Related papers: Condition numbers for the truncated total least sq…
The truncated singular value decomposition may be used to find the solution of linear discrete ill-posed problems in conjunction with Tikhonov regularization and requires the estimation of a regularization parameter that balances between…
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…
In this paper, we study a class of problems where the sum of truncated convex functions is minimized. In statistical applications, they are commonly encountered when $\ell_0$-penalized models are fitted and usually lead to NP-Hard…
We study the problem of variable selection in convex nonparametric least squares (CNLS). Whereas the least absolute shrinkage and selection operator (Lasso) is a popular technique for least squares, its variable selection performance is…
The tensor rank decomposition problem consists of recovering the unique set of parameters representing a robustly identifiable low-rank tensor when the coordinate representation of the tensor is presented as input. A condition number for…
In this work we study weighted total least squares problems on infinite dimensional spaces. We show that in most cases this problem does not admit a solution (except in the trivial case) and then, we consider a regularization on the…
We present a new version of the truncated harmonic mean estimator (THAMES) for univariate or multivariate mixture models. The estimator computes the marginal likelihood from Markov chain Monte Carlo (MCMC) samples, is consistent,…
Given a full column rank matrix $A \in \mathbb{R}^{m\times n}$ ($m\geq n$), we consider a special class of linear systems of the form $A^\top Ax=A^\top b+c$ with $x, c \in \mathbb{R}^{n}$ and $b \in \mathbb{R}^{m}$. The occurrence of $c$ in…
In this paper, firstly, we study decoding of a general class of twisted generalized Reed-Solomon (TGRS) codes and provide a precise characterization of the key equation for TGRS codes and propose a decoding algorithm. Secondly, we further…
The so-called block-term decomposition (BTD) tensor model has been recently receiving increasing attention due to its enhanced ability of representing systems and signals that are composed of \emph{blocks} of rank higher than one, a…
We compute a \emph{sparse} solution to the classical least-squares problem $\min_x||A x -b||,$ where $A$ is an arbitrary matrix. We describe a novel algorithm for this sparse least-squares problem. The algorithm operates as follows: first,…
Balancing between computational efficiency and sample efficiency is an important goal in reinforcement learning. Temporal difference (TD) learning algorithms stochastically update the value function, with a linear time complexity in the…
A wide range of problems can be modelled as constraint satisfaction problems (CSPs), that is, a set of constraints that must be satisfied simultaneously. Constraints can either be represented extensionally, by explicitly listing allowed…
We study the problem of estimating the mean of an identity covariance Gaussian in the truncated setting, in the regime when the truncation set comes from a low-complexity family $\mathcal{C}$ of sets. Specifically, for a fixed but unknown…
This paper introduces a novel method for compact representation of sets of n-dimensional binary sequences in a form of compact triplets structures (CTS), supposing both logic and arithmetic interpretations of data. Suitable illustration of…
The so-called constrained least mean-square algorithm is one of the most commonly used linear-equality-constrained adaptive filtering algorithms. Its main advantages are adaptability and relative simplicity. In order to gain analytical…
This paper introduces a novel constraint adaptive filtering algorithm based on a relative logarithmic cost function which is termed as Constrained Least Mean Logarithmic Square (CLMLS). The proposed CLMLS algorithm elegantly adjusts the…
In this paper, we investigate the random subsampling method for tensor least squares problem with respect to the popular t-product. From the optimization perspective, we present the error bounds in the sense of probability for the residual…
Motivated by a recent result of Daskalakis et al. 2018, we analyze the population version of Expectation-Maximization (EM) algorithm for the case of \textit{truncated} mixtures of two Gaussians. Truncated samples from a $d$-dimensional…
We describe two algorithms to efficiently solve regularized linear least squares systems based on sketching. The algorithms compute preconditioners for $\min \|Ax-b\|^2_2 + \lambda \|x\|^2_2$, where $A\in\mathbb{R}^{m\times n}$ and…