Randomized Sketching
Overview
Randomized sketching studies how to compress large vectors, matrices, or data streams while retaining the information needed for a particular computation. Common approaches include Gaussian and subspace embeddings, structured transforms such as randomized Hadamard matrices, hashing methods such as TensorSketch, and sketch-and-solve or iterative optimization algorithms. These techniques support faster regression, low-rank approximation, kernel methods, streaming summaries, quantization, and large-scale optimization. The field has strong guarantees for many settings, but a central challenge is balancing speed and memory savings against the preservation of task-relevant geometry, statistical accuracy, and robustness to data structure.
Latest papers
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