An Improved Greedy Algorithm for Subset Selection in Linear Estimation

In this paper, we consider a subset selection problem in a spatial field where we seek to find a set of k locations whose observations provide the best estimate of the field value at a finite set of prediction locations. The measurements can be taken at any location in the continuous field, and the covariance between the field values at...

Higher order exponential splittings for the fast Non-linear Fourier Transform of the Korteweg-De Vries equation

Non-linear Fourier Transforms (NFTs) enable the analysis of signals governed by certain non-linear evolution equations in a way that is analogous to how the conventional Fourier transform is used to analyse linear wave equations. Recently, fast numerical algorithms have been derived for the numerical computation of certain NFTs. In this paper,...