8 papers
Weibull-Stationary Stochastic Differential Equations for Conditional Long-Horizon Wind Power Forecasting
Luca Di Persio, Mehrdad Ghadiri
We present a one-month-ahead conditional probabilistic framework for wind-power forecasting at ten-minute resolution. Monthly Weibull shape and scale parameters are estimated from…
Unbiased Regression-Adjusted Estimation of Average Treatment Effects in Randomized Controlled Trials
Alberto Abadie, Mehrdad Ghadiri, Ali Jadbabaie +1
This article introduces a leave-one-out regression adjustment (LOORA) for estimating average treatment effects in randomized controlled trials. In finite samples, LOORA removes the…
Entrywise Approximate Solutions for SDDM Systems in Almost-Linear Time
Angelo Farfan, Mehrdad Ghadiri, Junzhao Yang
We present an algorithm that given any invertible symmetric diagonally dominant M-matrix (SDDM), i.e., a principal submatrix of a graph Laplacian, and a n…
Entrywise Approximation for Matrix Inversion and Linear Systems
Mehrdad Ghadiri, Hoai-An Nguyen, Junzhao Yang
We study the bit complexity of inverting diagonally dominant matrices, which are associated with random walk quantities such as hitting times and escape probabilities. Such quantit…
Fast Tensor Completion via Approximate Richardson Iteration
Mehrdad Ghadiri, Matthew Fahrbach, Yunbum Kook +1
We study tensor completion (TC) through the lens of low-rank tensor decomposition (TD). Many TD algorithms use fast alternating minimization methods to solve highly structured line…
A Tight Lower Bound for the Approximation Guarantee of Higher-Order Singular Value Decomposition
Matthew Fahrbach, Mehrdad Ghadiri
We prove that the classic approximation guarantee for the higher-order singular value decomposition (HOSVD) is tight by constructing a tensor for which HOSVD achieves an approximat…