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Algebra / Mathematics / Multivariate statistics / Numerical analysis / Numerical linear algebra / Iterative methods / Dimension reduction / Principal component analysis / Singular value decomposition / Stochastic optimization / Nonlinear dimensionality reduction / Sparse dictionary learning


I will discuss recent work on randomized algorithms for low-rank approximation and principal component analysis (PCA). The talk will focus on efforts that move beyond the extremely fast, but relatively crude approximatio
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Document Date: 2016-06-23 15:50:48


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