59 citations · 220 across the 52 of their papers we have counts for
4 papers · 1 filter
Kryging: Geostatistical analysis of large-scale datasets using Krylov subspace methods
Suman Majumder, Yawen Guan, Brian J. Reich +1
Analyzing massive spatial datasets using Gaussian process model poses computational challenges. This is a problem prevailing heavily in applications such as environmental modeling,…
Monte Carlo Estimators for the Schatten p-norm of Symmetric Positive Semidefinite Matrices
Ethan Dudley, Arvind K. Saibaba, Alen Alexanderian
We present numerical methods for computing the Schatten -norm of positive semi-definite matrices. Our motivation stems from uncertainty quantification and optimal experimental d…
Efficient Algorithms for Eigensystem Realization using Randomized SVD
Rachel Minster, Arvind K. Saibaba, Jishnudeep Kar +1
Eigensystem Realization Algorithm (ERA) is a data-driven approach for subspace system identification and is widely used in many areas of engineering. However, the computational cos…
Randomized Algorithms for Generalized Singular Value Decomposition with Application to Sensitivity Analysis
Arvind K. Saibaba, Joseph Hart, Bart van Bloemen Waanders
The generalized singular value decomposition (GSVD) is a valuable tool that has many applications in computational science. However, computing the GSVD for large-scale problems is…