maximum Likelihood for Latent Gaussian Random Field Models
- Fast Deterministic Approximation of Symmetric Indefinite Kernel Matrices with High Dimensional Datasets
- Near-optimal coresets of kernel density estimates
- Self-assignment flows for unsupervised data labeling on graphs
- Analytical low-rank compression via proxy point selection
- Minimal learning machine: theoretical results and clustering-based reference point selection
- Block basis factorization for scalable kernel evaluation
- Model-free nonconvex matrix completion: local minima analysis and applications in memory-efficient kernel PCA
- The kernel semi-least squares method for sparse distance approximation
- Modified Cheeger and ratio cut methods using the Ginzburg–Landau functional for classification of high-dimensional data
- Multiple spectral kernel learning and a Gaussian complexity computation
- Efficient Tracking of the Dominant Eigenspace of a Normalized Kernel Matrix
- Learning Theory
- Perturbations of CUR Decompositions
- Kernel Approximation on Algebraic Varieties
- Randomized numerical linear algebra: Foundations and algorithms
- A literature survey of matrix methods for data science
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- Randomized Low-Rank Approximation for Symmetric Indefinite Matrices
- Linear-Cost Covariance Functions for Gaussian Random Fields
- Optimal Reaction Coordinates: Variational Characterization and Sparse Computation
- Training very large scale nonlinear SVMs using alternating direction method of multipliers coupled with the hierarchically semi-separable kernel approximations
- HODLRdD: a new black-box fast algorithm for N-body problems in d-dimensions with guaranteed error bounds. Applications to integral equations and support vector machines
- Efficient kernel canonical correlation analysis using Nyström approximation
- Using an iterative linear solver in an interior-point method for generating support vector machines
- Sparse Gaussian processes for solving nonlinear PDEs
- Making the Nystr\"om method highly accurate for low-rank approximations
- Kernel embedding of measures and low-rank approximation of integral operators
- Discovering causal structure with reproducing-kernel Hilbert space -machines
- Preconditioner design via Bregman divergences
- M-estimation for varying coefficient models with a functional response in a reproducing kernel Hilbert space
- An adaptive factorized Nyström preconditioner for regularized kernel matrices
- Single-pass Nyström approximation in mixed precision
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