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This note develops a simple two-stage least squares (2SLS) procedure to estimate the causal effect of some endogenous regressors on a randomly right censored outcome in the linear model. The proposal replaces the usual ordinary least…

Statistics Theory · Mathematics 2021-10-12 Jad Beyhum

Estimation of a precision matrix (i.e., inverse covariance matrix) is widely used to exploit conditional independence among continuous variables. The influence of abnormal observations is exacerbated in a high dimensional setting as the…

Methodology · Statistics 2021-05-17 Peng Tang , Huijing Jiang , Heeyoung Kim , Xinwei Deng

We present an iterative framework to improve the amortized approximations of posterior distributions in the context of Bayesian inverse problems, which is inspired by loop-unrolled gradient descent methods and is theoretically grounded in…

Machine Learning · Computer Science 2023-05-16 Rafael Orozco , Ali Siahkoohi , Mathias Louboutin , Felix J. Herrmann

Latest least squares regression (LSR) methods mainly try to learn slack regression targets to replace strict zero-one labels. However, the difference of intra-class targets can also be highlighted when enlarging the distance between…

Computer Vision and Pattern Recognition · Computer Science 2019-10-09 Zhe Chen , Xiao-Jun Wu , Josef Kittler

New recursive least squares algorithms with rank two updates (RLSR2) that include both exponential and instantaneous forgetting (implemented via a proper choice of the forgetting factor and the window size) are introduced and systematically…

Optimization and Control · Mathematics 2025-07-16 Alexander Stotsky

Thanks to the broadband nature of the Distributed Acoustic Sensing (DAS) measurement, a roadside section of the Stanford DAS-2 array can record seismic signals from various sources. For example, it measures the earth's quasi-static…

Geophysics · Physics 2020-06-03 Siyuan Yuan , Ariel Lellouch , Robert G. Clapp , Biondo Biondi

We consider the problem of locating a jump discontinuity (change-point) in a smooth parametric regression model with a bounded covariate. It is assumed that one can sample the covariate at different values and measure the corresponding…

Statistics Theory · Mathematics 2009-08-14 Yan Lan , Moulinath Banerjee , George Michailidis

In this paper, a rapid approximation method is introduced to estimate the sea surface velocity field based on scattered measurements. The method uses a simplified two-dimensional flow model as a surrogate model, which mimics the real…

Fluid Dynamics · Physics 2024-11-05 Karlo Jakac , Luka Lanča , Ante Sikirica , Stefan Ivić

We propose a new method for local distance metric learning based on sample similarity as side information. These local metrics, which utilize conical combinations of metric weight matrices, are learned from the pooled spatial…

Machine Learning · Computer Science 2019-02-25 YInjie Huang , Cong Li , Michael Georgiopoulos , Georgios C. Anagnostopoulos

Models of gravitational waveforms play a critical role in detecting and characterizing the gravitational waves (GWs) from compact binary coalescences. Waveforms from numerical relativity (NR), while highly accurate, are too computationally…

High Energy Astrophysical Phenomena · Physics 2018-01-03 Zoheyr Doctor , Ben Farr , Daniel E. Holz , Michael Pürrer

An interference-normalised least mean square (INLMS) algorithm for robust adaptive filtering is proposed. The INLMS algorithm extends the gradient-adaptive learning rate approach to the case where the signals are non-stationary. In…

Systems and Control · Computer Science 2016-02-29 Jean-Marc Valin , Iain B. Collings

This paper proposes and analyzes a communication-efficient distributed optimization framework for general nonconvex nonsmooth signal processing and machine learning problems under an asynchronous protocol. At each iteration, worker machines…

Optimization and Control · Mathematics 2020-07-15 Jineng Ren , Jarvis Haupt

We develop a new least squares method for solving the second-order elliptic equations in non-divergence form. Two least-squares-type functionals are proposed for solving the equations in two steps. We first obtain a numerical approximation…

Numerical Analysis · Mathematics 2020-04-02 Ruo Li , Fanyi Yang

This paper introduces warped Gaussian processes (WGP) regression in remote sensing applications. WGP models output observations as a parametric nonlinear transformation of a GP. The parameters of such prior model are then learned via…

Computer Vision and Pattern Recognition · Computer Science 2020-12-23 Anna Mateo-Sanchis , Jordi Muñoz-Marí , Adrián Pérez-Suay , Gustau Camps-Valls

This paper studies iterative schemes for measure transfer and approximation problems, which are defined through a slicing-and-matching procedure. Similar to the sliced Wasserstein distance, these schemes benefit from the availability of…

Numerical Analysis · Mathematics 2026-03-17 Shiying Li , Caroline Moosmueller , Yongzhe Wang

Least-Squares Reverse-Time Migration (LSRTM) is a method that seismologists utilize to compute a high-resolution subsurface image. Nevertheless, LSRTM is a computationally demanding problem. One way to reduce the computational costs of the…

Geophysics · Physics 2025-09-12 Aydin Shoja , Joost van der Neut , Kees Wapenaar

Waveform inversion is theoretically a powerful tool to reconstruct subsurface structures, but a usually encountered problem is that accurate sources are very rare, causing the computation unstable and divergent. This challenging problem,…

Geophysics · Physics 2024-07-12 Han Yu

Iteratively reweighted least squares (IRLS) is a widely-used method in machine learning to estimate the parameters in the generalised linear models. In particular, IRLS for L1 minimisation under the linear model provides a closed-form…

Cryptography and Security · Computer Science 2016-05-25 Mijung Park , Max Welling

Multi-view mesh reconstruction remains a core challenge in computer graphics and vision, especially for recovering high-frequency geometry from sparse observations. Recent methods such as 3D Gaussian Splatting (3DGS) and Neural Radiance…

Computer Vision and Pattern Recognition · Computer Science 2026-05-11 Nandhana Sunil , Abhirami R Iyer , Avirup Mandal

We study the problem of exact support recovery: given an (unknown) vector $\theta \in \left\{-1,0,1\right\}^D$, we are given access to the noisy measurement $$ y = X\theta + \omega,$$ where $X \in \mathbb{R}^{N \times D}$ is a (known)…

Statistics Theory · Mathematics 2020-11-10 Ofir Lindenbaum , Stefan Steinerberger