We have studied two efficient sampling methods, Langevin and Hessian adapted Metropolis Hastings (MH), applied to a parameter estimation problem of the mathematical model (Lorent...
We demonstrate that an algorithm proposed by Drineas et. al. in [7] to approximate the singular vectors/values of a matrix A, is not only of theoretical interest but also a fast, v...
This paper addresses the problem of approximate singular value decomposition of large dense matrices that arises naturally in many machine learning applications. We discuss two re...
Approximation of the permanent of a matrix with nonnegative entries is a well studied problem. The most successful approach to date for general matrices uses Markov chains to appr...
The recovery of signal parameters from noisy sampled data is a fundamental problem in digital signal processing. In this paper, we consider the following spectral analysis problem...