Concept

Matrix calculus

Publications associées (29)

A method and system for optimizing design, implantation, and stimulation protocols of electrodes stimulating the nervous system

A method for optimizing at least one of a geometry, an implantation procedure, and/or stimulation protocol of one or more electrodes for an electrical stimulation of a target structure in a nervous system of a living being by a computer device, the method ...

2024

DIVIDE-AND-CONQUER METHODS FOR FUNCTIONS OF MATRICES WITH BANDED OR HIERARCHICAL LOW-RANK STRUCTURE\ast

Daniel Kressner, Stefano Massei, Alice Cortinovis

This work is concerned with approximating matrix functions for banded matrices, hierarchically semiseparable matrices, and related structures. We develop a new divide-and-conquer method based on (rational) Krylov subspace methods for performing low-rank up ...

SIAM PUBLICATIONS2022

The Dimension of the Body in Higher Education: Matrix of Meanings in Students’ Diaries

Simon Nessim Henein, Ramiro Tau

In this paper, we attempt to show some consequences of bringing the body back into higher education, through the use of performing arts in the curricular context of scientific programs. We start by arguing that dominant traditions in higher education repro ...

2021

MATHICSE Technical Report: Block Krylov subspace methods for functions of matrices II: Modified block FOM

Kathryn Dianne Lund

We analyze an expansion of the generalized block Krylov subspace framework of [Electron.\ Trans.\ Numer.\ Anal., 47 (2017), pp. 100-126]. This expansion allows the use of low-rank modifications of the matrix projected onto the block Krylov subspace and con ...

MATHICSE2019

The adaptive interpolation method: a simple scheme to prove replica formulas in Bayesian inference

Nicolas Macris, Jean François Emmanuel Barbier

In recent years important progress has been achieved towards proving the validity of the replica predictions for the (asymptotic) mutual information (or free energy) in Bayesian inference problems. The proof techniques that have emerged appear to be quite ...

SPRINGER HEIDELBERG2019

Reparameterizing Discontinuous Integrands for Differentiable Rendering

Wenzel Alban Jakob, Guillaume Rémi Bruno Loubet

Differentiable rendering has recently opened the door to a number of challenging inverse problems involving photorealistic images, such as computational material design and scattering-aware reconstruction of geometry and materials from photographs. Differe ...

ASSOC COMPUTING MACHINERY2019

Convergence of the Exponentiated Gradient Method with Armijo Line Search

Volkan Cevher, Yen-Huan Li

Consider the problem of minimizing a convex differentiable function on the probability simplex, spectrahedron, or set of quantum density matrices. We prove that the expo-nentiated gradient method with Armijo line search always converges to the optimum, if ...

2018

Cryptanalysis of Enhanced MORE

Serge Vaudenay, Damian Vizár

Fully homomorphic encryption (FHE) has been among the most popular research topics of the last decade. While the bootstrapping-based, public key cryptosystems that follow Gentry's original design are getting more and more efficient, their performance is st ...

2018

A Distributed Second-Order Algorithm You Can Trust

Martin Jaggi, Aurélien Lucchi, Thomas Hofmann, Matilde Gargiani

Due to the rapid growth of data and computational resources, distributed optimization has become an active research area in recent years. While first-order methods seem to dominate the field, second-order methods are nevertheless attractive as they potenti ...

2018

On the American swaption in the linear-rational framework

Damir Filipovic

We study American swaptions in the linear-rational (LR) term structure model introduced in Filipović et al. [J. Finance., 2017, 72, 655–704]. The American swaption pricing problem boils down to an optimal stopping problem that is analytically tractable. It ...

2018

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