no code implementations • NeurIPS 2018 • Guy Bresler, Sung Min Park, Madalina Persu
Sparse Principal Component Analysis (SPCA) and Sparse Linear Regression (SLR) have a wide range of applications and have attracted a tremendous amount of attention in the last two decades as canonical examples of statistical problems in high dimension.
no code implementations • 24 Oct 2014 • Michael B. Cohen, Sam Elder, Cameron Musco, Christopher Musco, Madalina Persu
We show how to approximate a data matrix $\mathbf{A}$ with a much smaller sketch $\mathbf{\tilde A}$ that can be used to solve a general class of constrained k-rank approximation problems to within $(1+\epsilon)$ error.