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09/08/2023
Riemannian Langevin Monte Carlo schemes for sampling PSD matrices with fixed rank
This paper introduces two explicit schemes to sample matrices from Gibbs...
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02/09/2023
On the convergence of orthogonalization-free conjugate gradient method for extreme eigenvalues of Hermitian matrices: a Riemannian optimization interpretation
In many applications, it is desired to obtain extreme eigenvalues and ei...
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04/16/2022
