Related papers: OEM for least squares problems
In this paper, we study the problem of multipath channel estimation for direct sequence spread spectrum signals. To resolve multipath components arriving within a short interval, we propose a new algorithm called the least-squares based…
The iteratively reweighted least squares method (IRLS) is a popular technique used in practice for solving regression problems. Various versions of this method have been proposed, but their theoretical analyses failed to capture the good…
We present singly-exponential quantum algorithms for the One-Sided Crossing Minimization (OSCM) problem. Given an $n$-vertex bipartite graph $G=(U,V,E\subseteq U \times V)$, a $2$-level drawing $(\pi_U,\pi_V)$ of $G$ is described by a…
This paper studies the subspace segmentation problem which aims to segment data drawn from a union of multiple linear subspaces. Recent works by using sparse representation, low rank representation and their extensions attract much…
The recent introduction of the Least-Squares Support Vector Regression (LS-SVR) algorithm for solving differential and integral equations has sparked interest. In this study, we expand the application of this algorithm to address systems of…
Independent sampling of orthogonal polynomial bases via Monte Carlo is of interest for uncertainty quantification of models, using Polynomial Chaos (PC) expansions. It is known that bounding the spectral radius of a random matrix consisting…
The augmented Lagrangian (AL) method that solves convex optimization problems with linear constraints has drawn more attention recently in imaging applications due to its decomposable structure for composite cost functions and empirical…
We explore the usage of the Levenberg-Marquardt (LM) algorithm for regression (non-linear least squares) and classification (generalized Gauss-Newton methods) tasks in neural networks. We compare the performance of the LM method with other…
Greedy algorithms for feature selection are widely used for recovering sparse high-dimensional vectors in linear models. In classical procedures, the main emphasis was put on the sample complexity, with little or no consideration of the…
Tropp's analysis of Orthogonal Matching Pursuit (OMP) using the Exact Recovery Condition (ERC) is extended to a first exact recovery analysis of Orthogonal Least Squares (OLS). We show that when the ERC is met, OLS is guaranteed to exactly…
We propose a penalized orthogonal-components regression (POCRE) for large p small n data. Orthogonal components are sequentially constructed to maximize, upon standardization, their correlation to the response residuals. A new penalization…
In this paper, we propose an efficient and scalable low rank matrix completion algorithm. The key idea is to extend orthogonal matching pursuit method from the vector case to the matrix case. We further propose an economic version of our…
In this paper we study the expectation maximization (EM) technique for one-bit MIMO-OFDM detection (OMOD). Arising from the recent interest in massive MIMO with one-bit analog-to-digital converters, OMOD is a massive-scale problem. EM is an…
The Levenberg-Marquardt algorithm is a flexible iterative procedure used to solve non-linear least squares problems. In this work we study how a class of possible adaptations of this procedure can be used to solve maximum likelihood…
We introduce a conceptual framework for numerically solving linear elliptic, parabolic, and hyperbolic PDEs on bounded, polytopal domains in euclidean spaces by deep neural networks. The PDEs are recast as minimization of a least-squares…
The problem of polynomial least squares fitting in the standard Lagrange basis is addressed in this work. Although the matrices involved in the corresponding overdetermined linear systems are not totally positive, rectangular totally…
In applications, a substantial number of problems can be formulated as non-linear least squares problems over smooth varieties. Unlike the usual least squares problem over a Euclidean space, the non-linear least squares problem over a…
The total least squares problem with the general Tikhonov regularization can be reformulated as a one-dimensional parametric minimization problem (PM), where each parameterized function evaluation corresponds to solving an n-dimensional…
The proximal bundle method (PBM) is a fundamental and computationally effective algorithm for solving nonsmooth optimization problems. In this paper, we present the first variant of the PBM for smooth objectives, achieving an accelerated…
Numerous applications require algorithms that can align partially overlapping point sets while maintaining invariance to geometric transformations (e.g., similarity, affine, rigid). This paper introduces a novel global optimization method…