2 code implementations • 16 Jul 2022 • Siavash Ameli, Shawn C. Shadden
We study a matrix that arises from a singular form of the Woodbury matrix identity.
1 code implementation • 20 Jun 2022 • Siavash Ameli, Shawn C. Shadden
We develop a computational procedure to estimate the covariance hyperparameters for semiparametric Gaussian process regression models with additive noise.
3 code implementations • 15 Sep 2020 • Siavash Ameli, Shawn C. Shadden
We develop heuristic interpolation methods for the functions $t \mapsto \log \det \left( \mathbf{A} + t \mathbf{B} \right)$ and $t \mapsto \operatorname{trace}\left( (\mathbf{A} + t \mathbf{B})^{p} \right)$ where the matrices $\mathbf{A}$ and $\mathbf{B}$ are Hermitian and positive (semi) definite and $p$ and $t$ are real variables.