Efficient Data-Driven Leverage Score Sampling Algorithm for the Minimum Volume Covering Ellipsoid Problem in Big Data

Elizabeth Harris, Ali Eshragh, Bishnu Lamichhane +2

The Minimum Volume Covering Ellipsoid (MVCE) problem, characterised by $n$ observations in $d$ dimensions where $n\gg d$, can be computationally very expensive in the big data reg…