3 papers
stat.CO2026
Estimating Hierarchically Rank Structured Covariance Matrices
Robin Armstrong, Anil Damle, Samuel E. Otto
We consider the problem of estimating a high-dimensional covariance matrix from a very limited number of samples. This problem is ubiquitous in computational fluid dynamics, where…
math.NA2025
Collect, Commit, Expand: Efficient CPQR-Based Column Selection for Extremely Wide Matrices
Robin Armstrong, Anil Damle
Column-pivoted QR (CPQR) factorization is a computational primitive used in numerous applications that require selecting a small set of ``representative'' columns from a much large…
math.NA2023
Structure-Aware Analyses and Algorithms for Interpolative Decompositions
Robin Armstrong, Alex Buzali, Anil Damle
Low-rank approximation is a task of critical importance in modern science, engineering, and statistics. Many low-rank approximation algorithms, such as the randomized singular valu…