A simple filter for detecting low-rank submatrices

Research output: Contribution to journalArticlepeer-review

Abstract

We present a simple algorithm for detecting low-rank submatrices from within a much larger matrix. This algorithm relies on a basic geometric property of high-dimensional space: random 2-d projections of eccentric gaussian distributions are typically concentrated in opposite quadrants of the plane.

Original languageEnglish (US)
Pages (from-to)2682-2690
Number of pages9
JournalJournal of Computational Physics
Volume231
Issue number7
DOIs
StatePublished - Apr 1 2012

Keywords

  • Biclustering
  • Random projection

ASJC Scopus subject areas

  • Numerical Analysis
  • Modeling and Simulation
  • Physics and Astronomy (miscellaneous)
  • Physics and Astronomy(all)
  • Computer Science Applications
  • Computational Mathematics
  • Applied Mathematics

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