Related papers: Projected nonlinear least squares for exponential …
In many applications throughout science and engineering, model reduction plays an important role replacing expensive large-scale linear dynamical systems by inexpensive reduced order models that capture key features of the original, full…
In this note, we develop fast and deterministic dimensionality reduction techniques for a family of subspace approximation problems. Let $P\subset \mathbbm{R}^N$ be a given set of $M$ points. The techniques developed herein find an $O(n…
One of the major challenges in the Bayesian solution of inverse problems governed by partial differential equations (PDEs) is the computational cost of repeatedly evaluating numerical PDE models, as required by Markov chain Monte Carlo…
This paper presents an efficient algorithm for the least-squares problem using the point-to-plane cost, which aims to jointly optimize depth sensor poses and plane parameters for 3D reconstruction. We call this least-squares problem…
Least squares approximation is a technique to find an approximate solution to a system of linear equations that has no exact solution. In a typical setting, one lets $n$ be the number of constraints and $d$ be the number of variables, with…
Optimal dimensionality reduction methods are proposed for the Bayesian inference of a Gaussian linear model with additive noise in presence of overabundant data. Three different optimal projections of the observations are proposed based on…
We consider the problem of efficient randomized dimensionality reduction with norm-preservation guarantees. Specifically we prove data-dependent Johnson-Lindenstrauss-type geometry preservation guarantees for Ho's random subspace method:…
When minimizing a nonlinear least-squares function, the Levenberg-Marquardt algorithm can suffer from a slow convergence, particularly when it must navigate a narrow canyon en route to a best fit. On the other hand, when the least-squares…
The weighted nonlinear least-squares problem for low-rank signal estimation is considered. The problem of constructing a numerical solution that is stable and fast for long time series is addressed. A modified weighted Gauss-Newton method,…
Approximating a function with a finite series, e.g., involving polynomials or trigonometric functions, is a critical tool in computing and data analysis. The construction of such approximations via now-standard approaches like least squares…
In this paper, we study structured quasi-Newton methods for optimization problems with orthogonality constraints. Note that the Riemannian Hessian of the objective function requires both the Euclidean Hessian and the Euclidean gradient. In…
Least squares (LS) fitting is one of the most fundamental techniques in science and engineering. It is used to estimate parameters from multiple noisy observations. In many problems the parameters are known a-priori to be bounded integer…
Variable projection solves structured optimization problems by completely minimizing over a subset of the variables while iterating over the remaining variables. Over the last 30 years, the technique has been widely used, with empirical and…
Random projection techniques based on Johnson-Lindenstrauss lemma are used for randomly aggregating the constraints or variables of optimization problems while approximately preserving their optimal values, that leads to smaller-scale…
We consider the problem of efficiently solving large-scale linear least squares problems that have one or more linear constraints that must be satisfied exactly. Whilst some classical approaches are theoretically well founded, they can face…
A new package for nonlinear least squares fitting is introduced in this paper. This package implements a recently developed algorithm that, for certain types of nonlinear curve fitting, reduces the number of nonlinear parameters to be…
Common trends in model order reduction of large nonlinear finite-element-discretized systems involve the introduction of a linear mapping into a reduced set of unknowns, followed by Galerkin projection of the governing equations onto a…
In this work, a new algorithm for solving symmetric indefinite systems of linear equations is presented. It factorizes the matrix into the form LDLt using Jacobi rotations in order to increase the pivot's absolute value. Furthermore, Rook's…
In this notes we describe an algorithm for non-linear fitting which incorporates some of the features of linear least squares into a general minimum $\chi^2$ fit and provide a pure Python implementation of the algorithm. It consists of the…
In this paper we extend the hierarchical model reduction framework based on reduced basis techniques for the application to nonlinear partial differential equations. The major new ingredient to accomplish this goal is the introduction of…