Related papers: Analysis of stochastic Lanczos quadrature for spec…
A central challenge in machine learning is to understand how noise or measurement errors affect low-rank approximations, particularly in the spectral norm. This question is especially important in differentially private low-rank…
Approximating the $k$-th spectral gap $\Delta_k=|\lambda_k-\lambda_{k+1}|$ and the corresponding midpoint $\mu_k=\frac{\lambda_k+\lambda_{k+1}}{2}$ of an $N\times N$ Hermitian matrix with eigenvalues…
We obtain an expression for the error in the approximation of $f(A) \boldsymbol{b}$ and $\boldsymbol{b}^T f(A) \boldsymbol{b}$ with rational Krylov methods, where $A$ is a symmetric matrix, $\boldsymbol{b}$ is a vector and the function $f$…
Performance evaluations on the deterministic algorithms for 6-D problems are rarely found in literatures except some recent advances in the Vlasov and Boltzmann community [Dimarco et al. (2018), Kormann et al. (2019)], due to the extremely…
In this paper we introduce Farthest Sampling Segmentation (FSS), a new method for segmentation of triangulated surfaces, which consists of two fundamental steps: the computation of a submatrix $W^k$ of the affinity matrix $W$ and the…
The Scaled Boundary Finite Element Method (SBFEM) is a technique in which approximation spaces are constructed using a semi-analytical approach. They are based on partitions of the computational domain by polygonal/polyhedral subregions,…
The low rank approximation of matrices is a crucial component in many data mining applications today. A competitive algorithm for this class of problems is the randomized block Lanczos algorithm - an amalgamation of the traditional block…
Accurate localized wireless channel modeling is a cornerstone of cellular network optimization, enabling reliable prediction of network performance during parameter tuning. Localized statistical channel modeling (LSCM) is the…
This paper investigates the low-complex linear minimum mean squared error (LMMSE) channel estimation in an extra-large scale MIMO system with the spherical wave model (SWM). We model the extra-large scale MIMO channels using the SWM in the…
We propose a method based on sinc series approximations for computing the Rayleigh-Sommerfeld and Fresnel diffraction integrals of optics. The diffraction integrals are given in terms of a convolution, and our proposed numerical approach is…
We consider the empirical eigenvalue distribution of an $m\times m$ principle submatrix of an $n\times n$ random unitary matrix distributed according to Haar measure. Earlier work of Petz and R\'effy identified the limiting spectral measure…
Assessing the quality of parameter estimates for models describing the motion of single molecules in cellular environments is an important problem in fluorescence microscopy. We consider the fundamental data model, where molecules emit…
Recent research has focused on mitigating algorithmic bias in clustering by incorporating fairness constraints into algorithmic design. Notions such as disparate impact, community cohesion, and cost per population have been implemented to…
We provide a comparative study of the Subspace Projected Approximate Matrix method, abbreviated SPAM, which is a fairly recent iterative method to compute a few eigenvalues of a Hermitian matrix $A$. It falls in the category of inner-outer…
We present randomized algorithms for estimating the log-determinant of regularized symmetric positive semi-definite matrices. The algorithms access the matrix only through matrix vector products, and are based on the introduction of a…
We study locally self-similar processes (LSSPs) in Silverman's sense. By deriving the minimum mean-square optimal kernel within Cohen's class counterpart of time-frequency representations, we obtain an optimal estimation for the scale…
The spectral decomposition of a real skew-symmetric matrix $A$ can be mathematically transformed into a specific structured singular value decomposition (SVD) of $A$. Based on such equivalence, a skew-symmetric Lanczos bidiagonalization…
In Bayesian inference, the approximation of integrals of the form $\psi = \mathbb{E}_{F}{l(X)} = \int_{\chi} l(\mathbf{x}) d F(\mathbf{x})$ is a fundamental challenge. Such integrals are crucial for evidence estimation, which is important…
In this paper, we develop a novel framework to optimally design spectral estimators for phase retrieval given measurements realized from an arbitrary model. We begin by deconstructing spectral methods, and identify the fundamental…
The asymptotic behaviour of Linear Spectral Statistics (LSS) of the smoothed periodogram estimator of the spectral coherency matrix of a complex Gaussian high-dimensional time series $(\y_n)_{n \in \mathbb{Z}}$ with independent components…