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MD Online Streaming & Sketching

Working Group leaders: Petros Drineas, Ilse Ipsen, and Michael Mahoney
Webmasters: John Holodnak and Kevin Penner

Purpose:
Development and analysis of fast randomized algorithms for computing leverage scores, and their application

Preliminary, Partial List of Topics:
Approximating leverage scores for L2 and other regression problems:
Online, streaming, incremental streaming algorithms

Numerical analysis:
Sensitivity of leverage scores, numerical stability of algorithms

Applications in astronomy:
Characterization of streaming & time dependent aspects of low rank approximations
Incremental computation of leverage scores

Applications in feature selection:
How to distinguish among almost identical columns with high leverage scores (RRQR
factorization, clustering)
Derivation of formal bounds

Ilse Ipsen's picture

Files (tex, pdf) for WG final report

John Holodnak's picture

Meeting - May 2

Topic: Online Streaming and Sketching
Date: Thursday, May 2, 2013
Room: SAMSI 203
Time: 11:00 am, Eastern Daylight Time (New York, GMT-04:00)
Meeting Number: 686 119 902
Meeting Password: Data23

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To join the online meeting (Now from mobile devices!)
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1. Go to https://samsi.webex.com/samsi/j.php?ED=148482557&UID=1168321192&PW=NMjUy...
2. If requested, enter your name and email address.

Meeting Date: 
May 2, 2013 - 11:00am - 1:00pm
David Lawlor's picture

Slides for today's meeting

Ilse Ipsen's picture

Slides for talk on 18 April: Introduction to subset selection

David Lawlor's picture

Slides from today's meeting

Ilse Ipsen's picture

Ching Wa's presentation from 28 February

Ilse Ipsen's picture

Tamas's presentation from 21 February

Ilse Ipsen's picture

Hoeffding's paper on sums of random variables

Ilse Ipsen's picture

Perturbation bounds for leverage scores

David Lawlor's picture

Research Update (1/10/13) -- David Lawlor