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In this paper, we study convex optimization methods for computing the trace norm regularized least squares estimate in multivariate linear regression. The so-called factor estimation and selection (FES) method, recently proposed by Yuan et…

Methodology · Statistics 2009-04-07 Zhaosong Lu , Renato D. C. Monteiro , Ming Yuan

Investigation of well-motivated parameter space in the theories of Beyond the Standard Model (BSM) plays an important role in new physics discoveries. However, a large-scale exploration of models with multi-parameter or equivalent solutions…

High Energy Physics - Phenomenology · Physics 2019-04-09 Jie Ren , Lei Wu , Jin Min Yang , Jun Zhao

It is often of interest to estimate regression functions non-parametrically. Penalized regression (PR) is one statistically-effective, well-studied solution to this problem. Unfortunately, in many cases, finding exact solutions to PR…

Methodology · Statistics 2021-12-08 Brayan Ortiz , Noah Simon

There are many application papers that solve elliptic boundary value problems by meshless methods, and they use various forms of generalized stiffness matrices that approximate derivatives of functions from values at scattered nodes…

Numerical Analysis · Mathematics 2016-12-23 Robert Schaback

We study the problem of recovering sparse signals from compressed linear measurements. This problem, often referred to as sparse recovery or sparse reconstruction, has generated a great deal of interest in recent years. To recover the…

Methodology · Statistics 2016-01-01 Jian Wang , Ping Li

Mixed-integer linear programs (MILPs) are extensively used to model practical problems such as planning and scheduling. A prominent method for solving MILPs is large neighborhood search (LNS), which iteratively seeks improved solutions…

Optimization and Control · Mathematics 2024-12-12 Wenbo Liu , Akang Wang , Wenguo Yang , Qingjiang Shi

Shuffled linear regression (SLR) seeks to estimate latent features through a linear transformation, complicated by unknown permutations in the measurement dimensions. This problem extends traditional least-squares (LS) and Least Absolute…

Statistics Theory · Mathematics 2025-04-17 Hang Liu , Anna Scaglione

State-of-the-art methods for solving smooth optimization problems are nonlinear conjugate gradient, low memory BFGS, and Majorize-Minimize (MM) subspace algorithms. The MM subspace algorithm which has been introduced more recently has shown…

Optimization and Control · Mathematics 2016-08-24 Emilie Chouzenoux , Jean-Christophe Pesquet

This work presents a novel approach to the mean-square analysis of the normalized least mean squares (NLMS) algorithm for circular complex colored Gaussian inputs. The analysis is based on the derivation of a closed-form expression for the…

Signal Processing · Electrical Eng. & Systems 2021-08-10 Tareq Y. Al-Naffouri , Muhammad Moinuddin , Anum Ali

The partial least squares (PLS) is a popular modeling technique commonly used in social sciences. The traditional PLS algorithm deals with variables measured on interval scales while data are often collected on ordinal scales: a…

Methodology · Statistics 2012-12-21 Gabriele Cantaluppi

The suboptimal physical design of the integrated circuits may not only increase the manufacturing costs due to the larger size of the chip but can also impact its performance by placing interconnected rectangular devices too far from each…

Other Computer Science · Computer Science 2024-10-23 Josef Grus , Zdeněk Hanzálek

In this paper, we apply randomized algorithms to approximate the total least squares (TLS) solution of the problem $Ax\approx b$ in the large-scale discrete ill-posed problems. A regularization technique, based on the multiplicative…

Numerical Analysis · Mathematics 2018-08-09 Liping Zhang , Yimin Wei

In this paper, we study the problem of multipath channel estimation for direct sequence spread spectrum signals. To resolve multipath components arriving within a short interval, we propose a new algorithm called the least-squares based…

Information Theory · Computer Science 2015-03-19 Wooseok Nam , Seung-Hyun Kong

High dimensional data reduction techniques are provided by using partial least squares within deep learning. Our framework provides a nonlinear extension of PLS together with a disciplined approach to feature selection and architecture…

Methodology · Statistics 2021-06-29 Nicholas Polson , Vadim Sokolov , Jianeng Xu

This contribution investigates the connection between isogeometric analysis and integral equation methods for full-wave electromagnetic problems up to the low-frequency limit. The proposed spline-based integral equation method allows for an…

Computational Engineering, Finance, and Science · Computer Science 2026-05-19 Maximilian Nolte , Riccardo Torchio , Sebastian Schöps , Jürgen Dölz , Felix Wolf , Albert E. Ruehli

Machine learning (ML) is increasingly adopted in scientific research, yet the quality and reliability of results often depend on how experiments are designed and documented. Poor baselines, inconsistent preprocessing, or insufficient…

Machine Learning · Computer Science 2025-12-01 Umberto Michelucci , Francesca Venturini

We introduce a new copula-based correction for generalized linear mixed models (GLMMs) within the integrated nested Laplace approximation (INLA) approach for approximate Bayesian inference for latent Gaussian models. While INLA is usually…

Computation · Statistics 2015-12-16 Egil Ferkingstad , Håvard Rue

This work develops a multiscale solution decomposition (MSD) method for nonlocal-in-time problems to separate a series of known terms with multiscale singularity from the original singular solution such that the remaining unknown part…

Numerical Analysis · Mathematics 2025-09-23 Mengmeng Liu , Jie Ma , Wenlin Qiu , Xiangcheng Zheng

The multi-level Monte Carlo method proposed by M. Giles (2008) approximates the expectation of some functionals applied to a stochastic process with optimal order of convergence for the mean-square error. In this paper, a modified…

Probability · Mathematics 2023-01-20 Kristian Debrabant , Andreas Rößler

For uncertainty propagation of highly complex and/or nonlinear problems, one must resort to sample-based non-intrusive approaches [1]. In such cases, minimizing the number of function evaluations required to evaluate the response surface is…

Numerical Analysis · Mathematics 2017-12-04 Anindya Bhaduri , Lori Graham-Brady