Statistical properties of sketching algorithms

DOI10.1093/BIOMET/ASAA062OpenAlexW3046870591MaRDI QIDQ5022100

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Publication date: 18 January 2022

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1706.03665

zbMATH Keywords

sketchingcomputational efficiencyrandom projectionrandomized numerical linear algebra

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (6)

High-dimensional clustering via random projections ⋮ Matrix sketching for supervised classification with imbalanced classes ⋮ Generalized linear models for massive data via doubly-sketching ⋮ On randomized sketching algorithms and the Tracy-Widom law ⋮ Reduced rank regression with matrix projections for high-dimensional multivariate linear regression model ⋮ A quasi-Monte Carlo data compression algorithm for machine learning

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