On randomized sketching algorithms and the Tracy-Widom law

Ahfock, D; Astle, WJ; Richardson, S

Ahfock, D (通讯作者),Univ Cambridge, MRC Biostat Unit, Cambridge, England.

STATISTICS AND COMPUTING, 2023; 33 (1):

Abstract

There is an increasing body of work exploring the integration of random projection into algorithms for numerical linear algebra. The primary motivatio......

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