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In this work, we consider the problem of regularization in the design of minimum mean square error (MMSE) linear filters. Using the relationship with statistical machine learning methods, using a Bayesian approach, the regularization…

Information Theory · Computer Science 2024-07-01 Daniel Gomes de Pinho Zanco , Leszek Szczecinski , Jacob Benesty

With the extensive application of submodularity, its generalizations are constantly being proposed. However, most of them are tailored for special problems. In this paper, we focus on quasi-submodularity, a universal generalization, which…

Data Structures and Algorithms · Computer Science 2014-11-14 Jincheng Mei , Kang Zhao , Bao-Liang Lu

It was recently observed that chiral two-body interactions can be efficiently represented using matrix factorization techniques such as the singular value decomposition. However, the exploitation of these low-rank structures in a few- or…

Nuclear Theory · Physics 2022-08-30 A. Tichai , P. Arthuis , K. Hebeler , M. Heinz , J. Hoppe , A. Schwenk , L. Zurek

While classical scaling, just like principal component analysis, is parameter-free, other methods for embedding multivariate data require the selection of one or several tuning parameters. This tuning can be difficult due to the…

Methodology · Statistics 2023-10-19 Ery Arias-Castro , Phong Alain Chau

$\ell_1$ regularization is used to preserve edges or enforce sparsity in a solution to an inverse problem. We investigate the Split Bregman and the Majorization-Minimization iterative methods that turn this non-smooth minimization problem…

Numerical Analysis · Mathematics 2024-12-16 Brian Sweeney , Rosemary Renaut , Malena Español

The idea of exploiting sparseness in under-determined damage characterization problems is not new, and regularizations techniques that tend to promote sparseness, such as L1-norm minimization, have been investigated in the last ten years or…

Dynamical Systems · Mathematics 2022-07-01 Esmaeil Memarzadeh , Dionisio Bernal , Martin D. Ulriksen

In this paper we propose a linear scalarization proximal point algorithm for solving arbitrary lower semicontinuous quasiconvex multiobjective minimization problems. Under some natural assumptions and using the condition that the proximal…

In this work, we investigate a particular class of shape optimization problems under uncertainties on the input parameters. More precisely, we are interested in the minimization of the expectation of a quadratic objective in a situation…

Optimization and Control · Mathematics 2015-06-01 M. Dambrine , C. Dapogny , H. Harbrecht

In this paper, we present a progressive and iterative approximation method with memory for least square fitting(MLSPIA). It adjusts the control points and the weighted sums iteratively to construct a series of fitting curves (surfaces) with…

Numerical Analysis · Mathematics 2019-08-22 Zheng-Da Huang , Hui-Di Wang

Variational regularization of ill-posed inverse problems is based on minimizing the sum of a data fidelity term and a regularization term. The balance between them is tuned using a positive regularization parameter, whose automatic choice…

Numerical Analysis · Mathematics 2025-11-12 Markus Juvonen , Bjørn Jensen , Ilmari Pohjola , Yiqiu Dong , Samuli Siltanen

Model reduction simplifies complex dynamical systems while preserving essential properties. This paper revisits a recently proposed system-theoretic framework for least squares moment matching. It interprets least squares model reduction in…

Optimization and Control · Mathematics 2025-05-28 Alberto Padoan

We go through the many considerations involved in fitting a model to data, using as an example the fit of a straight line to a set of points in a two-dimensional plane. Standard weighted least-squares fitting is only appropriate when there…

Instrumentation and Methods for Astrophysics · Physics 2010-08-30 David W. Hogg , Jo Bovy , Dustin Lang

Classical approach to regularization is to design norms enhancing smoothness or sparsity and then to use this norm or some power of this norm as a regularization function. The choice of the regularization function (for instance a power…

Statistics Theory · Mathematics 2018-05-21 Raphaël Deswarte , Guillaume Lecué

Machine learning has been widely applied in many aspects, but training a machine learning model is increasingly difficult. There are more optimization problems named "black-box" where the relationship between model parameters and outcomes…

Machine Learning · Computer Science 2025-03-19 Vu Tuan Hai

A function of the empirical characteristic function,exists for the stable distribution, which leads to a linear regression and can be used to estimate the parameters. Two approaches are often used, one to find optimal values of t, but these…

Computation · Statistics 2018-11-06 J. Martin van Zyl

There are many practical applications based on the Least Square Error (LSE) approximation. It is based on a square error minimization 'on a vertical' axis. The LSE method is simple and easy also for analytical purposes. However, if data…

Graphics · Computer Science 2018-02-22 Vaclav Skala

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

In this work we are interested in the problems of supervised learning and variable selection when the input-output dependence is described by a nonlinear function depending on a few variables. Our goal is to consider a sparse nonparametric…

Machine Learning · Statistics 2012-08-14 Lorenzo Rosasco , Silvia Villa , Sofia Mosci , Matteo Santoro , Alessandro verri

The characterization of a binary function by partial frequency information is considered. We show that it is possible to reconstruct binary signals from incomplete frequency measurements via the solution of a simple linear optimization…

Information Theory · Computer Science 2012-04-19 Yu Mao

Many common loss functions such as mean-squared-error, cross-entropy, and reconstruction loss are unnecessarily rigid. Under a probabilistic interpretation, these common losses correspond to distributions with fixed shapes and scales. We…

Machine Learning · Computer Science 2020-10-05 Mark Hamilton , Evan Shelhamer , William T. Freeman
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