Related papers: A fast alternating projection method for complex f…
We consider the problem of approximating an affinely structured matrix, for example a Hankel matrix, by a low-rank matrix with the same structure. This problem occurs in system identification, signal processing and computer algebra, among…
The numerical properties of algorithms for finding the intersection of sets depend to some extent on the regularity of the sets, but even more importantly on the regularity of the intersection. The alternating projection algorithm of von…
The Method of Alternating Projections (MAP), a classical algorithm for solving feasibility prob- lems, has recently been intensely studied for nonconvex sets. However, intrinsically available are only local convergence results: convergence…
Equilibrium measures are special invariant measures of chaotic dynamical systems and iterated function systems, commonly studied as salient examples of fractal measures. While useful analytic expressions are rare, computational exploration…
We consider the problem of estimation of a low-rank matrix from a limited number of noisy rank-one projections. In particular, we propose two fast, non-convex \emph{proper} algorithms for matrix recovery and support them with rigorous…
We establish linear convergence rates for a certain class of extrapolated fixed point algorithms which are based on dynamic string-averaging methods in a real Hilbert space. This applies, in particular, to the extrapolated simultaneous and…
We propose an iterative solution method for the 3D high-frequency Helmholtz equation that exploits a contour integral formulation of spectral projectors. In this framework, the solution in certain invariant subspaces is approximated by…
In the context of the graph matching problem we propose a novel method for projecting a matrix $Q$, which may be a doubly stochastic matrix, to a permutation matrix $P.$ We observe that there is an intuitve mapping, depending on a given…
We consider the problem of signal estimation in generalized linear models defined via rotationally invariant design matrices. Since these matrices can have an arbitrary spectral distribution, this model is well suited for capturing complex…
We present two related techniques to measure the two-point correlation function and the power spectrum with edge correction in any spatial dimensions. The underlying algorithm uses fast Fourier transforms for calculating the two-point…
In this paper, we consider the problem of minimizing a smooth objective over multiple rank constraints on Hankel-structured matrices. This kind of problems arises in system identification, system theory and signal processing, where the rank…
The evaluation of a matrix exponential function is a classic problem of computational linear algebra. Many different methods have been employed for its numerical evaluation [Moler C and van Loan C 1978 SIAM Review 20 4], none of which…
Estimating the diagonal entries of a matrix, that is not directly accessible but only available as a linear operator in the form of a computer routine, is a common necessity in many computational applications, especially in image…
A simple method is proposed to estimate the instantaneous correlations between state variables in a hybrid system from the empirical correlations between observable market quantities such as spot rate, stock price and implied volatility.…
When approximating elliptic problems by using specialized approximation techniques, we obtain large structured matrices whose analysis provides information on the stability of the method. Here we provide spectral and norm estimates for…
A fast full-wave simulation technique is presented for the analysis of large irregular planar arrays of identical 3-D metallic antennas. The solution method relies on the Macro Basis Functions (MBF) approach and an interpolatory technique…
Matching is one of the simplest approaches for estimating causal effects from observational data. Matching techniques compare the observed outcomes across pairs of individuals with similar covariate values but different treatment statuses…
We are concerned with the reconstruction of a sound-soft obstacle using far field measurements of the scattered waves associated with incident plane waves sent from one direction but at multiple frequencies. We define, for each frequency,…
We propose in this paper a proximal and contraction method for solving a convex mixed variational inequality problem in a real Hilbert space. To accelerate the convergence of our proposed method, we incorporate an inertial extrapolation…
This paper studies two structured approximation problems: (1) Recovering a corrupted low-rank Toeplitz matrix and (2) recovering the range of a Fourier matrix from a single observation. Both problems are computationally challenging because…