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CORR
2007
Springer
76views Education» more  CORR 2007»
13 years 6 months ago
Some problems in asymptotic convex geometry and random matrices motivated by numerical algorithms
Abstract. The simplex method in Linear Programming motivates several problems of asymptotic convex geometry. We discuss some conjectures and known results in two related directions...
Roman Vershynin
HYBRID
2004
Springer
13 years 11 months ago
Approximations of the Rate of Growth of Switched Linear Systems
The joint spectral radius of a set of matrices is a measure of the maximal asymptotic growth rate that can be obtained by forming long products of matrices taken from the set. This...
Vincent D. Blondel, Yurii Nesterov, Jacques Theys
MA
2010
Springer
140views Communications» more  MA 2010»
13 years 4 months ago
On the limiting spectral distribution of the covariance matrices of time-lagged processes
We consider two continuous-time Gaussian processes, one being partially correlated to a time-lagged version of the other. We first give the limiting spectral distribution for the ...
Christian Y. Robert, Mathieu Rosenbaum
NIPS
2004
13 years 7 months ago
Hierarchical Eigensolver for Transition Matrices in Spectral Methods
We show how to build hierarchical, reduced-rank representation for large stochastic matrices and use this representation to design an efficient algorithm for computing the largest...
Chakra Chennubhotla, Allan D. Jepson
NIPS
2007
13 years 7 months ago
A Spectral Regularization Framework for Multi-Task Structure Learning
Learning the common structure shared by a set of supervised tasks is an important practical and theoretical problem. Knowledge of this structure may lead to better generalization ...
Andreas Argyriou, Charles A. Micchelli, Massimilia...