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This paper presents a time discretization of the robust exact filtering differentiator, a sliding mode differentiator coupled to filter, which provides a suitable approximation to the derivatives of some noisy signals. This proposal takes…

Systems and Control · Electrical Eng. & Systems 2020-08-25 J. E. Carvajal-Rubio , J. D. Sánchez-Torres , M. Defoort , A. G. Loukianov , M. Djemai

The matrix completion problem consists of finding or approximating a low-rank matrix based on a few samples of this matrix. We propose a new algorithm for matrix completion that minimizes the least-square distance on the sampling set over…

Optimization and Control · Mathematics 2012-09-19 Bart Vandereycken

Matrices are typically considered over fields or rings. Motivated by applications in parametric differential equations and data-driven modeling, we suggest to study matrices with entries from a Hilbert space and present an elementary theory…

Numerical Analysis · Mathematics 2025-05-09 Stanislav Budzinskiy

Low-rank matrix approximations are often used to help scale standard machine learning algorithms to large-scale problems. Recently, matrix coherence has been used to characterize the ability to extract global information from a subset of…

Machine Learning · Statistics 2010-09-07 Mehryar Mohri , Ameet Talwalkar

Low-rank approximation of a matrix by means of structured random sampling has been consistently efficient in its extensive empirical studies around the globe, but adequate formal support for this empirical phenomenon has been missing so…

Numerical Analysis · Mathematics 2016-07-21 Victor Pan , John Svadlenka , Liang Zhao

Due to the explosive growth of large-scale data sets, tensors have been a vital tool to analyze and process high-dimensional data. Different from the matrix case, tensor decomposition has been defined in various formats, which can be…

Optimization and Control · Mathematics 2023-12-27 Rachel Grotheer , Shuang Li , Anna Ma , Deanna Needell , Jing Qin

When solving partial differential equations (PDEs) using finite difference or finite element methods, efficient solvers are required for handling large sparse linear systems. In this paper, a recursive sparse LU decomposition for matrices…

Numerical Analysis · Mathematics 2024-08-27 Zhu Xuanru , Lai Jun

This paper is to analyze the approximation solution of a split variational inclusion problem in the framework of infinite dimensional Hilbert spaces. For this purpose, several inertial hybrid and shrinking projection algorithms are proposed…

Optimization and Control · Mathematics 2024-09-17 Zheng Zhou , Bing Tan , Songxiao Li

The numerical solution of partial differential equations on high-dimensional domains gives rise to computationally challenging linear systems. When using standard discretization techniques, the size of the linear system grows exponentially…

Numerical Analysis · Mathematics 2015-08-13 Daniel Kressner , Michael Steinlechner , Bart Vandereycken

Additive regression models have a long history in multivariate nonparametric regression. They provide a model in which each regression function depends only on a single explanatory variable allowing to obtain estimators at the optimal…

Methodology · Statistics 2015-09-16 Graciela Boente , Alejandra Martinez

The explicit split-operator algorithm is often used for solving the linear and nonlinear time-dependent Schr\"{o}dinger equations. However, when applied to certain nonlinear time-dependent Schr\"{o}dinger equations, this algorithm loses…

Chemical Physics · Physics 2024-09-26 Julien Roulet , Jiří Vaníček

A primary interest in dynamic inverse problems is to identify the underlying temporal behaviour of the system from outside measurements. In this work we consider the case, where the target can be represented by a decomposition of spatial…

Numerical Analysis · Mathematics 2020-06-09 Simon Arridge , Pascal Fernsel , Andreas Hauptmann

The theory of matrix splitting is a useful tool for finding solution of rectangular linear system of equations, iteratively. The purpose of this paper is two-fold. Firstly, we revisit theory of weak regular splittings for rectangular…

Numerical Analysis · Mathematics 2016-08-23 Debasisha Mishra

We extend our previous work on a semi-Lagrangian adaptive rank (SLAR) integrator, in the finite difference framework for nonlinear Vlasov-Poisson systems, to the general high-order tensor setting. The proposed scheme retains the high-order…

Numerical Analysis · Mathematics 2025-10-30 Nanyi Zheng , William A. Sands , Daniel Hayes , Andrew J. Christlieb , Jing-Mei Qiu

We introduce tensor numerical techniques for solving optimal control problems constrained by elliptic operators in $\mathbb{R}^d$, $d=2,3$, with variable coefficients, which can be represented in a low rank separable form. We construct a…

Numerical Analysis · Mathematics 2021-05-28 Boris N. Khoromskij , Britta Schmitt , Volker Schulz

Tensor completion refers to the task of estimating the missing data from an incomplete measurement or observation, which is a core problem frequently arising from the areas of big data analysis, computer vision, and network engineering. Due…

Machine Learning · Computer Science 2021-05-21 Chenjian Pan , Chen Ling , Hongjin He , Liqun Qi , Yanwei Xu

We construct several variational integrators--integrators based on a discrete variational principle--for systems with Lagrangians of the form L = L_A + epsilon L_B, with epsilon << 1, where L_A describes an integrable system. These…

Astrophysics · Physics 2009-01-25 Will M. Farr

This paper describes a flexible framework for generalized low-rank tensor estimation problems that includes many important instances arising from applications in computational imaging, genomics, and network analysis. The proposed estimator…

Statistics Theory · Mathematics 2021-02-08 Rungang Han , Rebecca Willett , Anru R. Zhang

This work deals with the numerical approximation of plasmas which are confined by the effect of a fast oscillating magnetic field (see \cite{Bostan2012}) in the Vlasov model. The presence of this magnetic field induces oscillations (in…

Numerical Analysis · Mathematics 2024-11-08 Megala Anandan , Benjamin Boutin , Nicolas Crouseilles

In this paper, we propose an algorithm for the construction of low-rank approximations of the inverse of an operator given in low-rank tensor format. The construction relies on an updated greedy algorithm for the minimization of a suitable…

Numerical Analysis · Mathematics 2017-05-11 Loic Giraldi , Anthony Nouy , Gregory Legrain