Results 1 to 10 of about 12,127 (168)
Linearly Convergent Randomized Iterative Methods for Computing the Pseudoinverse [PDF]
, 2016 28 pages, 10 figuresWe develop the first stochastic incremental method for calculating the Moore-Penrose pseu-doinverse of a real matrix. By leveraging three alternative characterizations of pseudoinverse matrices, we design three methods for calculating
Gower, Robert M., Richtárik, Peter
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Recovering Latent Signals from a Mixture of Measurements using a Gaussian Process Prior
, 2017 In sensing applications, sensors cannot always measure the latent quantity of interest at the required resolution, sometimes they can only acquire a blurred version of it due the sensor's transfer function. To recover latent signals when only noisy mixed
Guerrero, Pablo +3 more
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Lectures on Randomized Numerical Linear Algebra
, 2017 This chapter is based on lectures on Randomized Numerical Linear Algebra from the 2016 Park City Mathematics Institute summer school on The Mathematics of Data.Comment: To appear in the edited volume of lectures from the 2016 PCMI summer ...
Drineas, Petros, Mahoney, Michael W.
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MathematicsWe derive a double-optimal iterative algorithm (DOIA) in an m-degree matrix pencil Krylov subspace to solve a rectangular linear matrix equation. Expressing the iterative solution in a matrix pencil and using two optimization techniques, we determine the
Chein-Shan Liu +2 more
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Mean-field theory for the inverse Ising problem at low temperatures
, 2012 The large amounts of data from molecular biology and neuroscience have lead to a renewed interest in the inverse Ising problem: how to reconstruct parameters of the Ising model (couplings between spins and external fields) from a number of spin ...
Berg, Johannes, Nguyen, H. Chau
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On the Simulatability Condition in Key Generation Over a Non-authenticated Public Channel
, 2014 Simulatability condition is a fundamental concept in studying key generation over a non-authenticated public channel, in which Eve is active and can intercept, modify and falsify messages exchanged over the non-authenticated public channel.
Lai, Lifeng, Tu, Wenwen
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Computing generalized inverses using LU factorization of matrix product
, 2011 An algorithm for computing {2, 3}, {2, 4}, {1, 2, 3}, {1, 2, 4} -inverses and the Moore-Penrose inverse of a given rational matrix A is established. Classes A(2, 3)s and A(2, 4)s are characterized in terms of matrix products (R*A)+R* and T*(AT*)+, where ...
Ben-Israel A. +11 more
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Kalman Filtering with Unknown Noise Covariances [PDF]
, 2006 Since it is often difficult to identify the noise covariances for a Kalman filter, they are commonly considered design variables. If so, we can as well try to choose them so that the corresponding Kalman filter has some nice form.
Nilsson, Martin
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Confidence Intervals in High-Dimensional Regression Based on Regularized Pseudoinverses
, 2017 In modern data sets, the number of available variables can greatly exceed the number of observations. In this paper we show how valid confidence intervals can be constructed by approximating the inverse covariance matrix by a scaled Moore-Penrose ...
Boot, Tom, Nibbering, Didier
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Convergence analysis of a proximal Gauss-Newton method
, 2011 An extension of the Gauss-Newton algorithm is proposed to find local minimizers of penalized nonlinear least squares problems, under generalized Lipschitz assumptions.
Salzo, Saverio, Villa, Silvia
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