Publications related to Convergence of the Exponentiated Gradient Method with Armijo Line Search

On multivariate trace inequalities of Sutter, Berta, and Tomamichel

We consider a family of multivariate trace inequalities recently derived by Sutter, Berta, and Tomamichel. These inequalities generalize the Golden-Thompson inequality and Lieb’s triple matrix inequality to an arbitrary number of matrices in a way that fea ...

2018

MATHICSE Technical Report : Quasi-Toeplitz matrix arithmetic : a Matlab toolbox

Stefano Massei

A Quasi Toeplitz (QT) matrix is a semi-infinite matrix of the kind

A = T(a) + E

where

T(a) = (aj-i)_{i,j\in \mathbb{Z}_{+}}

,

E = (e_{i,j})_{i,j\in\mathbb{Z}_{+}}

is compact and the norms

\| a\|_{\mathcal{W}} =\sum_{i\in\mathbb{Z}} |a|_j

and $|E|_{ ...

MATHICSE2018

What do gravitons say about (unimodular) gravity?

Mario Herrero Valea

We revisit the problem of constraining the weak field limit of the gravitational lagrangian from S-matrix properties. From unitarity and Lorentz invariance of the S-matrix of massless gravitons, we derive on-shell gauge invariance to consist on the transve ...

SPRINGER2018

MATHICSE Technical Report : Incremental computation of block triangular matrix exponentials with application to option pricing

Daniel Kressner, Robert Gerhard Jérôme Luce, Francesco Statti

We study the problem of computing the matrix exponential of a block triangular matrix in a peculiar way: Block column by block column, from left to right. The need for such an evaluation scheme arises naturally in the context of option pricing in polynomia ...

MATHICSE2017

Fixed-Rank Approximation of a Positive-Semidefinite Matrix from Streaming Data

Volkan Cevher, Alp Yurtsever

Several important applications, such as streaming PCA and semidefinite programming, involve a large-scale positive-semidefinite (psd) matrix that is presented as a sequence of linear updates. Because of storage limitations, it may only be possible to retai ...

2017

On the -Betti numbers of universal quantum groups

Sven Raum

We show that the first -Betti number of the duals of the free unitary quantum groups is one, and that all -Betti numbers vanish for the duals of the quantum automorphism groups of full matrix algebras. ...

Springer Heidelberg2017

Parallel algorithms for tensor completion in the CP format

Daniel Kressner, André Uschmajew

Low-rank tensor completion addresses the task of filling in missing entries in multidimensional data. It has proven its versatility in numerous applications, including context aware recommender systems and multivariate function learning. To handle large-sc ...

Elsevier Science Bv2016

Converse Bounds for Noisy Group Testing with Arbitrary Measurement Matrices

Volkan Cevher, Jonathan Mark Scarlett

We consider the group testing problem, in which one seeks to identify a subset of defective items within a larger set of items based on a number of noisy tests. While matching achievability and converse bounds are known in several cases of interest for i.i ...

Ieee2016

Representer Theorems for Sparsity-Promoting $ ℓ _{ 1 } $ Regularization

Michaël Unser, Julien René Pierre Fageot, Harshit Gupta

We present a theoretical analysis and comparison of the effect of

ℓ _{ 1 }

versus

ℓ _{ 2 }

regularization for the resolution of ill-posed linear inverse and/or compressed sensing problems. Our formulation covers the most general setting where the s ...

IEEE2016

On Convergence Of The Maximum Block Improvement Method

André Uschmajew

The MBI (maximum block improvement) method is a greedy approach to solving optimization problems where the decision variables can be grouped into a finite number of blocks. Assuming that optimizing over one block of variables while fixing all others is rel ...

Siam Publications2015

Convergence of the Exponentiated Gradient Method with Armijo Line Search

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On multivariate trace inequalities of Sutter, Berta, and Tomamichel

MATHICSE Technical Report : Quasi-Toeplitz matrix arithmetic : a Matlab toolbox

What do gravitons say about (unimodular) gravity?

MATHICSE Technical Report : Incremental computation of block triangular matrix exponentials with application to option pricing

Fixed-Rank Approximation of a Positive-Semidefinite Matrix from Streaming Data

On the -Betti numbers of universal quantum groups

Parallel algorithms for tensor completion in the CP format

Converse Bounds for Noisy Group Testing with Arbitrary Measurement Matrices

Representer Theorems for Sparsity-Promoting $ ℓ _{ 1 } $ Regularization

On Convergence Of The Maximum Block Improvement Method

MATHICSE Technical Report : Quasi-Toeplitz matrix arithmetic : a Matlab toolbox

What do gravitons say about (unimodular) gravity?

Parallel algorithms for tensor completion in the CP format

Converse Bounds for Noisy Group Testing with Arbitrary Measurement Matrices

On multivariate trace inequalities of Sutter, Berta, and Tomamichel

On the -Betti numbers of universal quantum groups

MATHICSE Technical Report : Incremental computation of block triangular matrix exponentials with application to option pricing

Fixed-Rank Approximation of a Positive-Semidefinite Matrix from Streaming Data

Representer Theorems for Sparsity-Promoting $ ℓ _{ 1 } $ Regularization

On Convergence Of The Maximum Block Improvement Method