Sketching for Linear Algebra - Basics of Dimensionality Reduction and CountSketch I

Sketching for Linear Algebra - Basics of Dimensionality Reduction and CountSketch I

Simons Institute via YouTube Direct link

Outline

2 of 12

2 of 12

Outline

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Sketching for Linear Algebra - Basics of Dimensionality Reduction and CountSketch I

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  1. 1 Intro
  2. 2 Outline
  3. 3 Regression analysis
  4. 4 Moore-Penrose Pseudoinverse
  5. 5 Time Complexity
  6. 6 Sketching to solve least squares regression
  7. 7 How to choose the right sketching matrix S? [S]
  8. 8 Faster Subspace Embeddings S CW,MM,NN
  9. 9 Simple Proof ANW
  10. 10 Matrix Product Result [Kane, Nelson]
  11. 11 From Vectors to Matrices
  12. 12 CountSketch Satisfies the JL Property

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