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We consider the problem of joint estimation of structured covariance matrices. Assuming the structure is unknown, estimation is achieved using heterogeneous training sets. Namely, given groups of measurements coming from centered…

Statistics Theory · Mathematics 2016-04-20 Ilya Soloveychik , Ami Wiesel

In this paper, we extend the original criss-cross algorithms for computing the $\varepsilon$-pseudospectral abscissa and radius to general spectral value sets. By proposing new root-finding-based strategies for the horizontal/radial search…

Optimization and Control · Mathematics 2019-09-09 Peter Benner , Tim Mitchell

A median-radius framework for assessing centrality in multivariate data using median distances is proposed. Based on the proposed framework, a scale invariant measure of radial dispersion is defined and used to establish a depth function…

Methodology · Statistics 2026-05-14 Elsayed Elamir

The notion of `stable rank' of a matrix is central to the analysis of randomized matrix algorithms, covariance estimation, deep neural networks, and recommender systems. We compare the properties of the stable rank and intrinsic dimension…

Numerical Analysis · Mathematics 2024-12-20 Ilse C. F. Ipsen , Arvind K. Saibaba

We propose a new approach to the spectral theory of perturbed linear operators , in the case of a simple isolated eigenvalue. We obtain two kind of results: ''radius bounds'' which ensure perturbation theory applies for perturbations up to…

Spectral Theory · Mathematics 2025-04-08 Benoît Kloeckner

Let $A$ be a full ranked $ n\times n$ matrix, with singular values $\sigma_1 (A) \ge \dots \ge \sigma_n (A) >0$. The condition number $\kappa(A):= \sigma_1(A)/\sigma_n(A)=\|A\|\cdot \|A\|^{-1}$ is a key parameter in the analysis of…

Numerical Analysis · Mathematics 2026-04-07 Phuc Tran , Van Vu

We study the problem of estimating a temporally varying coefficient and varying structure (VCVS) graphical model underlying nonstationary time series data, such as social states of interacting individuals or microarray expression profiles…

Machine Learning · Statistics 2010-12-21 Mladen Kolar , Eric P. Xing

We describe a computational framework for simulating suspensions of rigid particles in Newtonian Stokes flow. One central building block is a collision-resolution algorithm that overcomes the numerical constraints arising from particle…

Computational Engineering, Finance, and Science · Computer Science 2020-06-24 Wen Yan , Eduardo Corona , Dhairya Malhotra , Shravan Veerapaneni , Michael Shelley

The eigenvalues and eigenvectors of nonnormal matrices can be unstable under perturbations of their entries. This renders an obstacle to the analysis of numerical algorithms for non-Hermitian eigenvalue problems. A recent technique to…

Probability · Mathematics 2026-04-14 Rikhav Shah , Nikhil Srivastava , Edward Zeng

This paper introduces a Ramanujan inner product and its corresponding norm, establishing a novel framework for the stability analysis of hybrid and discrete-time systems as an alternative to traditional Euclidean metrics. We establish new…

Systems and Control · Electrical Eng. & Systems 2026-03-03 Shyam Kamal , Sunidhi Pandey , Thach Ngoc Dinh , Cao Thanh Tinh

Stability and boundedness analysis for vector nonlinear systems with variable delays and coefficients remains challenging due to the conservatism of existing methods. Moreover, estimates of the transient behavior of solution norms remain…

Dynamical Systems · Mathematics 2026-01-13 Mark A. Pinsky

It can be difficult to interpret a coefficient of an uncertain model. A slope coefficient of a regression model may change as covariates are added or removed from the model. In the context of high-dimensional data, there are too many model…

Methodology · Statistics 2024-08-20 Brian Knaeble , R. Mitchell Hughes , George Rudolph , Mark A. Abramson , Daniel Razo

The homology groups of a simplicial complex reveal fundamental properties of the topology of the data or the system and the notion of topological stability naturally poses an important yet not fully investigated question. In the current…

Numerical Analysis · Mathematics 2024-01-30 Nicola Guglielmi , Anton Savostianov , Francesco Tudisco

This paper introduces a new method for assessing the boundedness and stability of certain vector nonlinear systems with delays and variable coefficients. The approach is based on developing scalar counterparts to the given vector systems.…

Optimization and Control · Mathematics 2024-10-29 Mark A. Pinsky

We study the iterative solution of linear systems of equations arising from stochastic Galerkin finite element discretizations of saddle point problems. We focus on the Stokes model with random data parametrized by uniformly distributed…

Numerical Analysis · Mathematics 2018-10-31 Christopher Müller , Sebastian Ullmann , Jens Lang

We investigate the stabilizability of discrete-time linear switched systems, when the sole control action of the controller is the switching signal, and when the controller has access to the state of the system in real time. Despite their…

Optimization and Control · Mathematics 2021-05-20 Carl P. Dettmann , R. M. Jungers , P. Mason

The susceptibility of timestepping algorithms to numerical instabilities is an important consideration when simulating partial differential equations (PDEs). Here we identify and analyze a pernicious numerical instability arising in…

Numerical Analysis · Mathematics 2025-03-28 Benjamin A. Hyatt , Daniel Lecoanet , Evan H. Anders , Keaton J. Burns

We present a design framework to induce stable oscillations through mixed feedback control. We provide conditions on the feedback gain and on the balance between positive and negative feedback contributions to guarantee robust oscillations.…

Systems and Control · Electrical Eng. & Systems 2023-05-09 Weiming Che , Fulvio Forni

Spectral subspaces of a linear dynamical system identify a large class of invariant structures that highlight/isolate the dynamics associated to select subsets of the spectrum. The corresponding notion for nonlinear systems is that of…

Dynamical Systems · Mathematics 2023-08-03 Gergely Buza

We address the stability problem for linear switching systems with mode-dependent restrictions on the switching intervals. Their lengths can be bounded as from below (the guaranteed dwell-time) as from above. The upper bounds make this…

Optimization and Control · Mathematics 2022-06-01 Vladimir Yu. Protasov , Rinat Kamalov
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