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For reconstruction of low-rank matrices from undersampled measurements, we develop an iterative algorithm based on least-squares estimation. While the algorithm can be used for any low-rank matrix, it is also capable of exploiting a-priori…

Statistics Theory · Mathematics 2012-06-13 Dave Zachariah , Martin Sundin , Magnus Jansson , Saikat Chatterjee

The matrix factor model has drawn growing attention for its advantage in achieving two-directional dimension reduction simultaneously for matrix-structured observations. In this paper, we propose a simple iterative least squares algorithm…

Methodology · Statistics 2023-08-02 Yong He , Ran Zhao , Wen-Xin Zhou

We propose a randomized first order optimization algorithm Gradient Projection Iterative Sketch (GPIS) and an accelerated variant for efficiently solving large scale constrained Least Squares (LS). We provide theoretical convergence…

Optimization and Control · Mathematics 2017-07-18 Junqi Tang , Mohammad Golbabaee , Mike Davies

The paper contains several theoretical results related to the weighted nonlinear least-squares problem for low-rank signal estimation, which can be considered as a Hankel structured low-rank approximation problem. A parameterization of the…

Numerical Analysis · Mathematics 2022-07-29 Nikita Zvonarev , Nina Golyandina

The aim of this paper is to propose a least mean squares (LMS) strategy for adaptive estimation of signals defined over graphs. Assuming the graph signal to be band-limited, over a known bandwidth, the method enables reconstruction, with…

Machine Learning · Computer Science 2016-11-17 Paolo Di Lorenzo , Sergio Barbarossa , Paolo Banelli , Stefania Sardellitti

We develop a Recursive $\mathcal{L}_1$-Regularized Least Squares (SPARLS) algorithm for the estimation of a sparse tap-weight vector in the adaptive filtering setting. The SPARLS algorithm exploits noisy observations of the tap-weight…

Information Theory · Computer Science 2009-01-08 Behtash Babadi , Nicholas Kalouptsidis , Vahid Tarokh

Iteratively Re-weighted Least Squares (IRLS) is a method for solving minimization problems involving non-quadratic cost functions, perhaps non-convex and non-smooth, which however can be described as the infimum over a family of quadratic…

Numerical Analysis · Mathematics 2016-02-24 Massimo Fornasier , Steffen Peter , Holger Rauhut , Stephan Worm

This work presents a general framework for solving the low rank and/or sparse matrix minimization problems, which may involve multiple non-smooth terms. The Iteratively Reweighted Least Squares (IRLS) method is a fast solver, which smooths…

Machine Learning · Computer Science 2015-06-18 Canyi Lu , Zhouchen Lin , Shuicheng Yan

In this work, we propose a novel discrete-time distributed algorithm for finding least-squares solutions of linear algebraic equations with a scheduling protocol to further enhance its scalability. Each agent in the network is assumed to…

Systems and Control · Electrical Eng. & Systems 2025-10-24 Shenyu Liu

Least squares estimation, a regression technique based on minimisation of residuals, has been invaluable in bringing the best fit solutions to parameters in science and engineering. However, in dynamic environments such as in Geomatics…

Computational Engineering, Finance, and Science · Computer Science 2018-04-17 C. P. E. Agbachi

In this work, we develop a distributed least squares approximation (DLSA) method that is able to solve a large family of regression problems (e.g., linear regression, logistic regression, and Cox's model) on a distributed system. By…

Methodology · Statistics 2021-05-11 Xuening Zhu , Feng Li , Hansheng Wang

This work presents joint interference suppression and power allocation algorithms for DS-CDMA networks with multiple hops and decode-and-forward (DF) protocols. A scheme for joint allocation of power levels across the relays subject to…

Information Theory · Computer Science 2013-04-09 Rodrigo C. de Lamare

In this paper, we consider a least-squares (LS)-based distributed algorithm build on a sensor network to estimate an unknown parameter vector of a dynamical system, where each sensor in the network has partial information only but is…

Systems and Control · Electrical Eng. & Systems 2022-12-19 Siyu Xie , Yaqi Zhang , Lei Guo

Only learning one projection matrix from original samples to the corresponding binary labels is too strict and will consequentlly lose some intrinsic geometric structures of data. In this paper, we propose a novel transition subspace…

Computer Vision and Pattern Recognition · Computer Science 2019-06-17 Zhe Chen , Xiao-Jun Wu , Josef Kittler

This paper proposes a robust reduced-rank scheme for adaptive beamforming based on joint iterative optimization (JIO) of adaptive filters. The novel scheme is designed according to the constant modulus (CM) criterion subject to different…

Information Theory · Computer Science 2013-01-30 Lei Wang , Rodrigo C. de Lamare

In order to improve the performance of Least Mean Square (LMS) based system identification of sparse systems, a new adaptive algorithm is proposed which utilizes the sparsity property of such systems. A general approximating approach on…

Information Theory · Computer Science 2015-06-15 Yuantao Gu , Jian Jin , Shunliang Mei

The least trimmed squares (LTS) is a reasonable formulation of robust regression whereas it suffers from high computational cost due to the nonconvexity and nonsmoothness of its objective function. The most frequently used FAST-LTS…

Computation · Statistics 2024-10-08 Shotaro Yagishita

In many application of noise cancellation, the changes in signal characteristics could be quite fast. This requires the utilization of adaptive algorithms, which converge rapidly. Least Mean Squares (LMS) and Normalized Least Mean Squares…

Sound · Computer Science 2011-06-07 Sayed. A. Hadei , M. lotfizad

We propose a new Iteratively Reweighted Least Squares (IRLS) algorithm for the problem of completing or denoising low-rank matrices that are structured, e.g., that possess a Hankel, Toeplitz or block-Hankel/Toeplitz structure. The algorithm…

Optimization and Control · Mathematics 2018-12-06 Christian Kümmerle , Claudio Mayrink Verdun

Broadband wireless channels usually have the sparse nature. Based on the assumption of Gaussian noise model, adaptive filtering algorithms for reconstruction sparse channels were proposed to take advantage of channel sparsity. However,…

Information Theory · Computer Science 2015-02-20 Guan Gui , Li Xu , Wentao Ma , Badong Chen