Related papers: The functional singular value decomposition for bi…
We extend the randomized singular value decomposition (SVD) algorithm \citep{Halko2011finding} to estimate the SVD of a shifted data matrix without explicitly constructing the matrix in the memory. With no loss in the accuracy of the…
Dealing with zero singular values can be quite challenging, as they have the potential to cause numerous numerical difficulties. This paper presents a method for computing the singular value decomposition (SVD) of a nonnegative bidiagonal…
In high-dimensional data processing and data analysis related to dual quaternion statistics, generalized singular value decomposition (GSVD) of a dual quaternion matrix pair is an essential numerical linear algebra tool for an elegant…
Multi-sensor data that track system operating behaviors are widely available nowadays from various engineering systems. Measurements from each sensor over time form a curve and can be viewed as functional data. Clustering of these…
Smoothing of noisy sample covariances is an important component in functional data analysis. We propose a novel covariance smoothing method based on penalized splines and associated software. The proposed method is a bivariate spline…
Linear transformation techniques such as singular value decomposition (SVD) have been used widely to gain insight into the qualitative dynamics of data generated by dynamical systems. There have been several reports in the past that had…
This chapter describes gene expression analysis by Singular Value Decomposition (SVD), emphasizing initial characterization of the data. We describe SVD methods for visualization of gene expression data, representation of the data using a…
Functional Principal Component Analysis (FPCA) has become a widely-used dimension reduction tool for functional data analysis. When additional covariates are available, existing FPCA models integrate them either in the mean function or in…
Singular-Value Decomposition (SVD) is a ubiquitous data analysis method in engineering, science, and statistics. Singular-value estimation, in particular, is of critical importance in an array of engineering applications, such as channel…
A Cross-Product Free (CPF) Jacobi-Davidson (JD) type method is proposed to compute a partial generalized singular value decomposition (GSVD) of a large regular matrix pair $(A,B)$. It implicitly solves the mathematically equivalent…
Recently, the singular value decomposition (SVD) was applied to standard Gaussian ensembles of Random Matrix Theory (RMT) to determine the scale invariance in the spectral fluctuations without performing any unfolding procedure. Here, SVD…
The semiparametric factor model serves as a vital tool to describe the dependence patterns in the data. It recognizes that the common features observed in the data are actually explained by functions of specific exogenous variables.Unlike…
Signal decomposition (SD) approaches aim to decompose non-stationary signals into their constituent amplitude- and frequency-modulated components. This represents an important preprocessing step in many practical signal processing…
Singular value decomposition (SVD) is a widely used technique for dimensionality reduction and computation of basis vectors. In many applications, especially in fluid mechanics and image processing the matrices are dense, but low-rank…
This paper discusses clustering and latent semantic indexing (LSI) aspects of the singular value decomposition (SVD). The purpose of this paper is twofold. The first is to give an explanation on how and why the singular vectors can be used…
Effective data partitioning is known to be crucial in machine learning. Traditional cross-validation methods like K-Fold Cross-Validation (KFCV) enhance model robustness but often compromise generalisation assessment due to high…
In this paper, some new results on the distribution of the generalized singular value decomposition (GSVD) are presented.
This thesis gives an overview of the state-of-the-art randomized linear algebra algorithms for singular value decomposition (SVD), including the presentation of existing pseudo-codes and theoretical error analysis. Our main focus is on…
In many applications, the variables that characterize a stochastic system are measured along a second dimension, such as time. This results in multivariate functional data and the interest is in describing the statistical dependences among…
Distributions measured in high energy physics experiments are usually distorted and/or transformed by various detector effects. A regularization method for unfolding these distributions is re-formulated in terms of the Singular Value…