Randomized Algorithms

concepts · 3 notes linked

Related: Low Rank Matrix Approximation · Avi Wigderson · Computational Complexity · Algorithm Design · Graph Theory · Jmlr · Cur Decomposition · Nystrom Approximation

Notes

• Fast approximation of matrix coherence and statistical leverage — Randomized O(nd log n) algorithm for all statistical leverage scores
• How Randomness Improves Algorithms | Quanta Magazine — Why randomness makes hard algorithmic problems tractable
• Improving CUR Matrix Decomposition and the Nystrom Approximation via Adaptive Sampling — CUR and Nystrom low-rank approximation via adaptive column/row sampling