Error Estimation for Randomized Least-Squares Algorithms via the
Bootstrap

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Error Estimation for Randomized Least-Squares Algorithms via the Bootstrap

21 March 2018

Michael W. Mahoney

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

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Title
Recent and Upcoming Developments in Randomized Numerical Linear Algebra for Machine Learning Michał Dereziński Michael W. Mahoney 85 11 0 17 Jun 2024
Error Estimation for Random Fourier Features Ju Yao N. Benjamin Erichson Miles E. Lopes 60 6 0 22 Feb 2023
On randomized sketching algorithms and the Tracy-Widom law Daniel Ahfock W. Astle S. Richardson 50 1 0 03 Jan 2022
Bootstrapping the error of Oja's algorithm Robert Lunde Purnamrita Sarkar Rachel A. Ward 100 11 0 28 Jun 2021
Hashing embeddings of optimal dimension, with applications to linear least squares C. Cartis J. Fiala Zhendong Shao 36 10 0 25 May 2021
Estimating leverage scores via rank revealing methods and randomization Aleksandros Sobczyk Efstratios Gallopoulos 13 8 0 23 May 2021
Error Estimation for Sketched SVD via the Bootstrap Miles E. Lopes N. Benjamin Erichson Michael W. Mahoney 61 11 0 10 Mar 2020
Ridge Regression: Structure, Cross-Validation, and Sketching Sifan Liu Yan Sun CML 115 48 0 06 Oct 2019
Bootstrapping the Operator Norm in High Dimensions: Error Estimation for Covariance Matrices and Sketching Miles E. Lopes N. Benjamin Erichson Michael W. Mahoney 118 12 0 13 Sep 2019
Estimating the Algorithmic Variance of Randomized Ensembles via the Bootstrap Miles E. Lopes 48 24 0 20 Jul 2019
Asymptotics for Sketching in Least Squares Regression Yan Sun Sifan Liu 61 13 0 14 Oct 2018
A Projector-Based Approach to Quantifying Total and Excess Uncertainties for Sketched Linear Regression Jocelyn T. Chi Ilse C. F. Ipsen 65 5 0 17 Aug 2018
Subspace Embedding and Linear Regression with Orlicz Norm Alexandr Andoni Chengyu Lin Ying Sheng Peilin Zhong Ruiqi Zhong 71 36 0 17 Jun 2018
A Bootstrap Method for Error Estimation in Randomized Matrix Multiplication Miles E. Lopes Shusen Wang Michael W. Mahoney 51 15 0 06 Aug 2017
Statistical properties of sketching algorithms Daniel Ahfock W. Astle S. Richardson 92 39 0 12 Jun 2017