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In linear regression we wish to estimate the optimum linear least squares predictor for a distribution over $d$-dimensional input points and real-valued responses, based on a small sample. Under standard random design analysis, where the…

Machine Learning · Statistics 2022-06-08 Michał Dereziński , Manfred K. Warmuth , Daniel Hsu

In this paper, we consider a generalized multivariate regression problem where the responses are monotonic functions of linear transformations of predictors. We propose a semi-parametric algorithm based on the ordering of the responses…

Machine Learning · Statistics 2016-02-22 Milad Kharratzadeh , Mark Coates

We study the least squares regression function estimator over the class of real-valued functions on $[0,1]^d$ that are increasing in each coordinate. For uniformly bounded signals and with a fixed, cubic lattice design, we establish that…

Statistics Theory · Mathematics 2017-09-01 Qiyang Han , Tengyao Wang , Sabyasachi Chatterjee , Richard J. Samworth

We investigate the nonlinear regression problem under L2 loss (square loss) functions. Traditional nonlinear regression models often result in non-convex optimization problems with respect to the parameter set. We show that a convex…

Machine Learning · Computer Science 2023-04-03 Kaan Gokcesu , Hakan Gokcesu

The success of nonlinear noise reduction applied to a single channel recording of human voice is measured in terms of the recognition rate of a commercial speech recognition program in comparison to the optimal linear filter. The overall…

Data Analysis, Statistics and Probability · Physics 2007-06-20 Krzysztof Urbanowicz , Holger Kantz

Analytical understanding of how low-dimensional latent features reveal themselves in large-dimensional data is still lacking. We study this by defining a linear latent feature model with additive noise constructed from probabilistic…

Disordered Systems and Neural Networks · Physics 2022-07-20 Philipp Fleig , Ilya Nemenman

This work develops a robust diffusion recursive least squares algorithm to mitigate the performance degradation often experienced in networks of agents in the presence of impulsive noise. This algorithm minimizes an exponentially weighted…

Information Theory · Computer Science 2019-02-20 Y. Yu , R. C. de Lamare , Y. Zakharov

This paper proposes and analyzes a communication-efficient distributed optimization framework for general nonconvex nonsmooth signal processing and machine learning problems under an asynchronous protocol. At each iteration, worker machines…

Optimization and Control · Mathematics 2020-07-15 Jineng Ren , Jarvis Haupt

We consider the problem of recovering linear image of unknown signal belonging to a given convex compact signal set from noisy observation of another linear image of the signal. We develop a simple generic efficiently computable nonlinear…

Statistics Theory · Mathematics 2019-04-12 Anatoli Juditsky , Arkadi Nemirovski

In this note a new high performance least squares parameter estimator is proposed. The main features of the estimator are: (i) global exponential convergence is guaranteed for all identifiable linear regression equations; (ii) it…

Dynamical Systems · Mathematics 2022-05-03 Romeo Ortega , Jose Guadalupe Romero , Stanislav Aranovskiy

Motivated by the prevalence of environments in which data is abundant while resources for storage and/or transmission might be scarce, we study linear regression when predictors, their squares, and responses are subject to single-bit…

Statistics Theory · Mathematics 2026-04-01 Daniel Hill , Martin Slawski

For various applications, the relations between the dependent and independent variables are highly nonlinear. Consequently, for large scale complex problems, neural networks and regression trees are commonly preferred over linear models…

Machine Learning · Computer Science 2017-05-23 Samet Oymak , Mehrdad Mahdavi , Jiasi Chen

A multiple interval-valued linear regression model considering all the cross-relationships between the mids and spreads of the intervals has been introduced recently. A least-squares estimation of the regression parameters has been carried…

Statistics Theory · Mathematics 2016-02-09 Marta García Bárzana , Ana Colubi , Erricos John Kontoghiorghes

We consider the problem of estimating the covariance matrix of a random signal observed through unknown translations (modeled by cyclic shifts) and corrupted by noise. Solving this problem allows to discover low-rank structures masked by…

Statistics Theory · Mathematics 2020-11-11 Boris Landa , Yoel Shkolnisky

Common problem in signal processing is reconstruction of the missing signal samples. Missing samples can occur by intentionally omitting signal coefficients to reduce memory requirements, or to speed up the transmission process. Also, noisy…

Information Theory · Computer Science 2015-03-02 Slavoljub Jokić , Ljindita Niković , Jelena Kadović

This paper studies sparse linear regression analysis with outliers in the responses. A parameter vector for modeling outliers is added to the standard linear regression model and then the sparse estimation problem for both coefficients and…

Statistics Theory · Mathematics 2015-05-21 Shota Katayama , Hironori Fujisawa

We study the problem of learning mixtures of low-rank models, i.e. reconstructing multiple low-rank matrices from unlabelled linear measurements of each. This problem enriches two widely studied settings -- low-rank matrix sensing and mixed…

Machine Learning · Statistics 2021-03-10 Yanxi Chen , Cong Ma , H. Vincent Poor , Yuxin Chen

Reconstruction of undersampled periodic signals of unknown period is an important signal processing operation. It is especially difficult operation when the sequences of samples are short and no information on the inter-sequence time…

Signal Processing · Electrical Eng. & Systems 2021-05-18 Marek W. Rupniewski

We study (constrained) least-squares regression as well as multiple response least-squares regression and ask the question of whether a subset of the data, a coreset, suffices to compute a good approximate solution to the regression. We…

Data Structures and Algorithms · Computer Science 2016-11-18 Christos Boutsidis , Petros Drineas , Malik Magdon-Ismail

Computing accurate low rank approximations of large matrices is a fundamental data mining task. In many applications however the matrix contains sensitive information about individuals. In such case we would like to release a low rank…

Data Structures and Algorithms · Computer Science 2012-11-06 Moritz Hardt , Aaron Roth
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