5 papers · 1 filter
Iterative solvers for partial differential equations with dissipative structure: Operator preconditioning and optimal control
Volker Mehrmann, Manuel Schaller, Martin Stoll
This work considers the iterative solution of large-scale problems subject to non-symmetric matrices or operators arising in discretizations of (port-)Hamiltonian partial different…
Fast and Simple Multiclass Data Segmentation: An Eigendecomposition and Projection-Free Approach
Chiara Faccio, Margherita Porcelli, Francesco Rinaldi +1
Graph-based machine learning has seen an increased interest over the last decade with many connections to other fields of applied mathematics. Learning based on partial differentia…
Low-rank computation of the posterior mean in Multi-Output Gaussian Processes
Sebastian Esche, Martin Stoll
Gaussian processes (GP) are a versatile tool in machine learning and computational science. We here consider the case of multi-output Gaussian processes (MOGP) and present low-rank…
A splitting-based KPIK method for eddy current optimal control problems in an all-at-once approach
Min-Li Zeng, Martin Stoll
In this paper, we focus on efficient methods to solve discretized linear systems obtained from eddy current optimal control problems in an all-at-once approach. We construct a new…
A Preconditioned Interior Point Method for Support Vector Machines Using an ANOVA-Decomposition and NFFT-Based Matrix-Vector Products
Theresa Wagner, John W. Pearson, Martin Stoll
In this paper we consider the numerical solution to the soft-margin support vector machine optimization problem. This problem is typically solved using the SMO algorithm, given the…