Randomized Low-Rank Approximation of Monotone Matrix Functions

Author:

Persson David1,Kressner Daniel1ORCID

Affiliation:

1. Institute of Mathematics, EPF Lausanne, 1015 Lausanne, Switzerland.

Funder

SNSF

Publisher

Society for Industrial & Applied Mathematics (SIAM)

Subject

Analysis

Reference41 articles.

1. A. Alaoui and M. W. Mahoney , Fast randomized kernel ridge regression with statistical guarantees, in Advances in Neural Information Processing Systems 28, Curran Associates, 2015, pp. 775–783, https://proceedings.neurips.cc/paper/2015/file/f3f27a324736617f20abbf2ffd806f6d-Paper.pdf.

2. A-Optimal Design of Experiments for Infinite-Dimensional Bayesian Linear Inverse Problems with Regularized $\ell_0$-Sparsification

3. Comparison of norms |||f (A)?f (B)||| and |||f (|A?B|)|||

4. Faster Kernel Ridge Regression Using Sketching and Preconditioning

5. Algorithms and Techniques, LIPIcs. Leibniz Int. Proc. Inform. 81;Avron H.,2017

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1. Krylov-Aware Stochastic Trace Estimation;SIAM Journal on Matrix Analysis and Applications;2023-08-18

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