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.
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.
1 code implementation • 24 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
no code implementations • NeurIPS 2014 • Miles Lopes
We study the residual bootstrap (RB) method in the context of high-dimensional linear regression.