A note on element-wise matrix sparsification via a matrix-valued Bernstein inequality
نویسندگان
چکیده
منابع مشابه
A note on element-wise matrix sparsification via a matrix-valued Bernstein inequality
Given a matrix A ∈ R, we present a simple, element-wise sparsification algorithm that zeroes out all sufficiently small elements of A and then retains some of the remaining elements with probabilities proportional to the square of their magnitudes. We analyze the approximation accuracy of the proposed algorithm using a recent, elegant non-commutative Bernstein inequality, and compare our bounds...
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ژورنال
عنوان ژورنال: Information Processing Letters
سال: 2011
ISSN: 0020-0190
DOI: 10.1016/j.ipl.2011.01.010