19 citations · 45 across the 11 of their papers we have counts for
3 papers · 1 filter
Efficient Robust Parameter Identification in Generalized Kalman Smoothing Models
Jonathan Jonker, Peng Zheng, Aleksandr Y. Aravkin
Dynamic inference problems in autoregressive (AR/ARMA/ARIMA), exponential smoothing, and navigation are often formulated and solved using state-space models (SSM), which allow a ra…
Relax-and-split method for nonsmooth nonconvex problems
Peng Zheng, Aleksandr Aravkin
We develop and analyze a new `relax-and-split' (RS) approach for compositions of separable nonconvex nonsmooth functions with linear maps. RS uses a relaxation technique together w…
Robust and scalable methods for the dynamic mode decomposition
Travis Askham, Peng Zheng, Aleksandr Aravkin +1
The dynamic mode decomposition (DMD) is a broadly applicable dimensionality reduction algorithm that approximates a matrix containing time-series data by the outer product of a mat…