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We present an algorithm for computing sparse, least squares-based polynomial chaos expansions, incorporating both adaptive polynomial bases and sequential experimental designs. The algorithm is employed to approximate stochastic…

Computational Engineering, Finance, and Science · Computer Science 2020-01-13 Dimitrios Loukrezis , Armin Galetzka , Herbert De Gersem

We consider within a finite element approach the usage of different adaptively refined meshes for different variables in systems of nonlinear, time-depended PDEs. To resolve different solution behaviours of these variables, the meshes can…

Numerical Analysis · Mathematics 2010-05-27 Thomas Witkowski , Axel Voigt

Least squares form one of the most prominent classes of optimization problems, with numerous applications in scientific computing and data fitting. When such formulations aim at modeling complex systems, the optimization process must…

Optimization and Control · Mathematics 2021-05-31 E. Bergou , Y. Diouane , V. Kungurtsev , C. W. Royer

We propose a block least mean square (LMS) algorithm to monitor the longitudinal power profile of a fiber-optic link through receiver-based digital data from a coherent detector. Compared to the benchmark least squares (LS) method, the…

Signal Processing · Electrical Eng. & Systems 2026-03-03 Paolo Serena , Chiara Lasagni , Alberto Bononi , Fabien Boitier , Joana Girard-Jollet

We propose a discontinuous least squares finite element method for solving the Helmholtz equation. The method is based on the L2 norm least squares functional with the weak imposition of the continuity across the interior faces as well as…

Numerical Analysis · Mathematics 2021-05-06 Ruo Li , Qicheng Liu , Fanyi Yang

Lagrangian Relaxation (LR) is a powerful technique for solving large-scale Mixed Integer Linear Programming (MILP), particularly those with decomposable structures, such as vehicle routing or unit commitment problems. By relaxing the…

Machine Learning · Statistics 2026-05-27 Tung Quoc Le , Anh Tuan Nguyen , Viet Anh Nguyen

This paper presents a unified Least-Squares framework for solving nonlinear partial differential equations by recasting the governing system as a residual minimisation problem. A Least-Squares functional is formulated and the corresponding…

Numerical Analysis · Mathematics 2025-11-10 Fleurianne Bertrand , Maximilian Brodbeck , Tim Ricken , Henrik Schneider

We investigate the problem of estimating the structure factor, or spectra, of stationary spatial point processes. In the first part, we establish a minimax lower bound for this estimation problem, using an approach tailored to second-order…

Statistics Theory · Mathematics 2025-11-19 Gabriel Mastrilli

Long-term time series forecasting requires models that simultaneously capture rapid oscillations, medium-range periodicities, and slowly evolving macro-trends from a fixed look-back window. Existing lightweight MLP-based models typically…

Machine Learning · Computer Science 2026-05-18 Ahmed Cherif

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

Approximate circuit design has gained significance in recent years targeting error tolerant applications. In this paper, we first demonstrate that the commonly used assumption that the inputs to the adder are uniformly distributed results…

Signal Processing · Electrical Eng. & Systems 2020-01-08 Celia Dharmaraj , Vinita Vasudevan , Nitin Chandrachoodan

We present a new general procedure for determining a given set of quantities. To this end, we define certain statistic, that we call 'modified $\chi^2$' ($\chi^2_M$), because of its similarity with the standard $\chi^2$. The terms of this…

Astrophysics · Physics 2009-11-10 J. A. Rubino-Martin , J. Betancort-Rijo

Non-linear least squares solvers are used across a broad range of offline and real-time model fitting problems. Most improvements of the basic Gauss-Newton algorithm tackle convergence guarantees or leverage the sparsity of the underlying…

Computer Vision and Pattern Recognition · Computer Science 2020-10-22 Huu Le , Christopher Zach , Edward Rosten , Oliver J. Woodford

This paper is concerned with distributed limited memory prediction for continuous-time linear stochastic systems with multiple sensors. A distributed fusion with the weighted sum structure is applied to the optimal local limited memory…

Other Computer Science · Computer Science 2010-02-18 Ha-ryong Song , Vladimir Shin

We discuss techniques of estimation and inference for nonstationary nonlinear cohort panels with learning from experience, showing, inter alia, the consistency and asymptotic normality of the nonlinear least squares estimator used in…

Econometrics · Economics 2025-01-07 Alexander Mayer , Michael Massmann

In hep-th/0312098 it was argued that by extending the ``$a$-maximization'' of hep-th/0304128 away from fixed points of the renormalization group, one can compute the anomalous dimensions of chiral superfields along the flow, and obtain a…

High Energy Physics - Theory · Physics 2009-11-10 David Kutasov , Adam Schwimmer

In this paper we accomplish the development of the fast rank-adaptive solver for tensor-structured symmetric positive definite linear systems in higher dimensions. In [arXiv:1301.6068] this problem is approached by alternating minimization…

Numerical Analysis · Mathematics 2014-10-07 Sergey V. Dolgov , Dmitry V. Savostyanov

We consider the problem of solving a large-scale Quadratically Constrained Quadratic Program. Such problems occur naturally in many scientific and web applications. Although there are efficient methods which tackle this problem, they are…

Machine Learning · Statistics 2017-10-04 Kinjal Basu , Ankan Saha , Shaunak Chatterjee

In this paper we study a Markov Chain Monte Carlo (MCMC) Gibbs sampler for solving the integer least-squares problem. In digital communication the problem is equivalent to performing Maximum Likelihood (ML) detection in Multiple-Input…

Information Theory · Computer Science 2009-10-09 Morten Hansen , Babak Hassibi , Alexandros G. Dimakis , Weiyu Xu

Given any domain $X\subseteq \mathbb{R}^d$ and a probability measure $\rho$ on $X$, we study the problem of approximating in $L^2(X,\rho)$ a given function $u:X\to\mathbb{R}$, using its noiseless pointwise evaluations at random samples. For…

Numerical Analysis · Mathematics 2019-07-11 Giovanni Migliorati