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We develop a pseudo-likelihood theory for rank one matrix estimation problems in the high dimensional limit. We prove a variational principle for the limiting pseudo-maximum likelihood which also characterizes the performance of the…

统计理论 · 数学 2025-11-10 Curtis Grant , Aukosh Jagannath , Justin Ko

The rectangular multiparameter eigenvalue problem (RMEP) involves rectangular coefficient matrices (usually with more rows than columns) and may potentially have no solution in its original form. A minimal perturbation framework is proposed…

数值分析 · 数学 2025-08-11 Shanheng Han , Lei-Hong Zhang , Ren-Cang Li

The vertical modes of linearized equations of motion are widely used by the oceanographic community in numerous theoretical and observational contexts. However, the standard approach for solving the generalized eigenvalue problem using…

大气与海洋物理 · 物理学 2020-04-22 Jeffrey J. Early , M. Pascale Lelong , K. Shafer Smith

Eigensolvers involving complex moments can determine all the eigenvalues in a given region in the complex plane and the corresponding eigenvectors of a regular linear matrix pencil. The complex moment acts as a filter for extracting…

数值分析 · 数学 2021-09-22 Keiichi Morikuni

Based on neural network and adaptive subspace approximation method, we propose a new machine learning method for solving partial differential equations. The neural network is adopted to build the basis of the finite dimensional subspace.…

数值分析 · 数学 2024-12-04 Zhongshuo Lin , Yifan Wang , Hehu Xie

We develop an eigenspace estimation algorithm for distributed environments with arbitrary node failures, where a subset of computing nodes can return structurally valid but otherwise arbitrarily chosen responses. Notably, this setting…

机器学习 · 统计学 2022-06-02 Vasileios Charisopoulos , Anil Damle

We present a new approach to compute selected eigenvalues and eigenvectors of the two-parameter eigenvalue problem. Our method requires computing generalized eigenvalue problems of the same size as the matrices of the initial two-parameter…

数值分析 · 数学 2021-05-12 Henrik Eisenmann , Yuji Nakatsukasa

Perturbation theory of large-scale structures of the Universe at next-to-leading order and next-to-next-to-leading order provides us with predictions of cosmological statistics at sub-percent level in the mildly non-linear regime. Its use…

宇宙学与河外天体物理 · 物理学 2021-11-08 Ken Osato , Takahiro Nishimichi , Atsushi Taruya , Francis Bernardeau

Computing eigenvalues of very large matrices is a critical task in many machine learning applications, including the evaluation of log-determinants, the trace of matrix functions, and other important metrics. As datasets continue to grow in…

机器学习 · 统计学 2025-06-16 Siavash Ameli , Chris van der Heide , Liam Hodgkinson , Michael W. Mahoney

This paper studies the behavior of singularly perturbed nonlinear differential equations with boundary-layer solutions that do not necessarily converge to an equilibrium. Using the average of the fast variable and assuming the boundary…

系统与控制 · 计算机科学 2018-09-24 Mohammad Deghat , Saeed Ahmadizadeh , Dragan Nesic , Chris Manzie

Pseudospectral approximation provides a means to approximate the dynamics of delay differential equations (DDE) by ordinary differential equations (ODE). This article develops a computer-aided algorithm to determine the distance between the…

动力系统 · 数学 2024-05-14 Shane Kepley , Babette A. J. de Wolff

We introduce a framework for repurposing error estimators for source problems to compute an estimator for the gap between eigenspaces and their discretizations. Of interest are eigenspaces of finite clusters of eigenvalues of unbounded…

数值分析 · 数学 2026-02-05 Jay Gopalakrishnan , Gabriel Pinochet-Soto

How do the geometric properties of a domain impact the spectrum of an operator defined on it? How do we compute accurate and reliable approximations of these spectra? The former question is studied in spectral geometry, and the latter is a…

数值分析 · 数学 2026-01-01 Nilima Nigam

A common challenge faced in quantum physics is finding the extremal eigenvalues and eigenvectors of a Hamiltonian matrix in a vector space so large that linear algebra operations on general vectors are not possible. There are numerous…

核理论 · 物理学 2018-07-18 Dillon Frame , Rongzheng He , Ilse Ipsen , Daniel Lee , Dean Lee , Ermal Rrapaj

We derive a correct first-order perturbation theory in electromagnetism for cases where an interface between two anisotropic dielectric materials is slightly shifted. Most previous perturbative methods give incorrect results for this case,…

光学 · 物理学 2009-11-13 Chris Kottke , Ardavan Farjadpour , Steven G. Johnson

Aligning partially overlapping point sets where there is no prior information about the value of the transformation is a challenging problem in computer vision. To achieve this goal, we first reduce the objective of the robust point…

计算机视觉与模式识别 · 计算机科学 2020-07-07 Wei Lian , WangMeng Zuo , Lei Zhang

Estimation of a sparse spectral precision matrix, the inverse of a spectral density matrix, is a canonical problem in frequency-domain analysis of high-dimensional time series (HDTS), with applications in neurosciences and environmental…

统计方法学 · 统计学 2025-11-11 Navonil Deb , Amy Kuceyeski , Sumanta Basu

Graph is a highly generic and diverse representation, suitable for almost any data processing problem. Spectral graph theory has been shown to provide powerful algorithms, backed by solid linear algebra theory. It thus can be extremely…

计算机视觉与模式识别 · 计算机科学 2023-04-20 Or Streicher , Ido Cohen , Guy Gilboa

The angular synchronization problem is to obtain an accurate estimation (up to a constant additive phase) for a set of unknown angles $\theta_1,...,\theta_n$ from $m$ noisy measurements of their offsets $\theta_i-\theta_j \mod 2\pi$. Of…

谱理论 · 数学 2009-11-20 Amit Singer

We prove quadratic eigenvalue perturbation bounds for generalized Hermitian eigenvalue problems. The bounds are proportional to the square of the norm of the perturbation matrices divided by the gap between the spectrums. Using the results…

数值分析 · 数学 2010-09-21 Yuji Nakatsukasa
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