Publication

On Randomized Trace Estimates for Indefinite Matrices with an Application to Determinants

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We present the first accelerated randomized algorithm for solving linear systems in Euclidean spaces. One essential problem of this type is the matrix inversion problem. In particular, our algorithm can be specialized to invert positive definite matrices i ...

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We derive sharp probability bounds on the tails of a product of symmetric non-negative random variables using only information about their first two moments. If the covariance matrix of the random variables is known exactly, these bounds can be computed nu ...

2018

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IEEE2018

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Body posture can greatly influence human performance when carrying out manipulation tasks. Adopting an appropriate pose helps us regulate our motion and strengthen our capability to achieve a given task. This effect is also observed in robotic manipulation ...

2018

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EPFL2017

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MATHICSE2017

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A sharp upper bound on the probability of a random vector falling outside a polytope, based solely on the first and second moments of its distribution, can be computed efficiently using semidefinite programming. However, this Chebyshev-type bound tends to ...

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We study a phase retrieval problem in the Poisson noise model. Motivated by the PhaseLift approach, we approximate the maximum-likelihood estimator by solving a convex program with a nuclear norm constraint. While the Frank-Wolfe algorithm, together with t ...

Ieee2016

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MATHICSE2015

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