1.1k citations · 3.9k across the 74 of their papers we have counts for
Showing 2023 · math.NAShow all
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math.NA2023★ 4 cited
Randomized algorithms for low-rank matrix approximation: Design, analysis, and applications
Joel A. Tropp, Robert J. Webber
This survey explores modern approaches for computing low-rank approximations of high-dimensional matrices by means of the randomized SVD, randomized subspace iteration, and randomi…
math.NA2023★ 1 cited
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…
math.NA2023★ 25 cited
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…