Randomized matrix computations: Themes and variations A. Kireeva and J. A. TroppCaltech CMS Lecture Notes 2023-02July 2023. To appear in CIME Lecture Notes series
Randomized numerical linear algebra: Foundations and algorithms P.-G. Martinsson and J. A. TroppActa NumericaVol. 29, pp. 403–572, Cambridge Univ. Press, 2020
Concentration of the intrinsic volumes of a convex body M. Lotz, M. B. McCoy, I. Nourdin, G. Peccati, and J. A. TroppGeometric Aspects of Functional Analysis (GAFA), Israel Seminar 2017–2019, Vol. IILecture Notes in Mathematics, Vol. 2255, pp. 139–167, Springer, 2020
The expected norm of a sum of independent random matrices: An elementary approach J. A. TroppHigh-Dimensional Probability VII: The Cargèse VolumeProgress in Probability, Vol. 71, pp. 173–202, Birkhäuser, 2016
Convex recovery of a structured signal from independent random linear measurements J. A. TroppSampling Theory, a Renaissancepp. 67–101, Birkhäuser, 2015
“A mathematical introduction to compressive sampling” by Simon Foucart and Holger Rauhut J. A. TroppBull. Amer. Math. Soc.Vol. 54, num. 1, pp. 151–165, 2017
Randomly pivoted Cholesky: Practical approximation of a kernel matrix with few entry evaluations Y. Chen, E. N. Epperly, J. A. Tropp, and R. J. WebberComm. Pure Appl. Math.Vol. 78, num. 5, pp. 995-1041, May 2025
Fast & accurate randomized algorithms for linear systems and eigenvalue problems Y. Nakatsukasa and J. A. TroppSIAM J. Matrix Anal. Appl.Vol. 45, num. 2, pp. 1183-1214, 2024
Sparse random Hamiltonians are quantumly easy C.-F. Chen, A. M. Dalzell, M. Berta, F. G. S. L. Brandão, and J. A. TroppPhys. Rev. X: QuantumVol. 14, num. 1, page 011014, Feb. 2024. Short plenary talk at QIP 2023, Feb. 2023QIP 2023, Best Student Paper Prize
XTrace: Making the most of every sample in stochastic trace estimation E. N. Epperly, J. A. Tropp, and R. J. WebberSIAM J. Matrix Anal. Appl.Vol. 45, num. 1, pp. 1-23, 2024
Efficient error and variance estimation for randomized matrix computations E. N. Epperly and J. A. TroppSIAM J. Sci. Comput.Vol. 46, num. 1, pp. A508-528, 2024
Learning to forecast dynamical systems from streaming data D. Giannakis, A. Henriksen, J. A. Tropp, and R. WardSIAM J. Applied Dynamical Sys.Vol. 22, num. 2, pp. 527–558, 2022
Inference of black hole fluid dynamics from sparse interferometric measurements A. Levis, D. Lee, J. A. Tropp, C. F. Gammie, and K. L. BoumanProc. IEEE Conf. Computer Vision (ICCV 2021)pp. 2340–2349, 2021
An optimal-storage approach to semidefinite programming using approximate complementarity L. Ding, A. Yurtsever, V. Cevher, J. A. Tropp, and M. UdellSIAM J. Optim.Vol. 31, num. 4, pp. 2695–2725, 2021INFORMS Optimization Society Student Paper Prize, 2019
Concentation for random product formulas C.-F. Chen, H.-Y. Huang, R. Kueng, and J. A. TroppPhys. Rev. X: QuantumVol. 2, num. 040305, Oct. 2021Oral presentation, TQC 2021
Binary component decomposition. Part I: The positive-semidefinite case R. Kueng and J. A. TroppSIAM J. Math. Data Sci.Vol. 3, num. 2, pp. 544–572, 2021
Scalable semidefinite programming A. Yurtsever, J. A. Tropp, O. Fercoq, M. Udell, and V. CevherSIAM J. Math. Data Sci.Vol. 3, num. 1, pp. 171–200, 2021
Low-rank Tucker approximation of a tensor from streaming data Y. Sun, Y. Guo, J. A. Tropp, and M. UdellSIAM J. Math. Data Sci.Vol. 2, num. 4, pp. 1123–1150, 2020
Streaming low-rank matrix approximation with an application to scientific simulation J. A. Tropp, A. Yurtsever, M. Udell, and V. CevherSIAM J. Sci. Comp.Vol. 41, num. 4, pp. A2430–A2463, 2019
Tensor random projection for low-memory dimension reduction Y. Sun, Y. Guo, J. A. Tropp, and M. UdellNeurIPS Workshop on Relational Representation Learning, 2018
Fixed-rank approximation of a positive-semidefinite matrix from streaming data J. A. Tropp, A. Yurtsever, M. Udell, and V. CevherAdv. Neural Information Processing Systems (NeurIPS)Vol. 30, 2017
Sketchy decisions: Convex low-rank matrix optimization with optimal storage A. Yurtsever, M. Udell, J. A. Tropp, and V. CevherProc. 20th Ann. Conf. Artificial Intelligence and Statistics (AISTATS)2017Oral presentation, top 5% of submissions
