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2015

Journal Article

Schur properties of convolutions of gamma random variables

Roosta-Khorasani, Farbod and Szekely, Gábor J. (2015). Schur properties of convolutions of gamma random variables. Metrika, 78 (8), 997-1014. doi: 10.1007/s00184-015-0537-9

Schur properties of convolutions of gamma random variables

2015

Journal Article

Improved bounds on sample size for implicit matrix trace estimators

Roosta-Khorasani, Farbod and Ascher, Uri (2015). Improved bounds on sample size for implicit matrix trace estimators. Foundations of Computational Mathematics, 15 (5), 1187-1212. doi: 10.1007/s10208-014-9220-1

Improved bounds on sample size for implicit matrix trace estimators

2015

Journal Article

Assessing stochastic algorithms for large scale nonlinear least squares problems using extremal probabilities of linear combinations of gamma random variables

Roosta-Khorasani, Farbod, Székely, Gábor J. and Ascher, Uri M. (2015). Assessing stochastic algorithms for large scale nonlinear least squares problems using extremal probabilities of linear combinations of gamma random variables. SIAM/ASA Journal on Uncertainty Quantification, 3 (1), 61-90. doi: 10.1137/14096311X

Assessing stochastic algorithms for large scale nonlinear least squares problems using extremal probabilities of linear combinations of gamma random variables

2014

Journal Article

Data completion and stochastic algorithms for PDE inversion problems with many measurements

Roosta-Khorasani, Farbod, van den Doel, Kees and Ascher, Uri (2014). Data completion and stochastic algorithms for PDE inversion problems with many measurements. Electronic Transactions on Numerical Analysis, 42, 177-196.

Data completion and stochastic algorithms for PDE inversion problems with many measurements

2014

Journal Article

Stochastic algorithms for inverse problems involving pdes and many measurements

Roosta-Khorasani, Farbod, Van Den Doel, Kees and Ascher, Uri (2014). Stochastic algorithms for inverse problems involving pdes and many measurements. SIAM Journal on Scientific Computing, 36 (5), S3-S22. doi: 10.1137/130922756

Stochastic algorithms for inverse problems involving pdes and many measurements