Webber, Robert J.
- Randomly pivoted Cholesky: Practical approximation of a kernel matrix with few entry evaluations
2022/07/13 by Yifan Chen, Chen, Yifan, Ethan N. Epperly +5 · 11 citations
Computer Science · Engineering · #65C99 #65F55 #68T05 #FOS: Computer and information sciences #FOS: Mathematics #Face and Expression Recognition #Machine Learning (stat.ML) #Numerical Analysis (math.NA) #Sparse and Compressive Sensing Techniques #Stochastic Gradient Optimization Techniques
- Randomized algorithms for low-rank matrix approximation: Design, analysis, and applications
2023/06/21 by Joel A. Tropp, Tropp, Joel A., Robert J. Webber +1 · 9 citations
Engineering · Computer Science · Mathematics · #Sparse and Compressive Sensing Techniques #Stochastic Gradient Optimization Techniques #Tensor decomposition and applications
- Embrace rejection: Kernel matrix approximation by accelerated randomly pivoted Cholesky
2024/10/04 by Epperly, Ethan N., Tropp, Joel A., Webber, Robert J. · 3 citations
#65C99 #65F55 #68T05 #Computation (stat.CO) #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (stat.ML) #Numerical Analysis (math.NA)
- Robust, randomized preconditioning for kernel ridge regression
2023/04/24 by Díaz, Mateo, Epperly, Ethan N., Frangella, Zachary +2 · 1 citation
#65F10 #65F55 #68W20 #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (stat.ML) #Numerical Analysis (math.NA)
- Randomized Kaczmarz with tail averaging
2024/11/29 by Ethan N. Epperly, Gil Goldshlager, Epperly, Ethan N. +3 · 2 citations
Decision Sciences · Economics, Econometrics and Finance · #FOS: Mathematics #Numerical Analysis (math.NA) #Probability and Risk Models #Risk and Portfolio Optimization #Stochastic processes and financial applications