Abstract. LAPACK90 is a set of LAPACK90 subroutines which interfaces FORTRAN90 with LAPACK. All LAPACK driver subroutines including expert drivers and some LAPACK computationals ha...
This article proposes a stochastic version of the matching pursuit algorithm for Bayesian variable selection in linear regression. In the Bayesian formulation, the prior distributi...
Abstract. We use a parallel direct solver based on the Schur complement method for solving large sparse linear systems arising from the finite element method. A domain decompositi...
We present a new parallel algorithm to compute an exact triangularization of large square or rectangular and dense or sparse matrices in any field. Using fast matrix multiplicatio...
Many statistical M-estimators are based on convex optimization problems formed by the weighted sum of a loss function with a norm-based regularizer. We analyze the convergence rat...
Alekh Agarwal, Sahand Negahban, Martin J. Wainwrig...