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math.NA2021
Efficient Algorithms for Constructing an Interpolative Decomposition
Rishi Advani, Sean O'Hagan
Low-rank approximations are essential in modern data science. The interpolative decomposition provides one such approximation. Its distinguishing feature is that it reuses columns…
math.NA2020★ 1 cited
Random Projections and Dimension Reduction
Rishi Advani, Madison Crim, Sean O'Hagan
This paper, broadly speaking, covers the use of randomness in two main areas: low-rank approximation and kernel methods. Low-rank approximation is very important in numerical linea…