Search Results for author: Luke Yerbury

Found 1 papers, 0 papers with code

SALSA: Sequential Approximate Leverage-Score Algorithm with Application in Analyzing Big Time Series Data

no code implementations30 Dec 2023 Ali Eshragh, Luke Yerbury, Asef Nazari, Fred Roosta, Michael W. Mahoney

We demonstrate that, with high probability, the accuracy of SALSA's approximations is within $(1 + O({\varepsilon}))$ of the true leverage scores.

Time Series

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