相关论文: Numerical tolerance for spectral decompositions of…

Is perfect error correction always worth the trouble? A framework is presented for the analysis of error detection and correction in multi-level systems of communication that takes into account degrees of freedom attended and ignored by…

We present a spectral analysis for matrix scaling and operator scaling. We prove that if the input matrix or operator has a spectral gap, then a natural gradient flow has linear convergence. This implies that a simple gradient descent…

In Part I, we defined a LASSO condition number and developed an algorithm -- for computing support sets (feature selection) of the LASSO minimisation problem -- that runs in polynomial time in the number of variables and the logarithm of…

In this work, we consider a rational approximation of the exponential function to design an algorithm for computing matrix exponential in the Hermitian case. Using partial fraction decomposition, we obtain a parallelizable method, where the…

Random matrix theory has played an important role in various areas of pure mathematics, mathematical physics, and machine learning. From a practical perspective of data science, input data are usually normalized prior to processing. Thus,…

We present an algorithm for computing a spectral decomposition of an interval matrix as an enclosure of spectral decompositions of particular realizations of interval matrices. The algorithm relies on tight outer estimations of eigenvalues…

Machine learning (ML) training algorithms often possess an inherent self-correcting behavior due to their iterative-convergent nature. Recent systems exploit this property to achieve adaptability and efficiency in unreliable computing…

The numerical computation of the exponentiation of a real matrix has been intensively studied. The main objective of a good numerical method is to deal with round-off errors and computational cost. The situation is more complicated when…

Balancing a matrix is a preprocessing step while solving the nonsymmetric eigenvalue problem. Balancing a matrix reduces the norm of the matrix and hopefully this will improve the accuracy of the computation. Experiments have shown that…

We prove sharp, computable error estimates for the propagation of errors in the numerical solution of ordinary differential equations. The new estimates extend previous estimates of the influence of data errors and discretisation errors…

In a previous paper [Adcock & Huybrechs, 2019] we described the numerical approximation of functions using redundant sets and frames. Redundancy in the function representation offers enormous flexibility compared to using a basis, but…

Support for arithmetic in multiple precisions and number formats is becoming increasingly common in emerging high-performance architectures. From a computational scientist's perspective, our goal is to determine how and where we can safely…

Statistical inference is often simplified by sample-splitting. This simplification comes at the cost of the introduction of randomness not native to the data. We propose a simple procedure for sequentially aggregating statistics constructed…

An algorithmic limit of compressed sensing or related variable-selection problems is analytically evaluated when a design matrix is given by an overcomplete random matrix. The replica method from statistical mechanics is employed to derive…

If several independent algorithms for a computer-calculated quantity exist, then one can expect their results (which differ because of numerical errors) to follow approximately Gaussian distribution. The mean of this distribution,…

Random matrix theory is finding an increasing number of applications in the context of information theory and communication systems, especially in studying the properties of complex networks. Such properties include short-term and long-term…

In this paper, we consider matrix completion with absolute deviation loss and obtain an estimator of the median matrix. Despite several appealing properties of median, the non-smooth absolute deviation loss leads to computational challenge…

During the last decade, a large number of different numerical methods have been proposed to tackle the automatic identification and quantification in {\gamma}-ray spectrometry. However, the lack of common benchmarks, including datasets,…

Renewed interest in mixed-precision algorithms has emerged due to growing data capacity and bandwidth concerns, as well as the advancement of GPUs, which enable significant speedup for low precision arithmetic. In light of this, we propose…

Recently there has been a surge of interest in understanding implicit regularization properties of iterative gradient-based optimization algorithms. In this paper, we study the statistical guarantees on the excess risk achieved by…