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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…
stat.ME2021
A Generalized Unscented Transformation for Probability Distributions
Donald Ebeigbe, Tyrus Berry, Michael M. Norton +4
The unscented transform uses a weighted set of samples called sigma points to propagate the means and covariances of nonlinear transformations of random variables. However, unscent…