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Related papers: Linear regression without correspondence

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Linear regression without correspondences concerns the recovery of a signal in the linear regression setting, where the correspondences between the observations and the linear functionals are unknown. The associated maximum likelihood…

Information Theory · Computer Science 2020-09-15 Liangzu Peng , Manolis C. Tsakiris

Linear regression without correspondences is the problem of performing a linear regression fit to a dataset for which the correspondences between the independent samples and the observations are unknown. Such a problem naturally arises in…

Machine Learning · Computer Science 2019-10-07 Manolis C. Tsakiris , Liangzu Peng , Aldo Conca , Laurent Kneip , Yuanming Shi , Hayoung Choi

We propose methods for estimating correspondence between two point sets under the presence of outliers in both the source and target sets. The proposed algorithms expand upon the theory of the regression without correspondence problem to…

Machine Learning · Statistics 2019-10-29 Amin Nejatbakhsh , Erdem Varol

We obtain robust and computationally efficient estimators for learning several linear models that achieve statistically optimal convergence rate under minimal distributional assumptions. Concretely, we assume our data is drawn from a…

Machine Learning · Statistics 2020-12-07 Ainesh Bakshi , Adarsh Prasad

We consider the problem of recovering the unknown noise variance in the linear regression model. To estimate the nuisance (a vector of regression coefficients) we use a family of spectral regularisers of the maximum likelihood estimator.…

Statistics Theory · Mathematics 2017-11-28 Yuri Golubev , Ekaterina Krymova

We derive an efficient stochastic algorithm for inverse problems that present an unknown linear forcing term and a set of nonlinear parameters to be recovered. It is assumed that the data is noisy and that the linear part of the problem is…

Numerical Analysis · Mathematics 2019-09-17 Darko Volkov

Consider the regression problem where the response $Y\in\mathbb{R}$ and the covariate $X\in\mathbb{R}^d$ for $d\geq 1$ are \textit{unmatched}. Under this scenario, we do not have access to pairs of observations from the distribution of $(X,…

Statistics Theory · Mathematics 2023-09-19 Mona Azadkia , Fadoua Balabdaoui

We consider the problem of recovering of continuous multi-dimensional functions from the noisy observations over the regular grid. Our focus is at the adaptive estimation in the case when the function can be well recovered using a linear…

Statistics Theory · Mathematics 2009-03-06 Anatoli Iouditski , Arkadii S. Nemirovski

In this paper, we consider a class of nonlinear regression problems without the assumption of being independent and identically distributed. We propose a correspondent mini-max problem for nonlinear regression and give a numerical…

Methodology · Statistics 2019-04-16 Qing Xu , Xiaohua Xuan

Linear regression is a fundamental modeling tool in statistics and related fields. In this paper, we study an important variant of linear regression in which the predictor-response pairs are partially mismatched. We use an optimization…

Optimization and Control · Mathematics 2022-11-01 Rahul Mazumder , Haoyue Wang

We consider the optimization of a quadratic objective function whose gradients are only accessible through a stochastic oracle that returns the gradient at any given point plus a zero-mean finite variance random error. We present the first…

Optimization and Control · Mathematics 2016-02-25 Aymeric Dieuleveut , Nicolas Flammarion , Francis Bach

We consider the problem of linear fitting of noisy data in the case of broad (say $\alpha$-stable) distributions of random impacts ("noise"), which can lack even the first moment. This situation, common in statistical physics of small…

Data Analysis, Statistics and Probability · Physics 2015-05-27 Eugene B. Postnikov , Igor M. Sokolov

Consider linear regression where the examples are generated by an unknown distribution on $R^d\times R$. Without any assumptions on the noise, the linear least squares solution for any i.i.d. sample will typically be biased w.r.t. the least…

Machine Learning · Computer Science 2018-10-08 Michał Dereziński , Manfred K. Warmuth , Daniel Hsu

The shuffled linear regression problem aims to recover linear relationships in datasets where the correspondence between input and output is unknown. This problem arises in a wide range of applications including survey data, in which one…

Computation · Statistics 2022-10-03 Efe Onaran , Soledad Villar

We give the first polynomial-time algorithm for performing linear or polynomial regression resilient to adversarial corruptions in both examples and labels. Given a sufficiently large (polynomial-size) training set drawn i.i.d. from…

Machine Learning · Computer Science 2020-06-05 Adam Klivans , Pravesh K. Kothari , Raghu Meka

We consider a high dimensional linear regression problem where the goal is to efficiently recover an unknown vector $\beta^*$ from $n$ noisy linear observations $Y=X\beta^*+W \in \mathbb{R}^n$, for known $X \in \mathbb{R}^{n \times p}$ and…

Statistics Theory · Mathematics 2018-11-12 David Gamarnik , Ilias Zadik

We propose a new prediction method for multivariate linear regression problems where the number of features is less than the sample size but the number of outcomes is extremely large. Many popular procedures, such as penalized regression…

Methodology · Statistics 2021-04-20 Yihe Wang , Sihai Dave Zhao

Sparse linear regression is a central problem in high-dimensional statistics. We study the correlated random design setting, where the covariates are drawn from a multivariate Gaussian $N(0,\Sigma)$, and we seek an estimator with small…

Data Structures and Algorithms · Computer Science 2023-05-29 Jonathan Kelner , Frederic Koehler , Raghu Meka , Dhruv Rohatgi

This paper considers a noisy data structure recovery problem. The goal is to investigate the following question: Given a noisy observation of a permuted data set, according to which permutation was the original data sorted? The focus is on…

Information Theory · Computer Science 2020-11-24 Minoh Jeong , Alex Dytso , Martina Cardone , H. Vincent Poor

Linear regression is arguably the most widely used statistical method. With fixed regressors and correlated errors, the conventional wisdom is to modify the variance-covariance estimator to accommodate the known correlation structure of the…

Statistics Theory · Mathematics 2024-10-11 Zifeng Zhang , Peng Ding , Wen Zhou , Haonan Wang
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