2 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…