Related papers: Adaptive approximation by optimal weighted least s…
This paper investigates the stability of the least squares approximation $P_m^n$ within the univariate polynomial space of degree $m$, denoted by ${\mathbb P}_m$. The approximation $P_m^n$ entails identifying a polynomial in ${\mathbb P}_m$…
This study presents the development of a spatially adaptive weighting strategy for Total Variation regularization, aimed at addressing under-determined linear inverse problems. The method leverages the rapid computation of an accurate…
This work studies an experimental design problem where {the values of a predictor variable, denoted by $x$}, are to be determined with the goal of estimating a function $m(x)$, which is observed with noise. A linear model is fitted to…
We provide a static data structure for distance estimation which supports {\it adaptive} queries. Concretely, given a dataset $X = \{x_i\}_{i = 1}^n$ of $n$ points in $\mathbb{R}^d$ and $0 < p \leq 2$, we construct a randomized data…
Suppose an $n \times d$ design matrix in a linear regression problem is given, but the response for each point is hidden unless explicitly requested. The goal is to sample only a small number $k \ll n$ of the responses, and then produce a…
We analyze the performance of a linear-equality-constrained least-squares (CLS) algorithm and its relaxed version, called rCLS, that is obtained via the method of weighting. The rCLS algorithm solves an unconstrained least-squares problem…
We consider the problem of reconstructing rank-one matrices from random linear measurements, a task that appears in a variety of problems in signal processing, statistics, and machine learning. In this paper, we focus on the Alternating…
This paper addresses the problem of approximating an unknown function from point evaluations. When obtaining these point evaluations is costly, minimising the required sample size becomes crucial, and it is unreasonable to reserve a…
The predictive quality of machine learning models is typically measured in terms of their (approximate) expected prediction accuracy or the so-called Area Under the Curve (AUC). Minimizing the reciprocals of these measures are the goals of…
Given a set of $n$ sites from $\mathbb{R}^d$, each having some positive weight factor, the Multiplicatively Weighted Voronoi Diagram is a subdivision of space that associates each cell to the site whose weighted Euclidean distance is…
The low multilinear rank approximation, also known as the truncated Tucker decomposition, has been extensively utilized in many applications that involve higher-order tensors. Popular methods for low multilinear rank approximation usually…
Linear Least Squares is a very well known technique for parameter estimation, which is used even when sub-optimal, because of its very low computational requirements and the fact that exact knowledge of the noise statistics is not required.…
This work develops robust diffusion recursive least squares algorithms to mitigate the performance degradation often experienced in networks of agents in the presence of impulsive noise. The first algorithm minimizes an exponentially…
We consider the Maximum-weight Matching (MWM) problem in the streaming sliding window model of computation. In this model, the input consists of a sequence of weighted edges on a given vertex set $V$ of size $n$. The objective is to…
We present a sample- and time-efficient differentially private algorithm for ordinary least squares, with error that depends linearly on the dimension and is independent of the condition number of $X^\top X$, where $X$ is the design matrix.…
Let $\{(X_i,Y_i)\}_{i\in \{1,..., n\}}$ be an i.i.d. sample from the random design regression model $Y=f(X)+\epsilon$ with $(X,Y)\in [0,1]\times [-M,M]$. In dealing with such a model, adaptation is naturally to be intended in terms of…
Linear Vector AutoRegressive (VAR) models where the innovations could be unconditionally heteroscedastic and serially dependent are considered. The volatility structure is deterministic and quite general, including breaks or trending…
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,…
We consider the random-design least-squares regression problem within the reproducing kernel Hilbert space (RKHS) framework. Given a stream of independent and identically distributed input/output data, we aim to learn a regression function…
We study methods for aggregating pairwise comparison data in order to estimate outcome probabilities for future comparisons among a collection of n items. Working within a flexible framework that imposes only a form of strong stochastic…