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Recursive adaptive filtering methods are often used for solving the problem of simultaneous state and parameters estimation arising in many areas of research. The gradient-based schemes for adaptive Kalman filtering (KF) require the…

Systems and Control · Computer Science 2017-09-12 Julia V. Tsyganova , Maria V. Kulikova

We describe a numerical scheme for evaluating the posterior moments of Bayesian linear regression models with partial pooling of the coefficients. The principal analytical tool of the evaluation is a change of basis from coefficient space…

Computation · Statistics 2021-10-01 Philip Greengard , Andrew Gelman , Aki Vehtari

This paper aims to develop a simple procedure to reduce and control the condition number of random matrices, and investigate the effect on the persistent homology (PH) of point clouds of well- and ill-conditioned matrices. For a square…

Algebraic Topology · Mathematics 2023-02-23 Jehan Ghafuri , Sabah Jassim

This paper aims at a better understanding of matrix factorization (MF), factorization machines (FM), and their combination with deep algorithms' application in recommendation systems. Specifically, this paper will focus on Singular Value…

Information Retrieval · Computer Science 2022-03-22 Yuefeng Zhang

We demonstrate a novel technique to obtain singular-value decomposition (SVD) of the coupled-cluster triple excitations amplitudes, $t_{ijk}^{abc}$. The presented method is based on the Golub-Kahan bidiagonalisation strategy and does not…

Chemical Physics · Physics 2019-05-03 Michal Lesiuk

To analyze the abundance of multidimensional data, tensor-based frameworks have been developed. Traditionally, the matrix singular value decomposition (SVD) is used to extract the most dominant features from a matrix containing the…

Machine Learning · Computer Science 2021-11-02 Katherine Keegan , Tanvi Vishwanath , Yihua Xu

Inverse problems are key issues in several scientific areas, including signal processing and medical imaging. Since inverse problems typically suffer from instability with respect to data perturbations, a variety of regularization…

Numerical Analysis · Mathematics 2024-02-27 Andrea Ebner , Markus Haltmeier

A classical problem in matrix computations is the efficient and reliable approximation of a given matrix by a matrix of lower rank. The truncated singular value decomposition (SVD) is known to provide the best such approximation for any…

Numerical Analysis · Mathematics 2014-08-12 Ming Gu

We propose a method for adaptive nonlinear sequential modeling of vector-time series data. Data is modeled as a nonlinear function of past values corrupted by noise, and the underlying non-linear function is assumed to be approximately…

Methodology · Statistics 2017-10-11 Qiuyi Han , Jie Ding , Edoardo Airoldi , Vahid Tarokh

We present a generalisation of the pseudoinverse operation to pairs of matrices, as opposed to single matrices alone. We note the fact that the Singular Value Decomposition can be used to compute the ordinary Moore-Penrose pseudoinverse. We…

Rings and Algebras · Mathematics 2021-12-07 Ran Gutin

The development of the manufacturing systems has made it increasingly necessary to monitor the data generated by multiple interconnected subsystems with rapid incoming of samples. Based on incremental Singular Value Decomposition (ISVD), we…

Systems and Control · Electrical Eng. & Systems 2023-10-23 Xinmiao Luan , Qing Zou , Jian Li , Andi Wang

In this paper, we address the well-known challenge in the numerical solution of time-fractional partial differential equations (TFPDEs), namely, that the dependence on all previous time levels leads to storage requirements that grow…

Numerical Analysis · Mathematics 2026-04-23 Jichun Li , Yangpeng Zhang , Yangwen Zhang

Storing data is particularly a challenge when dealing with image data which often involves large file sizes due to the high resolution and complexity of images. Efficient image compression algorithms are crucial to better manage data…

Computer Vision and Pattern Recognition · Computer Science 2024-06-10 Zahra Golpayegani , Nizar Bouguila

For the computation of the generalized singular value decomposition (GSVD) of a large matrix pair $(A,B)$ of full column rank, the GSVD is commonly formulated as two mathematically equivalent generalized eigenvalue problems, so that a…

Numerical Analysis · Mathematics 2021-04-13 Jinzhi Huang , Zhongxiao Jia

language identification (LID) is identifing a language in a given spoken utterance. Language segmentation is equally inportant as language identification where language boundaries can be spotted in a multi language utterance. In this paper,…

Audio and Speech Processing · Electrical Eng. & Systems 2020-05-19 Anirban Bhowmick , Astik Biswas

In this paper, we propose a new sampling strategy for hyperspectral signals that is based on dictionary learning and singular value decomposition (SVD). Specifically, we first learn a sparsifying dictionary from training spectral data using…

Computer Vision and Pattern Recognition · Computer Science 2015-12-04 Mingrui Yang , Frank de Hoog , Yuqi Fan , Wen Hu

Dynamic mode decomposition (DMD), which the family of singular-value decompositions (SVD), is a popular tool of data-driven regression. While multiple numerical tests demonstrated the power and efficiency of DMD in representing data (i.e.,…

Numerical Analysis · Mathematics 2019-05-07 Hannah Lu , Daniel M. Tartakovsky

The need to compute the intersections between a line and a high-order curve or surface arises in a large number of finite element applications. Such intersection problems are easy to formulate but hard to solve robustly. We introduce a…

Numerical Analysis · Mathematics 2020-11-09 Xiao Xiao , Laurent Buse , Fehmi Cirak

This is a further development of Vision Transformer Pruning via matrix decomposition. The purpose of the Vision Transformer Pruning is to prune the dimension of the linear projection of the dataset by learning their associated importance…

Computer Vision and Pattern Recognition · Computer Science 2023-08-22 Tianyi Sun

In this work, we present a mixed precision algorithm that leverages the Gram matrix and Jacobi methods to compute the singular value decomposition (SVD) of tall-and-skinny matrices. By constructing the Gram matrix in higher precision and…

Numerical Analysis · Mathematics 2026-03-13 Erin Carson , Yuxin Ma , Meiyue Shao
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