How to Fake Multiply by a Gaussian Matrix.
Michael KapralovVamsi K. PotluruDavid P. WoodruffPublished in: CoRR (2016)
Keyphrases
- square root
- covariance matrices
- floating point
- linear algebra
- covariance matrix
- maximum likelihood
- information retrieval
- doubly stochastic
- sparse matrix
- positive definite
- information systems
- gaussian distribution
- low rank
- gaussian mixture model
- marginal distributions
- principal component analysis
- least squares
- image processing
- coefficient matrix
- real time