Finding Structure with Randomness: Probabilistic Algorithms for Constructing Approximate Matrix Decompositions

A randomized algorithm for the decomposition of matrices

(2010) Per-Gunnar Martinsson et al.   APPLIED AND COMPUTATIONAL HARMONIC ANALYSIS

Randomized Kaczmarz solver for noisy linear systems

(2010) Deanna Needell   BIT NUMERICAL MATHEMATICS

The Power of Convex Relaxation: Near-Optimal Matrix Completion

(2010) Emmanuel J. Candes et al.   IEEE TRANSACTIONS ON INFORMATION THEORY

Guaranteed Minimum-Rank Solutions of Linear Matrix Equations via Nuclear Norm Minimization

(2010) Benjamin Recht et al.   SIAM REVIEW

Exact Matrix Completion via Convex Optimization

(2009) Emmanuel J. Candès et al.   FOUNDATIONS OF COMPUTATIONAL MATHEMATICS

Random projections for the nonnegative least-squares problem

(2009) Christos Boutsidis et al.   LINEAR ALGEBRA AND ITS APPLICATIONS

CUR matrix decompositions for improved data analysis

(2009) Michael W. Mahoney et al.   PROCEEDINGS OF THE NATIONAL ACADEMY OF SCIENCES OF THE UNITED STATES OF AMERICA

Sampling Algorithms and Coresets for $\ell_p$ Regression

(2009) Anirban Dasgupta et al.   SIAM JOURNAL ON COMPUTING

A Randomized Algorithm for Principal Component Analysis

(2009) Vladimir Rokhlin et al.   SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS

On selecting a maximum volume sub-matrix of a matrix and related problems

(2009) Ali Çivril et al.   THEORETICAL COMPUTER SCIENCE

A Randomized Kaczmarz Algorithm with Exponential Convergence

(2008) Thomas Strohmer et al.   JOURNAL OF FOURIER ANALYSIS AND APPLICATIONS

Low-dimensional embedding of fMRI datasets

(2008) Xilin Shen et al.   NEUROIMAGE

A fast randomized algorithm for overdetermined linear least-squares regression

(2008) V. Rokhlin et al.   PROCEEDINGS OF THE NATIONAL ACADEMY OF SCIENCES OF THE UNITED STATES OF AMERICA

Relative-Error $CUR$ Matrix Decompositions

(2008) Petros Drineas et al.   SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS

A fast randomized algorithm for the approximation of matrices

(2007) Franco Woolfe et al.   APPLIED AND COMPUTATIONAL HARMONIC ANALYSIS

On the conditioning of random subdictionaries

(2007) Joel A. Tropp   APPLIED AND COMPUTATIONAL HARMONIC ANALYSIS

Less is More: Sparse Graph Mining with Compact Matrix Decomposition

(2007) Jimeng Sun et al.   Statistical Analysis and Data Mining