67 citations · 107 across the 27 of their papers we have counts for
4 papers · 2 filters
Fast and forward stable randomized algorithms for linear least-squares problems
Ethan N. Epperly
Iterative sketching and sketch-and-precondition are randomized algorithms used for solving overdetermined linear least-squares problems. When implemented in exact arithmetic, these…
Kernel quadrature with randomly pivoted Cholesky
Ethan N. Epperly, Elvira Moreno
This paper presents new quadrature rules for functions in a reproducing kernel Hilbert space using nodes drawn by a sampling algorithm known as randomly pivoted Cholesky. The resul…
Robust, randomized preconditioning for kernel ridge regression
Mateo Díaz, Ethan N. Epperly, Zachary Frangella +2
We investigate preconditioned conjugate gradient methods for kernel ridge regression (KRR) problems with a moderate to large number of data points (). We dev…
XTrace: Making the most of every sample in stochastic trace estimation
Ethan N. Epperly, Joel A. Tropp, Robert J. Webber
The implicit trace estimation problem asks for an approximation of the trace of a square matrix, accessed via matrix-vector products (matvecs). This paper designs new randomized al…