101 citations · 615 across the 44 of their papers we have counts for
4 papers · 1 filter
Optimally Weighted PCA for High-Dimensional Heteroscedastic Data
David Hong, Fan Yang, Jeffrey A. Fessler +1
Modern data are increasingly both high-dimensional and heteroscedastic. This paper considers the challenge of estimating underlying principal components from high-dimensional data…
Streaming PCA and Subspace Tracking: The Missing Data Case
Laura Balzano, Yuejie Chi, Yue M. Lu
For many modern applications in science and engineering, data are collected in a streaming fashion carrying time-varying information, and practitioners need to process them with a…
A Robust Algorithm for Online Switched System Identification
Zhe Du, Necmiye Ozay, Laura Balzano
In this paper, we consider the problem of online identification of Switched AutoRegressive eXogenous (SARX) systems, where the goal is to estimate the parameters of each subsystem…
Tensor Methods for Nonlinear Matrix Completion
Greg Ongie, Daniel Pimentel-Alarcón, Laura Balzano +2
In the low-rank matrix completion (LRMC) problem, the low-rank assumption means that the columns (or rows) of the matrix to be completed are points on a low-dimensional linear alge…