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In this paper we characterize sharp time-data tradeoffs for optimization problems used for solving linear inverse problems. We focus on the minimization of a least-squares objective subject to a constraint defined as the sub-level set of a…

Information Theory · Computer Science 2016-01-06 Samet Oymak , Benjamin Recht , Mahdi Soltanolkotabi

Overdetermined systems of first kind integral equations appear in many applications. When the right-hand side is discretized, the resulting finite-data problem is ill-posed and admits infinitely many solutions. We propose a numerical method…

Numerical Analysis · Mathematics 2023-07-26 Patricia Díaz de Alba , Luisa Fermo , Federica Pes , Giuseppe Rodriguez

Optimization seeks extremal points in a function. When there are superextensively many optima, optimization algorithms are liable to get stuck. Under these conditions, generic algorithms tend to find marginal optima, which have many nearly…

Disordered Systems and Neural Networks · Physics 2024-07-25 Jaron Kent-Dobias

Ordinary least squares (OLS) is the default method for fitting linear models, but is not applicable for problems with dimensionality larger than the sample size. For these problems, we advocate the use of a generalized version of OLS…

Methodology · Statistics 2016-06-17 Xiangyu Wang , David Dunson , Chenlei Leng

As one of data-driven approaches to computational mechanics in elasticity, this paper presents a method finding a bound for structural response, taking uncertainty in a material data set into account. For construction of an uncertainty set,…

Optimization and Control · Mathematics 2024-06-13 Yoshihiro Kanno

In some cases, computational benefit can be gained by exploring the hyper parameter space using a deterministic set of grid points instead of a Markov chain. We view this as a numerical integration problem and make three unique…

Computation · Statistics 2016-09-30 Chaitanya Joshi , Paul T. Brown , Stephen Joe

A finite element methodology for large classes of variational boundary value problems is defined which involves discretizing two linear operators: (1) the differential operator defining the spatial boundary value problem; and (2) a Riesz…

Numerical Analysis · Mathematics 2017-12-08 Brendan Keith , Socratis Petrides , Federico Fuentes , Leszek Demkowicz

In this paper, we consider the sparse least squares regression problem with probabilistic simplex constraint. Due to the probabilistic simplex constraint, one could not apply the L1 regularization to the considered regression model. To find…

Optimization and Control · Mathematics 2021-12-28 Guiyun Xiao , Zheng-Jian Bai

Substances such as chemical compounds are invisible to human eyes, they are usually captured by sensing equipments with their spectral fingerprints. Though spectra of pure chemicals can be identified by visual inspection, the spectra of…

Numerical Analysis · Mathematics 2015-01-07 Yuanchang Sun , Wensong Wu , Jack Xin

In this paper we formulate and solve a robust least squares problem for a system of linear equations subject to quantization error in the data matrix. Ordinary least squares fails to consider uncertainty in the operator, modeling all noise…

Optimization and Control · Mathematics 2021-04-09 Richard Clancy , Stephen Becker

Submodular function minimization is a fundamental optimization problem that arises in several applications in machine learning and computer vision. The problem is known to be solvable in polynomial time, but general purpose algorithms have…

Machine Learning · Computer Science 2015-02-10 Alina Ene , Huy L. Nguyen

There are many ways of establishing upper bounds on fluctuations of random variables, but there is no systematic approach for lower bounds. As a result, lower bounds are unknown in many important problems. This paper introduces a general…

Probability · Mathematics 2018-07-30 Sourav Chatterjee

Modern inference and learning often hinge on identifying low-dimensional structures that approximate large scale data. Subspace clustering achieves this through a union of linear subspaces. However, in contemporary applications data is…

Machine Learning · Computer Science 2018-08-03 Daniel L. Pimentel-Alarcón , Usman Mahmood

Linear Least Squares is a very well known technique for parameter estimation, which is used even when sub-optimal, because of its very low computational requirements and the fact that exact knowledge of the noise statistics is not required.…

Statistics Theory · Mathematics 2018-10-16 Michael Krikheli , Amir Leshem

Digital co-addition of astronomical images is a common technique for increasing signal-to-noise and image depth. A modification of this simple technique has been applied to the detection of minor bodies in the Solar System: first stationary…

Earth and Planetary Astrophysics · Physics 2015-05-18 Alex H. Parker , JJ. Kavelaars

Aligning partially overlapping point sets where there is no prior information about the value of the transformation is a challenging problem in computer vision. To achieve this goal, we first reduce the objective of the robust point…

Computer Vision and Pattern Recognition · Computer Science 2020-07-07 Wei Lian , WangMeng Zuo , Lei Zhang

The modern ability to collect vast quantities of data poses a challenge for parameter estimation problems. When posed as a nonlinear least squares problem fitting a model to data, the cost of each iteration grows linearly with the amount of…

Numerical Analysis · Mathematics 2019-03-01 Jeffrey M. Hokanson

Functions with discontinuities appear in many applications such as image reconstruction, signal processing, optimal control problems, interface problems, engineering applications and so on. Accurate approximation and interpolation of these…

Numerical Analysis · Mathematics 2023-02-07 Mohammad Karimnejad Esfahani , Stefano De Marchi , Francesco Marchetti

We study a popular algorithm for fitting polynomial curves to scattered data based on the least squares with gradient weights. We show that sometimes this algorithm admits a substantial reduction of complexity, and, furthermore, find…

Computational Complexity · Computer Science 2010-08-12 N. Chernov , C. Lesort , N. Simanyi

In this paper, we study the estimation of partially linear models for spatial data distributed over complex domains. We use bivariate splines over triangulations to represent the nonparametric component on an irregular two-dimensional…

Statistics Theory · Mathematics 2021-06-03 Li Wang , Guannan Wang , Min-Jun Lai , Lei Gao