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We present a new, simple and computationally efficient iterative method for low rank matrix completion. Our method is inspired by the class of factorization-type iterative algorithms, but substantially differs from them in the way the…

Optimization and Control · Mathematics 2021-06-30 Jonathan Bauch , Boaz Nadler , Pini Zilber

Performance analysis of $l_0$ norm constrained Recursive least Squares (RLS) algorithm is attempted in this paper. Though the performance pretty attractive compared to its various alternatives, no thorough study of theoretical analysis has…

Information Theory · Computer Science 2016-02-11 Samrat Mukhopadhyay , Bijit Kumar Das , Mrityunjoy Chakraborty

We describe a simple Importance Sampling strategy for Monte Carlo simulations based on a least squares optimization procedure. With several numerical examples, we show that such Least Squares Importance Sampling (LSIS) provides efficiency…

Physics and Society · Physics 2008-12-10 Luca Capriotti

Ill-posed linear inverse problems (ILIP), such as restoration and reconstruction, are a core topic of signal/image processing. A standard approach to deal with ILIP uses a constrained optimization problem, where a regularization function is…

Optimization and Control · Mathematics 2016-11-15 Manya V. Afonso , Jose M. Bioucas-Dias , Mario A. T. Figueiredo

We study the problem of recovering sparse signals from compressed linear measurements. This problem, often referred to as sparse recovery or sparse reconstruction, has generated a great deal of interest in recent years. To recover the…

Methodology · Statistics 2016-01-01 Jian Wang , Ping Li

Presented is a new algorithm for estimating the frequency of a single-tone noisy signal using linear least squares (LLS). Frequency estimation is a nonlinear problem, and typically, methods such as Nonlinear Least Squares (NLS) (batch) or a…

Signal Processing · Electrical Eng. & Systems 2019-04-17 Solomon Davis , Izhak Bucher

iALS is a popular algorithm for learning matrix factorization models from implicit feedback with alternating least squares. This algorithm was invented over a decade ago but still shows competitive quality compared to recent approaches like…

Machine Learning · Computer Science 2021-10-28 Steffen Rendle , Walid Krichene , Li Zhang , Yehuda Koren

The design of digital filters is a fundamental process in the context of digital signal processing. The purpose of this paper is to study the use of $\lp$ norms (for $2 < p < \infty$) as design criteria for digital filters, and to introduce…

Information Theory · Computer Science 2012-07-20 Ricardo A. Vargas , C. Sidney Burrus

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

We present a variational algorithm for solving the classical inverse Sturm-Liouville problem in one dimension when two spectra are given. All critical points of the least squares functional are at global minima, which which suggests…

Numerical Analysis · Mathematics 2009-11-11 Norbert Roehrl

This study presents a generalised least squares based method for fitting polygons and ellipses to data points. The method is based on a trigonometric fitness function that approximates a unit shape accurately, making it applicable to…

Computer Vision and Pattern Recognition · Computer Science 2023-10-20 Yiming Quan , Shian Chen

This draft concerns the error analysis of a collocation method based on the moving least squares (MLS) approximation for integral equations, which improves the results of [2] in the analysis part. This is mainly a translation from Persian…

Numerical Analysis · Mathematics 2015-09-01 Davoud Mirzaei

In this work, we deal with rank-constrained integer least-squares optimization problems arising in low-rank matrix factorization related applications. We propose a solution for constrained integer least-squares problem subject to equality,…

Optimization and Control · Mathematics 2018-11-06 Arun Ayyar , Nirav Bhatt

A matrix algorithm runs superfast (aka at sublinear cost) if it involves much fewer flops and memory cells than an input matrix has entries. Big Data are frequently represented by matrices of immense sizes that cannot be handled directly…

Numerical Analysis · Mathematics 2025-11-11 Qi Luan , Victor Y. Pan

We consider the constrained Linear Inverse Problem (LIP), where a certain atomic norm (like the $\ell_1 $ norm) is minimized subject to a quadratic constraint. Typically, such cost functions are non-differentiable, which makes them not…

Optimization and Control · Mathematics 2025-07-08 Mohammed Rayyan Sheriff , Floor Fenne Redel , Peyman Mohajerin Esfahani

Problems in signal processing and medical imaging often lead to calculating sparse solutions to under-determined linear systems. Methodologies for solving this problem are presented as background to the method used in this work where the…

Numerical Analysis · Computer Science 2009-07-21 R. Broughton , I. Coope , P. Renaud , R. Tappenden

We propose an iterative quantum-assisted least squares (i-QLS) optimization method that leverages quantum annealing to overcome the scalability and precision limitations of prior quantum least squares approaches. Unlike traditional…

The joint bidiagonalization process of a matrix pair $\{A,L\}$ can be used to develop iterative regularization algorithms for large scale ill-posed problems in general-form Tikhonov regularization…

Numerical Analysis · Mathematics 2020-12-29 Haibo Li

We consider adaptive system identification problems with convex constraints and propose a family of regularized Least-Mean-Square (LMS) algorithms. We show that with a properly selected regularization parameter the regularized LMS provably…

Methodology · Statistics 2010-12-24 Yilun Chen , Yuantao Gu , Alfred O. Hero

Distorted sensors could occur randomly and may lead to the breakdown of a sensor array system. We consider an array model within which a small number of sensors are distorted by unknown sensor gain and phase errors. With such an array…

Signal Processing · Electrical Eng. & Systems 2024-10-28 Huiping Huang , Qi Liu , Hing Cheung So , Abdelhak M. Zoubir
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