Fast Monte Carlo Algorithms for Matrices III: Computing a Compressed Approximate Matrix Decomposition
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Publication:5470751
DOI10.1137/S0097539704442702zbMATH Open1111.68149MaRDI QIDQ5470751FDOQ5470751
Authors: Michael W. Mahoney, Petros Drineas, R. Kannan 
Publication date: 1 June 2006
Published in: SIAM Journal on Computing (Search for Journal in Brave)
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- A compact heart iteration for low-rank approximations of large matrices
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- A Distance-Preserving Matrix Sketch
- A fast and oblivious matrix compression algorithm for Volterra integral operators
- Fast Monte Carlo Algorithms for Matrices I: Approximating Matrix Multiplication
- Fast dimension reduction using Rademacher series on dual BCH codes
- Perturbations of the \textsc{Tcur} decomposition for tensor valued data in the Tucker format
- Optimal subsampling for softmax regression
- Less is More: Sparse Graph Mining with Compact Matrix Decomposition
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- Randomized Local Model Order Reduction
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- Descriptive matrix factorization for sustainability. Adopting the principle of opposites
- Far-field compression for fast kernel summation methods in high dimensions
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- Parallel cross interpolation for high-precision calculation of high-dimensional integrals
- Fast construction of hierarchical matrix representation from matrix-vector multiplication
- A randomized algorithm for a tensor-based generalization of the singular value decomposition
- Column subset selection problem is UG-hard
- Randomized numerical linear algebra: Foundations and algorithms
- HOID: higher order interpolatory decomposition for tensors based on Tucker representation
- Subspace Sampling and Relative-Error Matrix Approximation: Column-Row-Based Methods
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- Non‐negative residual matrix factorization: problem definition, fast solutions, and applications
- Asymptotic error bounds for kernel-based Nyström low-rank approximation matrices
- Perturbations of CUR Decompositions
- Extending Hierarchical Probing for Computing the Trace of Matrix Inverses
- An \(O(N \log N)\) hierarchical random compression method for kernel matrices by sampling partial matrix entries
- Perspectives on CUR decompositions
- Pass-efficient randomized LU algorithms for computing low-rank matrix approximation
- Approximation error in regularized SVD-based Fourier continuations
- Functional principal subspace sampling for large scale functional data analysis
- Fast randomized matrix and tensor interpolative decomposition using countsketch
- Robust CUR Decomposition: Theory and Imaging Applications
- Fast Monte Carlo Algorithms for Matrices II: Computing a Low-Rank Approximation to a Matrix
- Gaussian variant of Freivalds' algorithm for efficient and reliable matrix product verification
- Optimal CUR Matrix Decompositions
- On selecting a maximum volume sub-matrix of a matrix and related problems
- Dimension reduction via principal variables
- Sampling based succinct matrix approximation
- A cross-product approach for low-rank approximations of large matrices
- Relative-Error $CUR$ Matrix Decompositions
- Turbo‐SMT: Parallel coupled sparse matrix‐Tensor factorizations and applications
- Fast Randomized Iteration: Diffusion Monte Carlo through the Lens of Numerical Linear Algebra
- The Fourier approximation of smooth but non-periodic functions from unevenly spaced data
- Literature survey on low rank approximation of matrices
- Exemplar-based large-scale low-rank matrix decomposition for collaborative prediction
- Generalized pseudoskeleton decompositions
- Cubature, Approximation, and Isotropy in the Hypercube
- A Model-free Variable Screening Method Based on Leverage Score
- CUR matrix decompositions for improved data analysis
- Privacy preserving OLAP over distributed XML data: A theoretically-sound secure-multiparty-computation approach
- Multiway Monte Carlo Method for Linear Systems
- Quasioptimality of maximum-volume cross interpolation of tensors
- Fast monte-carlo algorithms for finding low-rank approximations
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- Exemplar-based low-rank matrix decomposition for data clustering
- Evolutionary Network Analysis
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