4 papers
A Note on the Stability of the Sherman-Morrison-Woodbury Formula
Linkai Ma, Christos Boutsikas, Mehrdad Ghadiri +1
We study the numerical stability of the Sherman-Morrison-Woodbury (SMW) identity. Let and assume and both have full-column rank. We explore error bounds for…
Stochastic Rounding Implicitly Regularizes Tall-and-Thin Matrices
Gregory Dexter, Christos Boutsikas, Linkai Ma +2
Motivated by the popularity of stochastic rounding in the context of machine learning and the training of large-scale deep neural network models, we consider stochastic nearness ro…
Refined Mechanism Design for Approximately Structured Priors via Active Regression
Christos Boutsikas, Petros Drineas, Marios Mertzanidis +2
We consider the problem of a revenue-maximizing seller with a large number of items for sale to strategic bidders, whose valuations are drawn independently from high-dimens…
Small singular values can increase in lower precision
Christos Boutsikas, Petros Drineas, Ilse C. F. Ipsen
We perturb a real matrix of full column rank, and derive lower bounds for the smallest singular values of the perturbed matrix, in terms of normwise absolute perturbations. Our…