Search Results for author: Miles Lopes

Found 4 papers, 1 papers with code

Estimating the Error of Randomized Newton Methods: A Bootstrap Approach

no code implementations ICML 2020 Miles Lopes, Jessie X.T. Chen

However, the user does not know how much error is created by the randomization, which can be detrimental in two ways: On one hand, the user may try to manage the unknown error with theoretical worst-case error bounds, but this approach is impractical when the bounds involve unknown constants, and it typically leads to excessive computation.

Distributed Optimization valid

Error Estimation for Sketched SVD

no code implementations ICML 2020 Miles Lopes, N. Benjamin Erichson, Michael Mahoney

In order to compute fast approximations to the singular value decompositions (SVD) of very large matrices, randomized sketching algorithms have become a leading approach.

Bootstrapping spectral statistics in high dimensions

1 code implementation24 Sep 2017 Miles Lopes, Andrew Blandino, Alexander Aue

Spectral statistics play a central role in many multivariate testing problems.

Methodology Primary: 62F40, 60B20, Secondary: 62H10, 60F05

A Residual Bootstrap for High-Dimensional Regression with Near Low-Rank Designs

no code implementations NeurIPS 2014 Miles Lopes

We study the residual bootstrap (RB) method in the context of high-dimensional linear regression.

regression

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