4 papers
Everything is Vecchia: Unifying low-rank and sparse inverse Cholesky approximations
Eagan Kaminetz, Robert J. Webber
The partial pivoted Cholesky approximation accurately represents matrices that are close to being low-rank. Meanwhile, the Vecchia approximation accurately represents matrices with…
Keep the beat going: Automatic drum transcription with momentum
Alisha L. Foster, Robert J. Webber
How can we process a piece of recorded music to detect and visualize the onset of each instrument? A simple, interpretable approach is based on partially fixed nonnegative matrix f…
Randomized Kaczmarz with tail averaging
Ethan N. Epperly, Gil Goldshlager, Robert J. Webber
The randomized Kaczmarz (RK) method is a well-known approach for solving linear least-squares problems with a large number of rows. RK accesses and processes just one row at a time…
Embrace rejection: Kernel matrix approximation by accelerated randomly pivoted Cholesky
Ethan N. Epperly, Joel A. Tropp, Robert J. Webber
Randomly pivoted Cholesky (RPCholesky) is an algorithm for constructing a low-rank approximation of a positive-semidefinite matrix using a small number of columns. This paper devel…