A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
New method speeds up k-means clustering using sketch-and-solve.
A new method for estimating large-scale linear models with improved precision.
We consider a least squares regression problem where the data has been generated from a linear model, and we are interested to learn the unknown regression parameters. We consider "sketch-and-solve" methods that randomly project the data first, and do regression after. Previous works have analyzed the statistical and c…
A new method improves convergence in low-rank approximation.
The power of randomized algorithms in numerical methods have led to fast solutions which use the Singular Value Decomposition (SVD) as a core routine. However, given the large data size of modern and the modest runtime of SVD, most practical algorithms would require some form of approximation, such as sketching, when r…
Private sketches protect linear regression data privacy.