Mathematics – Numerical Analysis
Scientist
Mathematics
Numerical Analysis
Scientist
Error Bounds for Random Matrix Approximation Schemes
Improved matrix algorithms via the Subsampled Randomized Hadamard Transform
Tail bounds for all eigenvalues of a sum of random matrices
The Masked Sample Covariance Estimator: An Analysis via Matrix Concentration Inequalities
The spectral norm error of the naive Nystrom extension
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