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math.NA2021
Convergence Analysis of the Rank-Restricted Soft SVD Algorithm
Mahendra Panagoda, Tyrus Berry, Harbir Antil
The soft SVD is a robust matrix decomposition algorithm and a key component of matrix completion methods. However, computing the soft SVD for large sparse matrices is often impract…
math.NA2020
A Higher Order Unscented Transform
Deanna Easley, Tyrus Berry
We develop a new approach for estimating the expected values of nonlinear functions applied to multivariate random variables with arbitrary distributions. Rather than assuming a pa…