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Error Estimation for Randomized Least-Squares Algorithms via the
  Bootstrap
v1v2 (latest)

Error Estimation for Randomized Least-Squares Algorithms via the Bootstrap

21 March 2018
Miles E. Lopes
Shusen Wang
Michael W. Mahoney
ArXiv (abs)PDFHTML

Papers citing "Error Estimation for Randomized Least-Squares Algorithms via the Bootstrap"

15 / 15 papers shown
Recent and Upcoming Developments in Randomized Numerical Linear Algebra
  for Machine Learning
Recent and Upcoming Developments in Randomized Numerical Linear Algebra for Machine Learning
Michał Dereziński
Michael W. Mahoney
307
20
0
17 Jun 2024
Error Estimation for Random Fourier Features
Error Estimation for Random Fourier FeaturesInternational Conference on Artificial Intelligence and Statistics (AISTATS), 2023
Ju Yao
N. Benjamin Erichson
Miles E. Lopes
215
6
0
22 Feb 2023
On randomized sketching algorithms and the Tracy-Widom law
On randomized sketching algorithms and the Tracy-Widom lawStatistics and computing (Stat. Comput.), 2022
Daniel Ahfock
W. Astle
S. Richardson
213
1
0
03 Jan 2022
Bootstrapping the error of Oja's algorithm
Bootstrapping the error of Oja's algorithmNeural Information Processing Systems (NeurIPS), 2021
Robert Lunde
Purnamrita Sarkar
Rachel A. Ward
370
13
0
28 Jun 2021
Hashing embeddings of optimal dimension, with applications to linear
  least squares
Hashing embeddings of optimal dimension, with applications to linear least squares
C. Cartis
J. Fiala
Zhendong Shao
157
13
0
25 May 2021
Estimating leverage scores via rank revealing methods and randomization
Estimating leverage scores via rank revealing methods and randomizationSIAM Journal on Matrix Analysis and Applications (SIMAX), 2021
Aleksandros Sobczyk
Efstratios Gallopoulos
137
9
0
23 May 2021
Error Estimation for Sketched SVD via the Bootstrap
Error Estimation for Sketched SVD via the BootstrapInternational Conference on Machine Learning (ICML), 2020
Miles E. Lopes
N. Benjamin Erichson
Michael W. Mahoney
218
12
0
10 Mar 2020
Ridge Regression: Structure, Cross-Validation, and Sketching
Ridge Regression: Structure, Cross-Validation, and SketchingInternational Conference on Learning Representations (ICLR), 2019
Sifan Liu
Guang Cheng
CML
437
51
0
06 Oct 2019
Bootstrapping the Operator Norm in High Dimensions: Error Estimation for
  Covariance Matrices and Sketching
Bootstrapping the Operator Norm in High Dimensions: Error Estimation for Covariance Matrices and SketchingBernoulli (Bernoulli), 2019
Miles E. Lopes
N. Benjamin Erichson
Michael W. Mahoney
291
14
0
13 Sep 2019
Estimating the Algorithmic Variance of Randomized Ensembles via the
  Bootstrap
Estimating the Algorithmic Variance of Randomized Ensembles via the BootstrapAnnals of Statistics (Ann. Stat.), 2019
Miles E. Lopes
237
26
0
20 Jul 2019
Asymptotics for Sketching in Least Squares Regression
Asymptotics for Sketching in Least Squares Regression
Guang Cheng
Sifan Liu
180
14
0
14 Oct 2018
A Projector-Based Approach to Quantifying Total and Excess Uncertainties
  for Sketched Linear Regression
A Projector-Based Approach to Quantifying Total and Excess Uncertainties for Sketched Linear Regression
Jocelyn T. Chi
Ilse C. F. Ipsen
188
5
0
17 Aug 2018
Subspace Embedding and Linear Regression with Orlicz Norm
Subspace Embedding and Linear Regression with Orlicz Norm
Alexandr Andoni
Chengyu Lin
Ying Sheng
Peilin Zhong
Ruiqi Zhong
168
39
0
17 Jun 2018
A Bootstrap Method for Error Estimation in Randomized Matrix
  Multiplication
A Bootstrap Method for Error Estimation in Randomized Matrix Multiplication
Miles E. Lopes
Shusen Wang
Michael W. Mahoney
199
16
0
06 Aug 2017
Statistical properties of sketching algorithms
Statistical properties of sketching algorithms
Daniel Ahfock
W. Astle
S. Richardson
215
42
0
12 Jun 2017
1
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