Linear Discriminant Analysis (LDA) is a popular statistical approach for dimensionality reduction. LDA captures the global geometric structure of the data by simultaneously maximi...
This paper investigates the adequacy of various principal components (p.c.) approaches as data reduction schemes for processing contingent claim valuations on baskets of equities....
Recent years have witnessed a dramatic increase in the quantity of image data collected, due to advances in fields such as medical imaging, reconnaissance, surveillance, astronomy...
A dimension reduction method called Discrete Empirical Interpolation (DEIM) is proposed and shown to dramatically reduce the computational complexity of the popular Proper Orthogo...
We show how carefully crafted random matrices can achieve distance-preserving dimensionality reduction, accelerate spectral computations, and reduce the sample complexity of certai...