Practical sketching algorithms for low-rank matrix approximation J. A. Tropp, A. Yurtsever, M. Udell, and V. CevherSIAM J. Matrix Anal. Appl.Vol. 38, num. 4, pp. 1454–1485, 2017
Designing statistical estimators that balance sample size, risk, and computational cost J. J. Bruer, J. A. Tropp, V. Cevher, and S. J. BeckerIEEE J. Selected Topics Signal ProcessingVol. 9, num. 4, pp. 612–624, 2015
Solving ptychography with a convex relaxation R. Horstmeyer, R. Y. Chen, X. Ou, B. Ames, J. A. Tropp, and C. YangNew J. Phys.Vol. 17, article 053044, 2015
Robust computation of linear models by convex relaxation G. Lerman, M. B. McCoy, J. A. Tropp, and T. ZhangFound. Comput. Math.Vol. 15, num. 2, pp. 363–410, 2015
Time–data tradeoffs by aggressive smoothing J. J. Bruer, J. A. Tropp, V. Cevher, and S. J. BeckerAdv. Neural Information Processing Systems (NeurIPS)Vol. 27, 2014
Living on the edge: Phase transitions in convex programs with random data D. Amelunxen, M. Lotz, M. B. McCoy, and J. A. TroppInform. InferenceVol. 3, num. 3, pp. 224–294, 2014Inaugural IMA Information & Inference Best Paper Award, 2015
A low-order decomposition of turbulent channel flow via resolvent analysis and convex optimization R. Moarref, M. R. Jovanović, J. A. Tropp, A. S. Sharma, and B. J. McKeonPhys. FluidsVol. 26, article 051701, 2014
Matrix concentration inequalities via the method of exchangeable pairs L. Mackey, M. B. Jordan, R. Y. Chen, B. Farrell, and J. A. TroppAnn. Probab.Vol. 42, num. 3, pp. 906–945, 2014
Subadditivity of matrix φ-entropy and concentration of random matrices R. Y. Chen and J. A. TroppElectron. J. Probab.Vol. 19, article 27, pp. 1–30, 2014
Compact representation of wall-bounded turbulence using compressive sampling J.-L. Bourguignon, J. A. Tropp, A. S. Sharma, and B. J. McKeonPhys. FluidsVol. 26, article 015109, 2014
A foundation for analytical developments in the logarithmic region of turbulent channels R. Moarref, A. S. Sharma, J. A. Tropp, and B. J. McKeonAvailable from arXiv, 2014
Model-based scaling of the streamwise energy density in high-Reynolds-number turbulent channels R. Moarref, A. S. Sharma, J. A. Tropp, and B. J. McKeonJ. Fluid Mech.Vol. 734, pp. 275–316, 2013
Restricted isometries for partial random circulant matrices G. Pfander, H. Rauhut, and J. A. TroppProbab. Theory Related FieldsVol. 156, num. 3–4, pp. 707–737, 2013
Factoring nonnegative matrices with linear programs V. Bittorf, B. Recht, C. Ré, and J. A. TroppAdv. Neural Information Processing Systems (NeurIPS)Vol. 25, pp. 1223–1231, 2012
The masked sample covariance estimator: An analysis via matrix concentration inequalities R. Y. Chen, A. Gittens, and J. A. TroppInform. InferenceVol. 1, num. 1, pp. 2–20, 2012
Restricted isometries for partial random circulant matrices H. Rauhut, J. Romberg, and J. A. TroppAppl. Comput. Harmon. Anal.Vol. 32, num. 2, pp. 242–254, 2012
Finding structure with randomness: Probabilistic algorithms for constructing approximate matrix decompositions N. Halko, P.-G. Martinsson, and J. A. TroppSIAM Rev.Vol. 53, num. 2, pp. 217—288, 2011
Practical large-scale optimization for max-norm regularization J. Lee, B. Recht, R. Salkhutdinov, N. Srebro, and J. A. TroppAdv. Neural Information Processing Systems (NeurIPS)Vol. 23, pp. 1297–1305, 2010
Beyond Nyquist: Efficient sampling of sparse, bandlimited signals J. A. Tropp, J. N. Laska, M. F. Duarte, J. K. Romberg, and R. G. BaraniukIEEE Trans. Inform. TheoryVol. 56, num. 1, pp. 520—544, 2010
CoSaMP: Iterative signal recovery from incomplete and inaccurate samples D. Needell and J. A. TroppAppl. Comput. Harmon. Anal.Vol. 26, pp. 301–321, 2009Selected as the ScienceWatch fast-breaking paper in mathematics, Aug. 2010Selected for “Research Highlights” section of Communications of the ACM, Dec. 2010
Efficient sampling of sparse wideband analog signals M. Mishali, Y. C. Eldar, and J. A. Tropp2008 IEEE 25th Convention of Electrical and Electronics Engineers in Israelpp. 290–294Best student paper award
