A simple filter for detecting low-rank submatrices

Aaditya V. Rangan

doi:10.1016/j.jcp.2011.12.032

A simple filter for detecting low-rank submatrices

Aaditya V. Rangan

Mathematics

Research output: Contribution to journal › Article › peer-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 language	English (US)
Pages (from-to)	2682-2690
Number of pages	9
Journal	Journal of Computational Physics
Volume	231
Issue number	7
DOIs	https://doi.org/10.1016/j.jcp.2011.12.032
State	Published - Apr 1 2012

Keywords

Biclustering
Random projection

ASJC Scopus subject areas

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

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10.1016/j.jcp.2011.12.032

Cite this

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A simple filter for detecting low-rank submatrices

Abstract

Keywords

ASJC Scopus subject areas

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