Randomized numerical linear algebra: Foundations and algorithms

PG Martinsson, JA Tropp - Acta Numerica, 2020 - cambridge.org
This survey describes probabilistic algorithms for linear algebraic computations, such as
factorizing matrices and solving linear systems. It focuses on techniques that have a proven …

Scalable semidefinite programming

A Yurtsever, JA Tropp, O Fercoq, M Udell… - SIAM Journal on …, 2021 - SIAM
Semidefinite programming (SDP) is a powerful framework from convex optimization that has
striking potential for data science applications. This paper develops a provably correct …

Cross tensor approximation methods for compression and dimensionality reduction

S Ahmadi-Asl, CF Caiafa, A Cichocki, AH Phan… - IEEE …, 2021 - ieeexplore.ieee.org
Cross Tensor Approximation (CTA) is a generalization of Cross/skeleton matrix and CUR
Matrix Approximation (CMA) and is a suitable tool for fast low-rank tensor approximation. It …

Randomized numerical linear algebra: A perspective on the field with an eye to software

R Murray, J Demmel, MW Mahoney… - arxiv preprint arxiv …, 2023 - arxiv.org
Randomized numerical linear algebra-RandNLA, for short-concerns the use of
randomization as a resource to develop improved algorithms for large-scale linear algebra …

Matrix compression via randomized low rank and low precision factorization

R Saha, V Srivastava, M Pilanci - Advances in Neural …, 2023 - proceedings.neurips.cc
Matrices are exceptionally useful in various fields of study as they provide a convenient
framework to organize and manipulate data in a structured manner. However, modern …

Streaming low-rank matrix approximation with an application to scientific simulation

JA Tropp, A Yurtsever, M Udell, V Cevher - SIAM Journal on Scientific …, 2019 - SIAM
This paper argues that randomized linear sketching is a natural tool for on-the-fly
compression of data matrices that arise from large-scale scientific simulations and data …

Low-rank tucker approximation of a tensor from streaming data

Y Sun, Y Guo, C Luo, J Tropp, M Udell - SIAM Journal on Mathematics of Data …, 2020 - SIAM
This paper describes a new algorithm for computing a low-Tucker-rank approximation of a
tensor. The method applies a randomized linear map to the tensor to obtain a sketch that …

Sketching curvature for efficient out-of-distribution detection for deep neural networks

A Sharma, N Azizan, M Pavone - Uncertainty in artificial …, 2021 - proceedings.mlr.press
In order to safely deploy Deep Neural Networks (DNNs) within the perception pipelines of
real-time decision making systems, there is a need for safeguards that can detect out-of …

Deep learning for in situ data compression of large turbulent flow simulations

A Glaws, R King, M Sprague - Physical Review Fluids, 2020 - APS
As the size of turbulent flow simulations continues to grow, in situ data compression is
becoming increasingly important for visualization, analysis, and restart checkpointing. For …

Randomized algorithms for computation of Tucker decomposition and higher order SVD (HOSVD)

S Ahmadi-Asl, S Abukhovich, MG Asante-Mensah… - IEEE …, 2021 - ieeexplore.ieee.org
Big data analysis has become a crucial part of new emerging technologies such as the
internet of things, cyber-physical analysis, deep learning, anomaly detection, etc. Among …