Low Rank Matrix Approximation

concepts · 2 notes linked

Related: Randomized Algorithms · Jmlr · Cur Decomposition · Nystrom Approximation · Adaptive Sampling · Arxiv · Statistical Leverage · Johnson Lindenstrauss

Notes

• Fast approximation of matrix coherence and statistical leverage — Randomized O(nd log n) algorithm for all statistical leverage scores
• Improving CUR Matrix Decomposition and the Nystrom Approximation via Adaptive Sampling — CUR and Nystrom low-rank approximation via adaptive column/row sampling