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cs.DS2021
Density Sketches for Sampling and Estimation
Aditya Desai, Benjamin Coleman, Anshumali Shrivastava
We introduce Density sketches (DS): a succinct online summary of the data distribution. DS can accurately estimate point wise probability density. Interestingly, DS also provides a…
cs.DS2020
Active Sampling Count Sketch (ASCS) for Online Sparse Estimation of a Trillion Scale Covariance Matrix
Zhenwei Dai, Aditya Desai, Reinhard Heckel +1
Estimating and storing the covariance (or correlation) matrix of high-dimensional data is computationally challenging because both memory and computational requirements scale quadr…