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 …

Toward large kernel models

A Abedsoltan, M Belkin… - … Conference on Machine …, 2023 - proceedings.mlr.press
Recent studies indicate that kernel machines can often perform similarly or better than deep
neural networks (DNNs) on small datasets. The interest in kernel machines has been …

Sparse Cholesky factorization for solving nonlinear PDEs via Gaussian processes

Y Chen, H Owhadi, F Schäfer - Mathematics of Computation, 2024 - ams.org
In recent years, there has been widespread adoption of machine learning-based
approaches to automate the solving of partial differential equations (PDEs). Among these …

The fast committor machine: Interpretable prediction with kernels

D Aristoff, M Johnson, G Simpson… - The Journal of chemical …, 2024 - pubs.aip.org
In the study of stochastic systems, the committor function describes the probability that a
system starting from an initial configuration x will reach a set B before a set A. This paper …

Randomized algorithms for low-rank matrix approximation: Design, analysis, and applications

JA Tropp, RJ Webber - arxiv preprint arxiv:2306.12418, 2023 - arxiv.org
This survey explores modern approaches for computing low-rank approximations of high-
dimensional matrices by means of the randomized SVD, randomized subspace iteration …

[HTML][HTML] A Bayesian framework for cryo-EM heterogeneity analysis using regularized covariance estimation

MA Gilles, A Singer - bioRxiv, 2023 - ncbi.nlm.nih.gov
Proteins and the complexes they form are central to nearly all cellular processes. Their
flexibility, expressed through a continuum of states, provides a window into their biological …

Robust, randomized preconditioning for kernel ridge regression

M Díaz, EN Epperly, Z Frangella, JA Tropp… - arxiv preprint arxiv …, 2023 - arxiv.org
This paper introduces two randomized preconditioning techniques for robustly solving
kernel ridge regression (KRR) problems with a medium to large number of data points ($10 …

Sketchy Moment Matching: Toward Fast and Provable Data Selection for Finetuning

Y Dong, H Phan, X Pan, Q Lei - arxiv preprint arxiv:2407.06120, 2024 - arxiv.org
We revisit data selection in a modern context of finetuning from a fundamental perspective.
Extending the classical wisdom of variance minimization in low dimensions to high …

Have ASkotch: Fast Methods for Large-scale, Memory-constrained Kernel Ridge Regression

P Rathore, Z Frangella, M Udell - arxiv preprint arxiv:2407.10070, 2024 - arxiv.org
Kernel ridge regression (KRR) is a fundamental computational tool, appearing in problems
that range from computational chemistry to health analytics, with a particular interest due to …

Algorithm-agnostic low-rank approximation of operator monotone matrix functions

D Persson, RA Meyer, C Musco - SIAM Journal on Matrix Analysis and …, 2025 - SIAM
Low-rank approximation of a matrix function,, is an important task in computational
mathematics. Most methods require direct access to, which is often considerably more …