170 citations · 527 across the 39 of their papers we have counts for
3 papers · 2 filters
Column Selection via Adaptive Sampling
Saurabh Paul, Malik Magdon-Ismail, Petros Drineas
Selecting a good column (or row) subset of massive data matrices has found many applications in data analysis and machine learning. We propose a new adaptive sampling algorithm tha…
A Randomized Rounding Algorithm for Sparse PCA
Kimon Fountoulakis, Abhisek Kundu, Eugenia-Maria Kontopoulou +1
We present and analyze a simple, two-step algorithm to approximate the optimal solution of the sparse PCA problem. Our approach first solves a L1 penalized version of the NP-hard s…
A Randomized Algorithm for Approximating the Log Determinant of a Symmetric Positive Definite Matrix
Christos Boutsidis, Petros Drineas, Prabhanjan Kambadur +2
We introduce a novel algorithm for approximating the logarithm of the determinant of a symmetric positive definite (SPD) matrix. The algorithm is randomized and approximates the tr…