Fast quantum algorithms for least squares regression and statistic leverage scores
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Cites work
- scientific article; zbMATH DE number 1284000 (Why is no real title available?)
- scientific article; zbMATH DE number 2103524 (Why is no real title available?)
- scientific article; zbMATH DE number 3227378 (Why is no real title available?)
- An improved approximation algorithm for the column subset selection problem
- CUR matrix decompositions for improved data analysis
- Efficient quantum algorithms for simulating sparse Hamiltonians
- Exact matrix completion via convex optimization
- Fast approximation of matrix coherence and statistical leverage
- Faster least squares approximation
- Influential observations, high leverage points, and outliers in linear regression
- Quantum algorithms revisited
- Relative-Error $CUR$ Matrix Decompositions
- The Hat Matrix in Regression and ANOVA
- The truncated SVD as a method for regularization
- Tikhonov Regularization and Total Least Squares
- Variable time amplitude amplification and quantum algorithms for linear algebra problems
Cited in
(11)- Quantum algorithm for total least squares data fitting
- Estimating Leverage Scores via Rank Revealing Methods and Randomization
- A survey on HHL algorithm: from theory to application in quantum machine learning
- Quantum generalized least squares method in system identification
- The power of block-encoded matrix powers: improved regression techniques via faster Hamiltonian simulation
- An improved quantum algorithm for support matrix machines
- Quantum regularized least squares solver with parameter estimate
- Sampling-based sublinear low-rank matrix arithmetic framework for dequantizing quantum machine learning
- Quantum kernel logistic regression based Newton method
- Fast quantum algorithms for least squares regression and statistic leverage scores
- Quantum radial basis function method for scattered data interpolation
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