Zobrazeno 1 - 10
of 65
pro vyhledávání: '"Lopes, Miles E."'
Autor:
Wang, Siyao, Lopes, Miles E.
Due to the broad applications of elliptical models, there is a long line of research on goodness-of-fit tests for empirically validating them. However, the existing literature on this topic is generally confined to low-dimensional settings, and to th
Externí odkaz:
http://arxiv.org/abs/2408.05514
Autor:
Murray, Riley, Demmel, James, Mahoney, Michael W., Erichson, N. Benjamin, Melnichenko, Maksim, Malik, Osman Asif, Grigori, Laura, Luszczek, Piotr, Dereziński, Michał, Lopes, Miles E., Liang, Tianyu, Luo, Hengrui, Dongarra, Jack
Randomized numerical linear algebra - RandNLA, for short - concerns the use of randomization as a resource to develop improved algorithms for large-scale linear algebra computations. The origins of contemporary RandNLA lay in theoretical computer sci
Externí odkaz:
http://arxiv.org/abs/2302.11474
Random Fourier Features (RFF) is among the most popular and broadly applicable approaches for scaling up kernel methods. In essence, RFF allows the user to avoid costly computations on a large kernel matrix via a fast randomized approximation. Howeve
Externí odkaz:
http://arxiv.org/abs/2302.11174
Autor:
Wang, Siyao, Lopes, Miles E.
Although there is an extensive literature on the eigenvalues of high-dimensional sample covariance matrices, much of it is specialized to independent components (IC) models -- in which observations are represented as linear transformations of random
Externí odkaz:
http://arxiv.org/abs/2209.03556
Autor:
Lopes, Miles E.
Let $\hat\Sigma=\frac{1}{n}\sum_{i=1}^n X_i\otimes X_i$ denote the sample covariance operator of centered i.i.d.~observations $X_1,\dots,X_n$ in a real separable Hilbert space, and let $\Sigma=\mathbb{E}(X_1\otimes X_1)$. The focus of this paper is t
Externí odkaz:
http://arxiv.org/abs/2208.03050
Autor:
Buluc, Aydin, Kolda, Tamara G., Wild, Stefan M., Anitescu, Mihai, DeGennaro, Anthony, Jakeman, John, Kamath, Chandrika, Kannan, Ramakrishnan, Lopes, Miles E., Martinsson, Per-Gunnar, Myers, Kary, Nelson, Jelani, Restrepo, Juan M., Seshadhri, C., Vrabie, Draguna, Wohlberg, Brendt, Wright, Stephen J., Yang, Chao, Zwart, Peter
Randomized algorithms have propelled advances in artificial intelligence and represent a foundational research area in advancing AI for Science. Future advancements in DOE Office of Science priority areas such as climate science, astrophysics, fusion
Externí odkaz:
http://arxiv.org/abs/2104.11079
Autor:
Yao, Junwen, Lopes, Miles E.
In the context of principal components analysis (PCA), the bootstrap is commonly applied to solve a variety of inference problems, such as constructing confidence intervals for the eigenvalues of the population covariance matrix $\Sigma$. However, wh
Externí odkaz:
http://arxiv.org/abs/2104.07328
Autor:
Lopes, Miles E.
Non-asymptotic bounds for Gaussian and bootstrap approximation have recently attracted significant interest in high-dimensional statistics. This paper studies Berry-Esseen bounds for such approximations with respect to the multivariate Kolmogorov dis
Externí odkaz:
http://arxiv.org/abs/2009.06004
We propose a new approach to the problem of high-dimensional multivariate ANOVA via bootstrapping max statistics that involve the differences of sample mean vectors. The proposed method proceeds via the construction of simultaneous confidence regions
Externí odkaz:
http://arxiv.org/abs/2007.01058
In order to compute fast approximations to the singular value decompositions (SVD) of very large matrices, randomized sketching algorithms have become a leading approach. However, a key practical difficulty of sketching an SVD is that the user does n
Externí odkaz:
http://arxiv.org/abs/2003.04937