2 papers
math.ST2019
Sparse Equisigned PCA: Algorithms and Performance Bounds in the Noisy Rank-1 Setting
Arvind Prasadan, Raj Rao Nadakuditi, Debashis Paul
Singular value decomposition (SVD) based principal component analysis (PCA) breaks down in the high-dimensional and limited sample size regime below a certain critical eigen-SNR th…
math.ST2019
Time Series Source Separation using Dynamic Mode Decomposition
Arvind Prasadan, Raj Rao Nadakuditi
The Dynamic Mode Decomposition (DMD) extracted dynamic modes are the non-orthogonal eigenvectors of the matrix that best approximates the one-step temporal evolution of the multiva…