Zobrazeno 1 - 10
of 55
pro vyhledávání: '"Andreas Stathopoulos"'
Publikováno v:
SIAM Journal on Scientific Computing. 44:B1096-B1121
In this work, we study probing for the more general problem of computing the trace of a permutation of $A^{-1}$, say $PA^{-1}$. The motivation comes from Lattice QCD where we need to construct "disconnected diagrams" to extract flavor-separated Gener
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a639a8c6339aa0ea5f328d0c5658f15d
https://doi.org/10.1137/21m1422495
https://doi.org/10.1137/21m1422495
Publikováno v:
Proceedings of The 39th International Symposium on Lattice Field Theory — PoS(LATTICE2022).
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3a288bdbe366d03a62e69ccdd2d15343
https://doi.org/10.22323/1.430.0255
https://doi.org/10.22323/1.430.0255
Autor:
Jesse Laeuchli, Andreas Stathopoulos
Publikováno v:
SIAM Journal on Scientific Computing. 42:A1459-A1485
We present extensions to hierarchical probing, a method developed in [A. Stathopoulos, J. Laeuchli, and K. Orginos, SIAM J. Sci. Comput., 35 (2013), pp. S299--S322] to reduce the variance of the Mo...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::cdd758f55e558e8231143e2b93a941e6
https://doi.org/10.1137/18m1176427
https://doi.org/10.1137/18m1176427
Publikováno v:
SIAM Journal on Scientific Computing. 41:A2172-A2192
Obtaining high accuracy singular triplets for large sparse matrices is a significant challenge, especially when searching for the smallest triplets. Due to the difficulty and size of these problems...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::91bae8704055485ed80996d4a28afc4d
https://doi.org/10.1137/18m1222004
https://doi.org/10.1137/18m1222004
Publikováno v:
SSRN Electronic Journal.
We document that the currency denomination of the debt of developed country firms is strongly related to the geographical distribution of their sales. On average, a unit increase in the percentage of sales in a country is associated with an equivalen
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6c8b980a95282fe161c02a5fd69e30c1
https://doi.org/10.2139/ssrn.3762278
https://doi.org/10.2139/ssrn.3762278
Autor:
Andreas Stathopoulos
Publikováno v:
Review of Financial Studies. 30:363-415
This paper proposes a two-country model that features time-varying heterogeneity in conditional risk aversion across countries, endogenously arising from the interaction between external habit formation and preference home bias. The model generates h
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b5a3ea9b93ee5694f9210645bf663feb
https://doi.org/10.1093/rfs/hhw074
https://doi.org/10.1093/rfs/hhw074
Publikováno v:
Journal of Computational Physics. 409:109356
Computing the trace of the inverse of large matrices is typically addressed through statistical methods. Deflating out the lowest eigenvectors or singular vectors of the matrix reduces the variance of the trace estimator. This work summarizes our eff
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::94b7f20618f93eea69a206adf985ac44
https://doi.org/10.1016/j.jcp.2020.109356
https://doi.org/10.1016/j.jcp.2020.109356
Autor:
Andreas Stathopoulos, Lingfei Wu
Publikováno v:
SIAM Journal on Scientific Computing. 37:S365-S388
The computation of a few singular triplets of large, sparse matrices is a challenging task, especially when the smallest magnitude singular values are needed in high accuracy. Most recent efforts try to address this problem through variations of the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::674bf476d60e7a76ef546ab7222d4ece
https://doi.org/10.1137/140979381
https://doi.org/10.1137/140979381
The Lanczos method is one of the standard approaches for computing a few eigenpairs of a large, sparse, symmetric matrix. It is typically used with restarting to avoid unbounded growth of memory and computational requirements. Thick-restart Lanczos i
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d91ca476b9557eb380165437716d9195
http://arxiv.org/abs/1711.10128
http://arxiv.org/abs/1711.10128
