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Sketching has emerged as a powerful technique for speeding up problems in numerical linear algebra, such as regression.
Matrix multiplication via arithmetic progressions
Don Coppersmith and Shmuel Winograd · 1990
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Adaptive estimation of a quadratic functional by model selection
Beatrice Laurent and Pascal Massart · 2000
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Regularized least-squares classification
Ryan Rifkin, Gene Yeo, and Tomaso Poggio · 2003
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Svm vs regularized least squares classification
Peng Zhang and Jing Peng · 2004
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How many entries of a typical orthogonal matrix can be approximated by independent normals?
Tiefeng Jiang et al · 2006
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Improved approximation algorithms for large matrices via random projections
Tamás Sarlós · 2006
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Computing entries of the inverse of a sparse matrix using the FIND algorithm
Song Li, Shaikh S. Ahmed, Gerhard Klimeck, and Eric Darve · 2008
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Numerical linear algebra in the streaming model
Kenneth L. Clarkson and David P. Woodruff · 2009
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Blendenpik: Supercharging lapack’s least-squares solver
Haim Avron, Petar Maymounkov, and Sivan Toledo · 2010
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Introduction to the non-asymptotic analysis of random matrices
Roman Vershynin · 2010
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Faster least squares approximation
Petros Drineas, Michael W Mahoney, S Muthukrishnan, and Tamás Sarlós · 2011
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On computing inverse entries of a sparse matrix in an out-of-core environment
Patrick Amestoy, Iain S. Duff, Jean-Yves L’Excellent, Yves Robert, François-Henry Rouet, and Bora Uçar · 2012
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Fast approximation of matrix coherence and statistical leverage
Petros Drineas, Malik Magdon-Ismail, Michael W. Mahoney, and David P. Woodruff · 2012
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Prediction: the lasso vs. just using the top 10 predictors
Jeff Leek · 2012
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Multiplying matrices faster than coppersmith-winograd
Virginia Vassilevska Williams · 2012
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Low rank approximation and regression in input sparsity time
Kenneth L Clarkson and David P. Woodruff · 2013
Cited alongside, same era.
Randomized extended kaczmarz for solving least squares
Anastasios Zouzias and Nikolaos M. Freris · 2013
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Powers of tensors and fast matrix multiplication
François Le Gall · 2014
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Lower bounds for oblivious subspace embeddings
Jelani Nelson and Huy L. Nguyên · 2014
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Provable deterministic leverage score sampling
Dimitris Papailiopoulos, Anastasios Kyrillidis, and Christos Boutsidis · 2014
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Sketching as a tool for numerical linear algebra
David P. Woodruff · 2014
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Toward a unified theory of sparse dimensionality reduction in euclidean space
Jean Bourgain, Sjoerd Dirksen, and Jelani Nelson · 2015
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Faster ridge regression via the subsampled randomized hadamard transform
Yichao Lu, Paramveer Dhillon, Dean Foster, and Lyle Ungar · 2013
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Iterative row sampling
Mu Li, Gary L Miller, and Richard Peng · 2013
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Low-distortion subspace embeddings in input-sparsity time and applications to robust linear regression
Xiangrui Meng and Michael W Mahoney · 2013
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Osnap: Faster numerical linear algebra algorithms via sparser subspace embeddings
Jelani Nelson and Huy L Nguyên · 2013
Cited alongside, same era.
Michael B Cohen, Cameron Musco, and Christopher Musco · 2015
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Optimal approximate matrix product in terms of stable rank
Michael B Cohen, Jelani Nelson, and David P. Woodruff · 2016
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Nearly tight oblivious subspace embeddings by trace inequalities
Michael B. Cohen · 2016
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