163 citations · 704 across the 74 of their papers we have counts for
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Analysis of Truncated Orthogonal Iteration for Sparse Eigenvector Problems
Hexuan Liu, Aleksandr Aravkin
A wide range of problems in computational science and engineering require estimation of sparse eigenvectors for high dimensional systems. Here, we propose two variants of the Trunc…
Kalman smoothing and block tridiagonal systems: new connections and numerical stability results
Aleksandr Y. Aravkin, Bradley B. Bell, James V. Burke +1
The Rauch-Tung-Striebel (RTS) and the Mayne-Fraser (MF) algorithms are two of the most popular smoothing schemes to reconstruct the state of a dynamic linear system from measuremen…
Estimating Nuisance Parameters in Inverse Problems
Aleksandr Y. Aravkin, Tristan van Leeuwen
Many inverse problems include nuisance parameters which, while not of direct interest, are required to recover primary parameters. Structure present in these problems allows effici…