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Random sketching is a dimensionality reduction technique that approximately preserves norms and singular values up to some $O(1)$ distortion factor with high probability. The most popular sketches in literature are the Gaussian sketch and…

Numerical Analysis · Mathematics 2025-08-21 Andrew J. Higgins , Erik G. Boman , Ichitaro Yamazaki

Sketches reflect the drawing style of individual artists; therefore, it is important to consider their unique styles when extracting sketches from color images for various applications. Unfortunately, most existing sketch extraction methods…

Computer Vision and Pattern Recognition · Computer Science 2024-07-22 Chang Wook Seo , Amirsaman Ashtari , Junyong Noh

This paper describes a suite of algorithms for constructing low-rank approximations of an input matrix from a random linear image of the matrix, called a sketch. These methods can preserve structural properties of the input matrix, such as…

Numerical Analysis · Computer Science 2018-01-03 Joel A. Tropp , Alp Yurtsever , Madeleine Udell , Volkan Cevher

Tensor network contraction is a fundamental mathematical operation that generalizes the dot product and matrix multiplication. It finds applications in numerous domains, such as database systems, graph theory, machine learning, probability…

Data Structures and Algorithms · Computer Science 2026-03-10 Mike Heddes , Igor Nunes , Tony Givargis , Alex Nicolau

Support points summarize a large dataset through a smaller set of representative points that can be used for data operations, such as Monte Carlo integration, without requiring access to the full dataset. In this sense, support points offer…

Machine Learning · Statistics 2025-09-01 Peiqi Zhao , Carlos E. Rodríguez , Ramsés H. Mena , Stephen G. Walker

Thanks to its great potential in reducing both computational cost and memory requirements, combining sketching and Krylov subspace techniques has attracted a lot of attention in the recent literature on projection methods for linear…

Numerical Analysis · Mathematics 2024-06-12 Davide Palitta , Marcel Schweitzer , Valeria Simoncini

As sketch research has collectively matured over time, its adaptation for at-mass commercialisation emerges on the immediate horizon. Despite an already mature research endeavour for photos, there is no research on the efficient inference…

Computer Vision and Pattern Recognition · Computer Science 2025-05-30 Aneeshan Sain , Subhajit Maity , Pinaki Nath Chowdhury , Subhadeep Koley , Ayan Kumar Bhunia , Yi-Zhe Song

Constrained stochastic nonlinear optimization problems have attracted significant attention for their ability to model complex real-world scenarios in physics, economics, and biology. As datasets continue to grow, online inference methods…

Machine Learning · Statistics 2025-05-27 Xinchen Du , Wanrong Zhu , Wei Biao Wu , Sen Na

We consider a sketched implementation of the finite element method for elliptic partial differential equations on high-dimensional models. Motivated by applications in real-time simulation and prediction we propose an algorithm that…

Numerical Analysis · Mathematics 2020-04-22 Robert Lung , Yue Wu , Dimitris Kamilis , Nick Polydorides

Bayesian computation of high dimensional linear regression models with a popular Gaussian scale mixture prior distribution using Markov Chain Monte Carlo (MCMC) or its variants can be extremely slow or completely prohibitive due to the…

Methodology · Statistics 2021-05-12 Rajarshi Guhaniyogi , Aaron Scheffler

In this work we provide a new technique to design fast approximation algorithms for graph problems where the points of the graph lie in a metric space. Specifically, we present a sampling approach for such metric graphs that, using a…

Data Structures and Algorithms · Computer Science 2018-07-26 Hossein Esfandiari , Michael Mitzenmacher

We introduce Density sketches (DS): a succinct online summary of the data distribution. DS can accurately estimate point wise probability density. Interestingly, DS also provides a capability to sample unseen novel data from the underlying…

Data Structures and Algorithms · Computer Science 2021-02-25 Aditya Desai , Benjamin Coleman , Anshumali Shrivastava

We introduce a new method for two-sample testing of high-dimensional linear regression coefficients without assuming that those coefficients are individually estimable. The procedure works by first projecting the matrices of covariates and…

Statistics Theory · Mathematics 2023-05-11 Fengnan Gao , Tengyao Wang

In distributed second order optimization, a standard strategy is to average many local estimates, each of which is based on a small sketch or batch of the data. However, the local estimates on each machine are typically biased, relative to…

Machine Learning · Computer Science 2020-07-06 Michał Dereziński , Burak Bartan , Mert Pilanci , Michael W. Mahoney

An outstanding open question posed by Guha and Indyk in 2006 asks to characterize metric spaces in which distances can be estimated using efficient sketches. Specifically, we say that a sketching algorithm is efficient if it achieves…

Data Structures and Algorithms · Computer Science 2017-02-16 Alexandr Andoni , Robert Krauthgamer , Ilya Razenshteyn

CountSketch is a popular dimensionality reduction technique that maps vectors to a lower dimension using randomized linear measurements. The sketch supports recovering $\ell_2$-heavy hitters of a vector (entries with $v[i]^2 \geq…

Data Structures and Algorithms · Computer Science 2022-03-01 Edith Cohen , Xin Lyu , Jelani Nelson , Tamás Sarlós , Moshe Shechner , Uri Stemmer

In this note we illustrate how common matrix approximation methods, such as random projection and random sampling, yield projection-cost-preserving sketches, as introduced in [FSS13, CEM+15]. A projection-cost-preserving sketch is a matrix…

Data Structures and Algorithms · Computer Science 2020-04-21 Cameron Musco , Christopher Musco

We investigate iterative methods with randomized preconditioners for solving overdetermined least-squares problems, where the preconditioners are based on a random embedding of the data matrix. We consider two distinct approaches: the…

Numerical Analysis · Mathematics 2021-04-15 Jonathan Lacotte , Mert Pilanci

We investigate the performance of entropy estimation methods, based either on block entropies or compression approaches, in the case of bidimensional sequences. We introduce a validation dataset made of images produced by a large number of…

Data Analysis, Statistics and Probability · Physics 2022-07-07 F. N. M. de Sousa Filho , V. G. Pereira de Sá , E. Brigatti

Dimensionality reduction via linear sketching is a powerful and widely used technique, but it is known to be vulnerable to adversarial inputs. We study the black-box adversarial setting, where a fixed, hidden sketching matrix $A \in R^{k…

Machine Learning · Computer Science 2025-09-23 Sara Ahmadian , Edith Cohen , Uri Stemmer
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