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06/21/2023
Randomized algorithms for low-rank matrix approximation: Design, analysis, and applications
This survey explores modern approaches for computing low-rank approximat...
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04/24/2023
Robust, randomized preconditioning for kernel ridge regression
This paper introduces two randomized preconditioning techniques for robu...
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01/19/2023
XTrace: Making the most of every sample in stochastic trace estimation
The implicit trace estimation problem asks for an approximation of the t...
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01/12/2023
Localized covariance estimation: A Bayesian perspective
A major problem in numerical weather prediction (NWP) is the estimation ...
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06/19/2021
Rayleigh-Gauss-Newton optimization with enhanced sampling for variational Monte Carlo
Variational Monte Carlo (VMC) is an approach for computing ground-state ...
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03/22/2021
Approximating matrix eigenvalues by randomized subspace iteration
Traditional numerical methods for calculating matrix eigenvalues are pro...
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11/27/2020
A splitting method to reduce MCMC variance
We explore whether splitting and killing methods can improve the accurac...
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10/28/2020
Ensemble sampler for infinite-dimensional inverse problems
We introduce a new Markov chain Monte Carlo (MCMC) sampler for infinite-...
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05/05/2020
Error bounds for dynamical spectral estimation
Dynamical spectral estimation is a well-established numerical approach f...
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05/01/2019