Randomized numerical linear algebra: Foundations and algorithms
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 …
factorizing matrices and solving linear systems. It focuses on techniques that have a proven …
Scalable semidefinite programming
Semidefinite programming (SDP) is a powerful framework from convex optimization that has
striking potential for data science applications. This paper develops a provably correct …
striking potential for data science applications. This paper develops a provably correct …
Cross tensor approximation methods for compression and dimensionality reduction
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 …
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
Randomized numerical linear algebra-RandNLA, for short-concerns the use of
randomization as a resource to develop improved algorithms for large-scale linear algebra …
randomization as a resource to develop improved algorithms for large-scale linear algebra …
Matrix compression via randomized low rank and low precision factorization
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 …
framework to organize and manipulate data in a structured manner. However, modern …
Streaming low-rank matrix approximation with an application to scientific simulation
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 …
compression of data matrices that arise from large-scale scientific simulations and data …
Low-rank tucker approximation of a tensor from streaming data
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 …
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
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 …
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
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 …
becoming increasingly important for visualization, analysis, and restart checkpointing. For …
Randomized algorithms for computation of Tucker decomposition and higher order SVD (HOSVD)
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 …
internet of things, cyber-physical analysis, deep learning, anomaly detection, etc. Among …