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We describe an interior point algorithm for computing the upper bound for the structured singular value described in the paper by Fan, Tits and Doyle, IEEE Trans AC, Jan. 1991. We demonstrate the perf...
We show that control system design via classical loop shaping and singular value loop shaping can be formulated as a closed-loop convex problem. Consequently, loop shaping problems can be solved by ef...
CG, SYMMLQ, and MINRES are Krylov subspace methods for solving symmetric systems of linear equations. When these methods are applied to an incompatible system (that is, a singular symmetric least-sq...
The Singular Supports of IC Sheaves on Quasimaps' Spaces are Irreducible.
In [BMR] we observed that, on the level of derived categories, representations of the Lie algebra of a semisimple algebraic group over a field of finite characteristic with a given (generalized) {\em ...
We consider recovery of low-rank matrices from noisy data by hard thresholding of singular values, where singular values below a prescribed threshold \lambda are set to 0. We study the asymptotic MSE ...
We study the following problem: when a low rank matrix is perturbed by Gaus-sian noise, what is the distribution of the induced (by singular value decompostion) perturbation on its singular vectors? I...
This article presents a unified approach to simultaneously compute the Jacobians of several singular matrix transformations in the real, complex, quaternion and octonion cases. Formally, these Jacobia...
An interpretation of the Moore-Penrose generalized inverse of a singular Fisher information matrix (FIM) is presented in this paper, from the perspective of Cramer-Rao bound (CRB). CRB is a lower boun...
In many practical situations we would like to estimate the covariance matrix of a set of variables from an insufficient amount of data. More specifically, if we have a set of $N$ independent, identica...
We analyze the asymptotic behaviour of the tapered discrete Fourier transforms far random fields with singular spectrum. The results are used to establish consistency and asymptotic normality for s...
In the paper we study the random walks zy=,Xi on the interval [O, Nj c 2, where Xi are i.i.d. random variables with characteristic function @ = (1 -cos 0) 1 f'I2 Here f is a rational function. We ...
Rao (1979) established separation theorems for singular values of a matrix and showed their applications in multivariate analysis. In this paper, we provide generalized separation theorems for sing...
A wealth of epidemiological data suggests an association between mortality/morbidity from pulmonary and cardiovascular adverse events and air pollution, but uncertainty remains as to the extent implie...
The asymptotic properties of the maximum likelihood and bayesian estimators of finite dimensional parameters of any statistical model depend strongly on the regularity conditions. It is well-known tha...

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