70 citations · 445 across the 17 of their papers we have counts for
4 papers · 1 filter
Algorithms that satisfy a stopping criterion, probably
Uri Ascher, Farbod Roosta-Khorasani
Iterative numerical algorithms are typically equipped with a stopping criterion, where the iteration process is terminated when some error or misfit measure is deemed to be below a…
Assessing stochastic algorithms for large scale nonlinear least squares problems using extremal probabilities of linear combinations of gamma random variables
Farbod Roosta-Khorasani, Gábor J. Székely, Uri Ascher
This article considers stochastic algorithms for efficiently solving a class of large scale non-linear least squares (NLS) problems which frequently arise in applications. We propo…
Data completion and stochastic algorithms for PDE inversion problems with many measurements
Farbod Roosta-Khorasani, Kees van den Doel, Uri Ascher
Inverse problems involving systems of partial differential equations (PDEs) with many measurements or experiments can be very expensive to solve numerically. In a recent paper we e…
Improved bounds on sample size for implicit matrix trace estimators
Farbod Roosta-Khorasani, Uri Ascher
This article is concerned with Monte-Carlo methods for the estimation of the trace of an implicitly given matrix whose information is only available through matrix-vector produ…