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03/06/2023
Small singular values can increase in lower precision
We perturb a real matrix A of full column rank, and derive lower bounds ...
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08/08/2022
Statistical Properties of the Probabilistic Numeric Linear Solver BayesCG
We analyse the calibration of BayesCG under the Krylov prior, a probabil...
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05/09/2022
Robust Parameter Identifiability Analysis via Column Subset Selection
We advocate a numerically reliable and accurate approach for practical p...
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03/29/2022
Precision-aware Deterministic and Probabilistic Error Bounds for Floating Point Summation
We analyze the forward error in the floating point summation of real num...
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02/06/2022
Monte Carlo Methods for Estimating the Diagonal of a Real Symmetric Matrix
For real symmetric matrices that are accessible only through matrix vect...
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07/04/2021
Deterministic and Probabilistic Error Bounds for Floating Point Summation Algorithms
We analyse the forward error in the floating point summation of real num...
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05/07/2021
SEAGLE: A Scalable Exact Algorithm for Large-Scale Set-Based GxE Tests in Biobank Data
The explosion of biobank data offers immediate opportunities for gene-en...
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12/23/2020
Probabilistic Iterative Methods for Linear Systems
This paper presents a probabilistic perspective on iterative methods for...
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08/07/2020
A Probabilistic Numerical Extension of the Conjugate Gradient Method
We present a Conjugate Gradient (CG) implementation of the probabilistic...
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07/12/2020
Multiplicative Perturbation Bounds for Multivariate Multiple Linear Regression in Schatten p-Norms
Multivariate multiple linear regression (MMLR), which occurs in a number...
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06/25/2019
Probabilistic Error Analysis for Inner Products
Probabilistic models are proposed for bounding the forward error in the ...
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10/08/2018
Probabilistic Linear Solvers: A Unifying View
Several recent works have developed a new, probabilistic interpretation ...
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08/17/2018
Randomized Least Squares Regression: Combining Model- and Algorithm-Induced Uncertainties
We analyze the uncertainties in the minimum norm solution of full-rank r...
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10/05/2013