Publication

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

Publications associées (58)

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Continuous Decompositions and Coalescing Eigenvalues for Matrices Depending on Parameters

Alessandro Spadoni

This contribution is a summary of four lectures delivered by the first author at the CIME Summer school in June 2011 at Cetraro (Italy). Preparation of those lectures was greatly aided by the other authors of these lecture notes. Our goal is to present som ...

Springer Int Publishing Ag2014

Algorithmic aspects of sums of Hermitian squares of noncommutative polynomials

Sabine Burgdorf

This paper presents an algorithm and its implementation in the software package NCSOStools for finding sums of Hermitian squares and commutators decompositions for polynomials in noncommuting variables. The algorithm is based on noncommutative analogs of t ...

Springer2013

Optimizing over the Growing Spectrahedron

Martin Jaggi

We devise a framework for computing an approximate solution path for an important class of parameterized semidefinite problems that is guaranteed to be ε-close to the exact solution path. The problem of computing the entire regularization path for matrix f ...

Springer Berlin Heidelberg2012

Computing symmetric nonnegative rank factorizations

An algorithm is described for the nonnegative rank factorization (NRF) of some completely positive (CP) matrices whose rank is equal to their CP-rank. The algorithm can compute the symmetric NRF of any nonnegative symmetric rank-r matrix that contains a di ...

Elsevier2012

The Truncated Tracial Moment Problem

Sabine Burgdorf

We present tracial analogs of the classical results of Curto and Fialkow on moment matrices. A sequence of real numbers indexed by words in noncommuting variables with values invariant under cyclic permutations of the indexes, is called a tracial sequence. ...

Theta Foundation2012

Tg-aprotinin fusion proteins and matrices thereof

Peter Frey, Jeffrey Alan Hubbell, Kristen Lorentz

Fusion proteins containing a first domain and a second domain, where the first domain contains a crosslinkable substrate domain and the second domain contains a fibrinolysis inhibitor, are provided. In a preferred embodiment, the fibrinolysis inhibitor is ...

2011

Colourful FKS subtraction

I formulate in a colour-friendly way the FKS method for the computation of QCD cross sections at the next-to-leading order accuracy. This is achieved through the definition of subtraction terms for squared matrix elements, constructed with single colour-dr ...

2011

Affine Processes On Positive Semidefinite Matrices

Damir Filipovic

This article provides the mathematical foundation for stochastically continuous affine processes on the cone of positive semidefinite symmetric matrices. This analysis has been motivated by a large and growing use of matrix-valued affine processes in finan ...

Institute of Mathematical Statistics2011

Nonnegative Matrix Factorization and Spatial Covariance Model for Under-Determined Reverberant Audio Source Separation

Pierre Vandergheynst, Rémi Gribonval

We address the problem of blind audio source separation in the under-determined and convolutive case. The contribution of each source to the mixture channels in the time-frequency domain is modeled by a zero-mean Gaussian random vector with a full rank cov ...

2010

Polar Codes: Characterization of Exponent, Bounds, and Constructions

Rüdiger Urbanke, Satish Babu Korada, Eren Sasoglu

Polar codes were recently introduced by Arikan. They achieve the capacity of arbitrary symmetric binary-input discrete memoryless channels under a low complexity successive cancellation decoding strategy. The original polar code construction is closely rel ...

2010