The metric nearness problem J. Brickell, I. S. Dhillon, S. Sra, and J. A. TroppSIAM J. Matrix Anal. Appl.Vol. 30, num. 1, pp. 375–396, 2008SIAM Outstanding Paper Prize, 2011
Constructing packings in Grassmannian manifolds via alternating projection I. S. Dhillon, R. W. Heath Jr., T. Strohmer, and J. A. TroppExper. Math.Vol. 17, num. 1, pp. 9–35, 2008
One sketch for all: Fast algorithms for compressed sensing A. C. Gilbert, M. J. Strauss, J. A. Tropp, and R. VershyninProc. 39th Ann. ACM Symp. Theory of Computing (STOC07)pp. 237--246, 2007
Signal recovery from random measurements via Orthogonal Matching Pursuit J. A. Tropp and A. C. GilbertIEEE Trans. Inform. TheoryVol. 53, num. 12, pp. 4655–4666, 2007
On the existence of equiangular tight frames M. Sustik, J. A. Tropp, I. S. Dhillon, and R. W. Heath Jr.Linear Algebra Appl.Vol. 426, num. 2–3, pp. 619–635, 2007
Algorithmic linear dimension reduction in the ℓ1 norm for sparse vectors A. C. Gilbert, M. J. Strauss, J. A. Tropp, and R. VershyninProc. 44th Ann. Allerton Conf. Communication, Control, and Computingpp. 1411–1418, 2006
Sparse approximation via iterative thresholding K. K. Herrity, A. C. Gilbert, and J. A. TroppProc. 2006 IEEE Intl. Conf. Acoustics Speech and Signal Processing (ICASSP)Vol. III, pp. 624–627, 2006
Row-action methods for compressed sensing S. Sra and J. A. TroppProc. 2006 IEEE Intl. Conf. Acoustics Speech and Signal Processing (ICASSP)Vol. III, pp. 868–871, 2006
Random filters for compressive sampling and reconstruction J. A. Tropp, M. B. Wakin, M. F. Duarte, D. Baron, and R. G. BaraniukProc. 2006 IEEE Intl. Conf. Acoustics Speech and Signal Processing (ICASSP)Vol. III, pp. 872–875, 2006
Algorithms for simultaneous sparse approximation. Part I: Greedy pursuit J. A. Tropp, A. C. Gilbert, and M. J. StraussSignal ProcessingVol. 86, num. 3, pp. 572–588, 2006EURASIP Best Paper Award in Signal Processing, 2009
Applications of sparse approximation in communications A. C. Gilbert and J. A. TroppProc. 2005 IEEE Intl. Symp. Information Theory (ISIT)pp. 1000–1004, 2005
Simultaneous sparse approximation via greedy pursuit J. A. Tropp, A. C. Gilbert, and M. J. StraussProc. 2005 IEEE Intl. Conf. Acoustics Speech and Signal Processing (ICASSP)Vol. V, pp. 721–724, 2005
Generalized finite algorithms for constructing Hermitian matrices with prescribed diagonal and spectrum I. S. Dhillon, R. W. Heath Jr., M. Sustik, and J. A. TroppSIAM J. Matrix Anal. Appl.Vol. 27, num. 1, pp. 61–71, 2005
Designing structured tight frames via alternating projection J. A. Tropp, I. S. Dhillon, R. W. Heath Jr., and T. StrohmerIEEE Trans. Inform. TheoryVol. 51, num. 1, pp. 188–209, 2005
Triangle fixing algorithms for the metric nearness problem I. S. Dhillon, S. Sra, and J. A. TroppAdv. Neural Information Processing Systems (NeurIPS)Vol. 17, 2004
Construction of equiangular signatures for synchronous CDMA systems R. W. Heath Jr., J. A. Tropp, I. S. Dhillon, and T. StrohmerProc. 8th IEEE Symp. Spread Spectrum Techniques and Applications (ISSSTA)pp. 708–712, 2004
Optimal CDMA signatures: A finite-step approach J. A. Tropp, I. S. Dhillon, and R. W. Heath Jr.Proc. 8th IEEE Symp. Spread Spectrum Techniques and Applications (ISSSTA)pp. 335–340, 2004
Finite-step algorithms for constructing optimal CDMA signature sequences J. A. Tropp, I. S. Dhillon, and R. W. Heath Jr.IEEE Trans. Inform. TheoryVol. 50, num. 11, pp. 2916–2921, 2004
CDMA signature sequences with low peak-to-average-power ratio via alternating projection J. A. Tropp, I. S. Dhillon, R. W. Heath Jr., and T. StrohmerProc. 37th Asilomar Conf. Signals, Systems, and ComputersVol. 1, pp. 475–479, 2003
Improved sparse approximation of quasiincoherent dictionaries J. A. Tropp, A. C. Gilbert, S. Muthukrishnan, and M. J. StraussProc. 2003 IEEE Intl. Conf. Image Processing (ICIP)Vol. 1, pp. 37–40, 2003
Optimal CDMA signature sequences, inverse eigenvalue problems, and alternating minimization J. A. Tropp, R. W. Heath Jr., and T. StrohmerProc. IEEE Intl. Symp. Information Theoryp. 407, 2003