Fast quantum algorithms for least squares regression and statistic leverage scores
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Publication:507434
DOI10.1016/J.TCS.2016.05.044zbMATH Open1356.68078OpenAlexW2412592673MaRDI QIDQ507434FDOQ507434
Authors: Yong-Cai Geng, Sumit K. Garg 
Publication date: 6 February 2017
Published in: Theoretical Computer Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.tcs.2016.05.044
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Cites Work
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- Relative-Error $CUR$ Matrix Decompositions
- Faster least squares approximation
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- Efficient quantum algorithms for simulating sparse Hamiltonians
- Quantum algorithms revisited
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- Influential observations, high leverage points, and outliers in linear regression
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- Tikhonov Regularization and Total Least Squares
- Fast approximation of matrix coherence and statistical leverage
- Variable time amplitude amplification and quantum algorithms for linear algebra problems
- An improved approximation algorithm for the column subset selection problem
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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