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Anomaly detection in smart power grids is a critical challenge due to the complexity, heterogeneity, and dynamic nature of sensor data streams. Existing one-class classification methods, particularly Subspace Support Vector Data Description…

Machine Learning · Computer Science 2026-04-24 Thomas Debelle , Fahad Sohrab , Pekka Abrahamsson , Moncef Gabbouj

In the Density Matrix Renormalization Group (DMRG), multiple states must be included in the density matrix when properties beyond ground state are needed, including temperature dependence, time evolution, and frequency-resolved response…

Strongly Correlated Electrons · Physics 2019-02-27 E. F. D'Azevedo , W. R. Elwasif , N. D. Patel , G. Alvarez

The singular value decomposition (SVD) is a popular matrix factorization that has been used widely in applications ever since an efficient algorithm for its computation was developed in the 1970s. In recent years, the SVD has become even…

Numerical Analysis · Mathematics 2012-03-13 Carla D. Martin , Mason A. Porter

With the first year of data taking at the LHC by the experiments, unfolding methods for measured spectra are reconsidered with much interest. Here, we present a novel ROOT-based implementation of the Singular Value Decomposition approach to…

Data Analysis, Statistics and Probability · Physics 2011-12-13 Kerstin Tackmann , Andreas Hoecker

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 article studies the problem of decentralized Singular Value Decomposition (d-SVD), which is fundamental in various signal processing applications. Two scenarios are considered depending on the availability of the data matrix under…

Signal Processing · Electrical Eng. & Systems 2025-01-10 Yufan Fan , Marius Pesavento

Singular-value statistics (SVS) has been recently presented as a random matrix theory tool able to properly characterize non-Hermitian random matrix ensembles [PRX Quantum {\bf 4}, 040312 (2023)]. Here, we perform a numerical study of the…

Applications · Statistics 2024-04-30 J. A. Mendez-Bermudez , R. Aguilar-Sanchez

High throughput biomedical measurements normally capture multiple overlaid biologically relevant signals and often also signals representing different types of technical artefacts like e.g. batch effects. Signal identification and…

Applications · Statistics 2017-10-24 Rasmus Henningsson , Magnus Fontes

Identifying influential nodes and edges in directed networks remains a fundamental challenge across domains from social influence to biological regulation. Most existing centrality measures face a critical limitation: they either discard…

Social and Information Networks · Computer Science 2026-02-18 Jorge Luiz Franco , Thomas Peron , Alcebiades Dal Col , Fabiano Petronetto , Filipe Alves Neto Verri , Eric K. Tokuda , Luiz Gustavo Nonato

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…

Machine Learning · Statistics 2019-12-02 Ali Basirat

It has been observed that an interesting class of non-Gaussian stationary processes is obtained when in the harmonics of a signal with random amplitudes and phases, frequencies can also vary randomly. In the resulting models, the…

Probability · Mathematics 2019-11-19 Anastassia Baxevani , Krzysztof Podgórski

Consider an $n \times p$ data matrix $X$ whose rows are independently sampled from a population with covariance $\Sigma$. When $n,p$ are both large, the eigenvalues of the sample covariance matrix are substantially different from those of…

Numerical Analysis · Mathematics 2017-10-03 Edgar Dobriban

The Singular Value Decomposition is a matrix decomposition technique widely used in the analysis of multivariate data, such as complex space-time images obtained in both physical and biological systems. In this paper, we examine the…

Statistical Mechanics · Physics 2009-09-25 A. M. Sengupta , P. P. Mitra

Orthonormality is the foundation of matrix decomposition. For example, Singular Value Decomposition (SVD) implements the compression by factoring a matrix with orthonormal parts and is pervasively utilized in various fields. Orthonormality,…

Data Structures and Algorithms · Computer Science 2021-12-08 Huiwen Wang , Yanwen Zhang , Jichang Zhao

The study of chaos and complexity in non-Hermitian quantum systems poses significant challenges due to the emergence of complex eigenvalues in their spectra. Recently, the singular value decomposition (SVD) method was proposed to address…

High Energy Physics - Theory · Physics 2025-05-26 Matteo Baggioli , Kyoung-Bum Huh , Hyun-Sik Jeong , Xuhao Jiang , Keun-Young Kim , Juan F. Pedraza

Filtering based on Singular Value Decomposition (SVD) provides substantial separation of clutter, flow and noise in high frame rate ultrasound flow imaging. The use of SVD as a clutter filter has greatly improved techniques such as vector…

The dynamic mode decomposition (DMD) is a data-driven approach that extracts the dominant features from spatiotemporal data. In this work, we introduce sparse-mode DMD, a new variant of the optimized DMD framework that specifically…

Machine Learning · Statistics 2025-07-29 Sara M. Ichinaga , Steven L. Brunton , Aleksandr Y. Aravkin , J. Nathan Kutz

Time-series forecasting often faces challenges due to data volatility, which can lead to inaccurate predictions. Variational Mode Decomposition (VMD) has emerged as a promising technique to mitigate volatility by decomposing data into…

Machine Learning · Computer Science 2024-09-05 Hafizh Raihan Kurnia Putra , Novanto Yudistira , Tirana Noor Fatyanosa

When the amount of entanglement in a quantum system is limited, the relevant dynamics of the system is restricted to a very small part of the state space. When restricted to this subspace the description of the system becomes efficient in…

Quantum Physics · Physics 2015-06-17 D. Tamascelli , R. Rosenbach , M. B. Plenio

Low-rank regularization-based deep unrolling networks have achieved remarkable success in various inverse imaging problems (IIPs). However, the singular value decomposition (SVD) is non-differentiable when duplicated singular values occur,…

Numerical Analysis · Mathematics 2024-11-22 Yinghao Zhang , Yue Hu