2 papers
math.NA2024
Dropout Ensemble Kalman inversion for high dimensional inverse problems
Shuigen Liu, Sebastian Reich, Xin T. Tong
Ensemble Kalman inversion (EKI) is an ensemble-based method to solve inverse problems. Its gradient-free formulation makes it an attractive tool for problems with involved formulat…
math.ST2024
Uniform error bound for PCA matrix denoising
Xin T. Tong, Wanjie Wang, Yuguan Wang
Principal component analysis (PCA) is a simple and popular tool for processing high-dimensional data. We investigate its effectiveness for matrix denoising. We consider the clean d…