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04/19/2023
Column Subset Selection and Nyström Approximation via Continuous Optimization
We propose a continuous optimization algorithm for the Column Subset Sel...
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05/05/2022
COMBSS: Best Subset Selection via Continuous Optimization
We consider the problem of best subset selection in linear regression, w...
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06/28/2021
Variance Reduction for Matrix Computations with Applications to Gaussian Processes
In addition to recent developments in computing speed and memory, method...
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07/03/2019