Randomized Nyström Approximation for Low-Rank Approximation of Non-Negative Self-Adjoint Operators

This paper presents an infinite-dimensional extension of the randomized Nyström approximation to compute low-rank approximations of non-negative self-adjoint trace-class operators. The analysis yields bounds on the expected value and tail bounds for the Nyström approximation error in the operator, trace, and Hilbert-Schmidt norms.