New paper out with Chris Camaño, Raphael Meyer, and Joel Tropp re-examining sketching algorithms! Included: subspace injections as an alternative to subspace embeddings, the theory and practice of sparse sketching, tensor sketching, and much more! arxiv.org/abs/2508.21189
arxiv.org
Faster Linear Algebra Algorithms with Structured Random Matrices
To achieve the greatest possible speed, practitioners regularly implement randomized algorithms for low-rank approximation and least-squares regression with structured dimension reduction maps. Despit...
![Gaussian integration by parts. Let z be a standard Gaussian random variable. Then E[zf(z)] = E[f'(z)].](https://cdn.bsky.app/img/feed_thumbnail/plain/did:plc:choq7wzmsf7n3t6drq3ys27h/bafkreies7hqoujoycvwectbrxkkx4hzkpc6use4tngnlrtwxn7duh6k44y)
