Randomized algorithms for matrices and data

MW Mahoney - Foundations and Trends® in Machine …, 2011 - nowpublishers.com
Randomized algorithms for very large matrix problems have received a great deal of
attention in recent years. Much of this work was motivated by problems in large-scale data …

OSNAP: Faster numerical linear algebra algorithms via sparser subspace embeddings

J Nelson, HL Nguyên - 2013 ieee 54th annual symposium on …, 2013 - ieeexplore.ieee.org
An oblivious subspace embedding (OSE) given some parameters ε, d is a distribution D over
matrices Π∈ R m× n such that for any linear subspace W⊆ R n with dim (W)= d, P Π~ D (∀ …

Sparser johnson-lindenstrauss transforms

DM Kane, J Nelson - Journal of the ACM (JACM), 2014 - dl.acm.org
We give two different and simple constructions for dimensionality reduction in ℓ 2 via linear
mappings that are sparse: only an O (ε)-fraction of entries in each column of our embedding …

New and improved Johnson–Lindenstrauss embeddings via the restricted isometry property

F Krahmer, R Ward - SIAM Journal on Mathematical Analysis, 2011 - SIAM
Consider an m*N matrix Φ with the restricted isometry property of order k and level δ; that is,
the norm of any k-sparse vector in R^N is preserved to within a multiplicative factor of 1±δ …

An almost optimal unrestricted fast Johnson-Lindenstrauss transform

N Ailon, E Liberty - ACM Transactions on Algorithms (TALG), 2013 - dl.acm.org
The problems of random projections and sparse reconstruction have much in common and
individually received much attention. Surprisingly, until now they progressed in parallel and …

Toward a unified theory of sparse dimensionality reduction in euclidean space

J Bourgain, S Dirksen, J Nelson - … of the forty-seventh annual ACM …, 2015 - dl.acm.org
Let Φ∈ Rm xn be a sparse Johnson-Lindenstrauss transform [52] with column sparsity s.
For a subset T of the unit sphere and ε∈(0, 1/2), we study settings for m, s to ensure EΦ …

Fast moment estimation in data streams in optimal space

DM Kane, J Nelson, E Porat, DP Woodruff - … of the forty-third annual ACM …, 2011 - dl.acm.org
We give a space-optimal streaming algorithm with update time O (log2 (1/ε) loglog (1/ε)) for
approximating the pth frequency moment, 0< p< 2, of a length-n vector updated in a data …

Real-valued embeddings and sketches for fast distance and similarity estimation

DA Rachkovskij - Cybernetics and Systems Analysis, 2016 - Springer
This survey article considers methods and algorithms for fast estimation of data
distance/similarity measures from formed real-valued vectors of small dimension. The …

Distributed learning with sublinear communication

J Acharya, C De Sa, D Foster… - … on Machine Learning, 2019 - proceedings.mlr.press
In distributed statistical learning, $ N $ samples are split across $ m $ machines and a
learner wishes to use minimal communication to learn as well as if the examples were on a …

Simple analyses of the sparse Johnson-Lindenstrauss transform

MB Cohen, TS Jayram, J Nelson - 1st Symposium on Simplicity in …, 2018 - drops.dagstuhl.de
For every n-point subset X of Euclidean space and target distortion 1+ eps for 0< eps< 1, the
Sparse Johnson Lindenstrauss Transform (SJLT) of (Kane, Nelson, J. ACM 2014) provides a …