Related papers: A contribution to condition numbers of the multidi…
The Unbounded Subset Sum (USS) problem is an NP-hard computational problem where the goal is to decide whether there exist non-negative integers $x_1, \ldots, x_n$ such that $x_1 a_1 + \ldots + x_n a_n = b$, where $a_1 < \cdots < a_n < b$…
The reduced-rank method exploits the distortion-variance tradeoff to yield superior solutions for classic problems in statistical signal processing such as parameter estimation and filtering. The central idea is to reduce the variance of…
In this paper, we propose a space-time least-squares isogeometric method to solve parabolic evolution problems, well suited for high-degree smooth splines in the space-time domain. We focus on the linear solver and its computational…
Chaotic dynamical systems are characterized by the sensitive dependence of trajectories on initial conditions. Conventional sensitivity analysis of time-averaged functionals yields unbounded sensitivities when the simulation is chaotic. The…
Nonlinear filtering with correlated noise leads to a Duncan-Mortensen-Zakai (DMZ) equation in the form of a stochastic partial differential equation (SPDE). Unlike the independent noise case, the presence of correlation prevents the…
We study the nonparametric least squares estimator (LSE) of a multivariate convex regression function. The LSE, given as the solution to a quadratic program with $O(n^2)$ linear constraints ($n$ being the sample size), is difficult to…
We show that the recently formulated Equivalence Principle (EP) implies a basic cocycle condition both in Euclidean and Minkowski spaces, which holds in any dimension. This condition, that in one-dimension is sufficient to fix the…
Scaling frame vectors is a simple and noninvasive way to construct tight frames. However, not all frames can be modifed to tight frames in this fashion, so in this case we explore the problem of finding the best conditioned frame by…
This paper introduces a randomized variation of the alternating least squares (ALS) algorithm for rank reduction of canonical tensor formats. The aim is to address the potential numerical ill-conditioning of least squares matrices at each…
We address the phase retrieval problem with errors in the sensing vectors. A number of recent methods for phase retrieval are based on least squares (LS) formulations which assume errors in the quadratic measurements. We extend this…
We consider the problem of nonparametric regression when the covariate is $d$-dimensional, where $d \geq 1$. In this paper we introduce and study two nonparametric least squares estimators (LSEs) in this setting---the entirely monotonic LSE…
In large-scale, data-driven applications, parameters are often only known approximately due to noise and limited data samples. In this paper, we focus on high-dimensional optimization problems with linear constraints under uncertain…
This note uses the Total Least-Squares (TLS) line-fitting problem as a canvas to explore some modern optimization tools. The contribution is meant to be tutorial in nature. The TLS problem has a lot of mathematical similarities to important…
In this work we present a space-time least squares isogeometric discretization of the Schr\"odinger equation and propose a preconditioner for the arising linear system in the parametric domain. Exploiting the tensor product structure of the…
Recently, a Levenberg-Marquardt method with Singular Scaling matrix, called LMMSS, was proposed and successfully applied in parameter estimation in heat conduction problems, where the choice of suitable singular scaling matrix resulted in…
We consider the problem of computing the maximal invariant set of discrete-time linear systems subject to a class of non-convex constraints that admit quadratic relaxations. These non-convex constraints include semialgebraic sets and other…
We establish well-posedness and maximal regularity estimates for linear parabolic SPDE in divergence form involving random coefficients that are merely bounded and measurable in the time, space, and probability variables. To reach this…
In the case when $d<2s$, where $d$ is the space dimension and $s$ is the fractional power of the Laplacian, we study the well-posedness for a cubic nonlinear Schr\"odinger equation (CNLSE) generated by the fractional Laplacian and involving…
We propose and analyze a discontinuous least squares finite element method for solving the indefinite time-harmonic Maxwell equations. The scheme is based on the $L^2$ norm least squares functional with the weak imposition of the continuity…
LSMR is a widely recognized method for solving least squares problems via the double QR decomposition. Various preconditioning techniques have been explored to improve its efficiency. One issue that arises when implementing these…