Randomly pivoted Cholesky: Practical approximation of a kernel matrix
with few entry evaluations

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Randomly pivoted Cholesky: Practical approximation of a kernel matrix with few entry evaluations

13 July 2022

Ethan N. Epperly

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Papers citing "Randomly pivoted Cholesky: Practical approximation of a kernel matrix with few entry evaluations"

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Title
Kernel Density Machines Damir Filipović P. Schneider 83 0 0 30 Apr 2025
Data-Efficient Kernel Methods for Learning Differential Equations and Their Solution Operators: Algorithms and Error Analysis Yasamin Jalalian Juan Felipe Osorio Ramirez Alexander W. Hsu Bamdad Hosseini H. Owhadi 176 0 0 02 Mar 2025
Joint Estimation of Conditional Mean and Covariance for Unbalanced Panels Damir Filipović P. Schneider 75 0 0 29 Oct 2024
Supervised Kernel Thinning Albert Gong Kyuseong Choi Raaz Dwivedi 177 0 0 17 Oct 2024
Embrace rejection: Kernel matrix approximation by accelerated randomly pivoted Cholesky Ethan N. Epperly J. Tropp R. Webber 72 5 0 04 Oct 2024
Have ASkotch: A Neat Solution for Large-scale Kernel Ridge Regression Pratik Rathore Zachary Frangella Madeleine Udell Michał Dereziński Madeleine Udell 108 3 0 14 Jul 2024
Sketchy Moment Matching: Toward Fast and Provable Data Selection for Finetuning Yijun Dong Hoang Phan Xiang Pan Qi Lei 150 6 0 08 Jul 2024
Dynamical mixture modeling with fast, automatic determination of Markov chains Christopher E Miles Robert J. Webber 49 0 0 07 Jun 2024
The fast committor machine: Interpretable prediction with kernels D. Aristoff Mats S. Johnson Gideon Simpson Robert J. Webber 78 5 0 16 May 2024
Randomly Pivoted Partial Cholesky: Random How? Stefan Steinerberger 43 1 0 17 Apr 2024
A Preconditioned Interior Point Method for Support Vector Machines Using an ANOVA-Decomposition and NFFT-Based Matrix-Vector Products Theresa Wagner John W. Pearson Martin Stoll 69 4 0 01 Dec 2023
Kernel quadrature with randomly pivoted Cholesky Ethan N. Epperly Elvira Moreno 97 9 0 06 Jun 2023
Robust, randomized preconditioning for kernel ridge regression Mateo Díaz Ethan N. Epperly Zachary Frangella J. Tropp R. Webber 73 12 0 24 Apr 2023
Sparse Cholesky Factorization for Solving Nonlinear PDEs via Gaussian Processes Yifan Chen H. Owhadi F. Schafer 96 31 0 03 Apr 2023
Toward Large Kernel Models Amirhesam Abedsoltan M. Belkin Parthe Pandit 111 17 0 06 Feb 2023