LSAR: Efficient Leverage Score Sampling Algorithm for the Analysis of
Big Time Series Data

v1v2v3 (latest)

LSAR: Efficient Leverage Score Sampling Algorithm for the Analysis of Big Time Series Data

27 November 2019

Michael W. Mahoney

ArXiv (abs)PDF HTML

Papers citing "LSAR: Efficient Leverage Score Sampling Algorithm for the Analysis of Big Time Series Data"

8 / 8 papers shown

Title
Sublinear Time Numerical Linear Algebra for Structured Matrices Xiaofei Shi David P. Woodruff 43 17 0 12 Dec 2019
A Universal Sampling Method for Reconstructing Signals with Simple Fourier Transforms H. Avron Michael Kapralov Cameron Musco Christopher Musco A. Velingker A. Zandieh 46 48 0 20 Dec 2018
Lecture Notes on Randomized Linear Algebra Michael W. Mahoney 49 38 0 16 Aug 2016
Implementing Randomized Matrix Algorithms in Parallel and Distributed Environments Jiyan Yang Xiangrui Meng Michael W. Mahoney 50 60 0 10 Feb 2015
A Statistical Perspective on Randomized Sketching for Ordinary Least-Squares Garvesh Raskutti Michael W. Mahoney 63 97 0 23 Jun 2014
Assessing stochastic algorithms for large scale nonlinear least squares problems using extremal probabilities of linear combinations of gamma random variables Farbod Roosta-Khorasani G. Székely Uri M. Ascher 55 25 0 01 Apr 2014
A Statistical Perspective on Algorithmic Leveraging Ping Ma Michael W. Mahoney Bin Yu 69 350 0 23 Jun 2013
Fast approximation of matrix coherence and statistical leverage P. Drineas M. Magdon-Ismail Michael W. Mahoney David P. Woodruff 148 533 0 18 Sep 2011