142 citations · 214 across the 30 of their papers we have counts for
4 papers · 1 filter
Probabilistic Linear Solvers: A Unifying View
Simon Bartels, Jon Cockayne, Ilse C. F. Ipsen +1
Several recent works have developed a new, probabilistic interpretation for numerical algorithms solving linear systems in which the solution is inferred in a Bayesian framework, e…
A Projector-Based Approach to Quantifying Total and Excess Uncertainties for Sketched Linear Regression
Jocelyn T. Chi, Ilse C. F. Ipsen
Linear regression is a classic method of data analysis. In recent years, sketching -- a method of dimension reduction using random sampling, random projections, or both -- has gain…
A Probabilistic Subspace Bound with Application to Active Subspaces
John T. Holodnak, Ilse C. F. Ipsen, Ralph C. Smith
Given a real symmetric positive semi-definite matrix E, and an approximation S that is a sum of n independent matrix-valued random variables, we present bounds on the relative erro…
Low-Rank Matrix Approximations Do Not Need a Singular Value Gap
Petros Drineas, Ilse C. F. Ipsen
This is a systematic investigation into the sensitivity of low-rank approximations of real matrices. We show that the low-rank approximation errors, in the two-norm, Frobenius norm…