Related papers: Lecture Notes on Support Preconditioning
Preconditioning for overdetermined least-squares problems has received comparatively little attention, and designing methods that are both effective and memory-efficient remains challenging. We propose a class of ILU-based preconditioners…
Data assimilation algorithms combine information from observations and prior model information to obtain the most likely state of a dynamical system. The linearised weak-constraint four-dimensional variational assimilation problem can be…
Despite the growing availability of large datasets, causal structure learning remains computationally prohibitive at scale. We revisit sparsest-permutation learning for linear structural equation models and show that exact Cholesky…
In these two lectures, delivered at the XXXVII Karpacz Winter School, February 2001, I review some applications of superspace in various topics related to string theory and M-theory. The first lecture is mainly devoted to descriptions of…
These are the commentaries for a volume of reprints of my selected papers with commentaries that I am preparing for publication by World Scientific. Contents: Preface; (1)Early Years, and Condensed Matter Physics; (2) High Energy Neutrino…
These Lecture Notes are devoted to an introductory description of some of the most widely applied statistical methods for the analysis of the Large-Scale Structure (LSS) of the Universe. Rather than providing technical details about the…
Dynamical systems are typically governed by a set of linear/nonlinear differential equations. Distilling the analytical form of these equations from very limited data remains intractable in many disciplines such as physics, biology, climate…
We propose a geometry-aware strategy for training neural preconditioners tailored to parametrized linear systems arising from the discretization of mixed-dimensional partial differential equations (PDEs). These systems are typically…
(Pre)closure spaces are a generalization of topological spaces covering also the notion of neighbourhood in discrete structures, widely used to model and reason about spatial aspects of distributed systems. In this paper we introduce an…
This paper introduces new solvers for efficiently computing solutions to large-scale inverse problems with group sparsity regularization, including both non-overlapping and overlapping groups. Group sparsity regularization refers to a type…
We congratulate Lee, Nadler and Wasserman (henceforth LNW) on a very interesting paper on new methodology and supporting theory [arXiv:0707.0481]. Treelets seem to tackle two important problems of modern data analysis at once. For datasets…
This book is an extension of my doctoral dissertation, focusing on techniques for analyzing stability (dissipativity) and achieving stabilization of linear systems that are characterized by non-trivial distributed delays. It specifically…
This paper explores preconditioning the normal equation for non-symmetric square linear systems arising from PDE discretization, focusing on methods like CGNE and LSQR. The concept of ``normal'' preconditioning is introduced and a strategy…
We study geometric properties of Krylov projection methods for large and sparse linear Hamiltonian systems. We consider in particular energy preservation. We discuss the connection to structure preserving model reduction. We illustrate the…
The main computational cost of algorithms for computing reduced-order models of parametric dynamical systems is in solving sequences of very large and sparse linear systems. We focus on efficiently solving these linear systems, arising…
This paper is concerned with the design, analysis and implementation of preconditioning concepts for spectral Discontinuous Galerkin discretizations of elliptic boundary value problems. While presently known techniques realize a growth of…
This article gives a summary of the author's Ph.D. dissertation (arXiv:1609.06297). In addition to an overview of notions and results, it also provides sketches of various proofs and simplified presentations of certain abstract results of…
In this paper we present deflation and augmentation techniques that have been designed to accelerate the convergence of Krylov subspace methods for the solution of linear systems of equations. We review numerical approaches both for linear…
The solution of matrices with $2\times 2$ block structure arises in numerous areas of computational mathematics, such as PDE discretizations based on mixed-finite element methods, constrained optimization problems, or the implicit or steady…
These lecture notes were prepared as a basic introduction to the theory of constrained systems which is how the fundamental forces of nature appear in their Hamiltonian formulation. Only a working knowledge of Lagrangian and Hamiltonian…