Sunday, December 28, 2014

Book: The Discrepancy Method by Bernard Chazelle

In a recent video presentation when Vikas Sindhwani talked about Random Embeddings, Matrix-valued Kernels and Deep Learning, he mentioned that instead of using purely random features we ought to be looking at Quasi-Monte Carlo series of numbers [1]. Sebastien Bubeck just hosted a blog post pn the subject entitled Beating Monte Carlo a guest post by Sasho Nikolov which linked to the pdf version of this book by Bernard Chazelle on the Discrepancy Method.

[1] Quasi-Monte Carlo Feature Maps for Shift-Invariant Kernels Jiyan Yang, Vikas Sindhwani, Haim Avron, Michael Mahoney

Join the CompressiveSensing subreddit or the Google+ Community and post there !
Liked this entry ? subscribe to Nuit Blanche's feed, there's more where that came from. You can also subscribe to Nuit Blanche by Email, explore the Big Picture in Compressive Sensing or the Matrix Factorization Jungle and join the conversations on compressive sensing, advanced matrix factorization and calibration issues on Linkedin.

No comments: