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 Sep 24 awarded Autobiographer Jul 2 awarded Curious Feb 2 awarded Popular Question Mar 6 awarded Popular Question Apr 6 revised conjugate function for matrix mixed norm added 1 characters in body; edited body Apr 3 asked conjugate function for matrix mixed norm Mar 29 comment Projected gradient descent for non-convex optimization problems Thanks Brian for the comments! Mar 27 asked Projected gradient descent for non-convex optimization problems Jan 7 comment smooth approximation of the hinge loss function Sorry about the link. The paper can be viewed here: cs.uiuc.edu/homes/afarhad2/index_files/scene_discovery.pdf. Actually, I found the proper coefficients for the order 4 polynomial. The paper has a typo on page 5. Instead of $\frac{3}{2}x$ it should be $\frac{1}{2}x$. The link for the smooth quadratic hinge function was a great help. Thanks Suvrit. Jan 7 asked smooth approximation of the hinge loss function Dec 27 comment Statistical estimation of singular values and vectors @ J.M.: The matrix is an error matrix that varies in a complex way. There is dependence on other variables, so I can't model how the variation goes. I can say that the change is small, so can you refer me to the SVD update algorithms you had in mind? Thanks Dec 27 comment Statistical estimation of singular values and vectors @ J.M.: The randomization techniques I referred to show that they are more efficient than the SVD power algorithm mentioned in the papers you suggested. Dec 27 comment Statistical estimation of singular values and vectors Let me rephrase the question. Given an mxn matrix A, I need to compute the largest k singular values and vectors (U, $\Sigma$ and V). Are there any available randomized techniques that can estimate these values and vectors, whose computational complexity is better than the deterministic technique of SVD? I found this paper: cims.nyu.edu/~tygert/randsurvey.pdf. It shows 2 algorithms that can estimate the SVD but indirectly. It does so by first performing a randomized interpolative decomposition (ID). Does anyone know of a randomized technique that estimates SVD directly? Dec 27 asked Statistical estimation of singular values and vectors Oct 15 awarded Editor Oct 15 comment Maximum average value within a rectangular bounding box i updated the question, so any extra comments would be appreciated. Thanks! Oct 15 comment Maximum average value within a rectangular bounding box i updated the question, so any extra comments would be appreciated. Thanks! Oct 15 revised Maximum average value within a rectangular bounding box added 495 characters in body Oct 14 awarded Student Oct 14 asked Maximum average value within a rectangular bounding box