Related papers: Using the singular value decomposition to extract …
The high-order relations between the content in social media sharing platforms are frequently modeled by a hypergraph. Either hypergraph Laplacian matrix or the adjacency matrix is a big matrix. Randomized algorithms are used for low-rank…
An efficient, accurate and reliable approximation of a matrix by one of lower rank is a fundamental task in numerical linear algebra and signal processing applications. In this paper, we introduce a new matrix decomposition approach termed…
In this paper, we show that the SVD of a matrix can be constructed efficiently in a hierarchical approach. Our algorithm is proven to recover the singular values and left singular vectors if the rank of the input matrix $A$ is known.…
Detrended fluctuation analysis (DFA) has been proposed as a robust technique to determine possible long-range correlations in power-law processes [1]. However, recent studies have reported the susceptibility of DFA to trends [2] which give…
The truncated singular value decomposition (SVD) of the measurement matrix is the optimal solution to the_representation_ problem of how to best approximate a noisy measurement matrix using a low-rank matrix. Here, we consider the…
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…
This paper presents a new method capable of reconstructing datasets with great precision and very low computational cost using a novel variant of the singular value decomposition (SVD) algorithm that has been named low-cost SVD (lcSVD).…
In this paper, we introduce the applications of third-order reduced biquaternion tensors in color video processing. We first develop algorithms for computing the singular value decomposition (SVD) of a third-order reduced biquaternion…
Tensor decompositions have rich applications in statistics and machine learning, and developing efficient, accurate algorithms for the problem has received much attention recently. Here, we present a new method built on Kruskal's uniqueness…
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…
Trajectory data, including time series and longitudinal measurements, are increasingly common in health-related domains such as biomedical research and epidemiology. Real-world trajectory data frequently exhibit heterogeneity across…
We report on calculations of smoothed spectral correlations in the two-dimensional Anderson model for weak disorder. As pointed out in (M. Wilkinson, J. Phys. A: Math. Gen. 21, 1173 (1988)), an analysis of the smoothing dependence of the…
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…
Support Vector Machines (SVMs) are an important tool for performing classification on scattered data, where one usually has to deal with many data points in high-dimensional spaces. We propose solving SVMs in primal form using feature maps…
In comparing the behavior of an energy spectrum to the predictions of random matrix theory one must transform the spectrum such that the averaged level spacing is constant, a procedure known as unfolding. Once energy spectrums belong to an…
Recently, a Monte Carlo method has been presented which allows for the form-free retrieval of size distributions from isotropic scattering patterns, complete with uncertainty estimates linked to the data quality. Here, we present an…
Engineering simulations are usually based on complex, grid-based, or mesh-free methods for solving partial differential equations. The results of these methods cover large fields of physical quantities at very many discrete spatial…
We introduce generalisations of von Neumann entanglement entropy that are invariant with respect to certain scale transformations. These constructions are based on the Unit-Invariant Singular Value Decomposition (UISVD) in its left-,…
This work examines under what circumstances adaptivity for truncated SVD estimation can be achieved by an early stopping rule based on the smoothed residuals $ \| ( A A^{\top} )^{\alpha / 2} ( Y - A \hat{\mu}^{( m )}) \|^{2} $. Lower and…
The eigenvalue decomposition (EVD) parameters of the second order statistics are ubiquitous in statistical analysis and signal processing. Notably, the EVD of robust scatter $M$-estimators is a popular choice to perform robust probabilistic…