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Related papers: Total Least Squares Phase Retrieval

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The total least squares~(TLS) method is widely used in data-fitting. Compared with the least squares fitting method, the TLS fitting takes into account not only observation errors, but also errors from the measurement matrix of the…

Quantum Physics · Physics 2019-06-05 Hefeng Wang , Hua Xiang

The method of ``Total Least Squares'' is proposed as a more natural way (than ordinary least squares) to approximate the data if both the matrix and and the right-hand side are contaminated by ``errors''. In this tutorial note, we give a…

Rings and Algebras · Mathematics 2025-10-20 P. P. N. de Groen

We study the total least squares (TLS) problem that generalizes least squares regression by allowing measurement errors in both dependent and independent variables. TLS is widely used in applied fields including computer vision, system…

Machine Learning · Statistics 2014-07-01 Dmitry Malioutov , Nikolai Slavov

Solving an integer least squares (ILS) problem usually consists of two stages: reduction and search. This thesis is concerned with the reduction process for the ordinary ILS problem and the ellipsoid-constrained ILS problem. For the…

Optimization and Control · Mathematics 2015-03-17 Mazen Al Borno

Total least squares (TLS) is an effective method for solving linear equations with the situations, when noise is not just in observation matrices but also in mapping matrices. Moreover, the Tikhonov regularization is widely used in plenty…

Numerical Analysis · Mathematics 2022-11-14 F. Han , Y. Wei , P. Xie

Total least squares (TLS) methods have been widely used in data fitting. Compared with the least squares method, for TLS problem we takes into account not only the observation errors, but also the errors in the measurement matrix. This is…

Numerical Analysis · Mathematics 2022-05-03 Qian Zuo , Yimin Wei , Hua Xiang

The null vector method, based on a simple linear algebraic concept, is proposed as a solution to the phase retrieval problem. In the case with complex Gaussian random measurement matrices, a non-asymptotic error bound is derived, yielding…

Information Theory · Computer Science 2016-07-27 P. Chen , A. Fannjiang , G. Liu

Developing efficient methods for solving parametric partial differential equations is crucial for addressing inverse problems. This work introduces a Least-Squares-based Neural Network (LS-Net) method for solving linear parametric PDEs. It…

Numerical Analysis · Mathematics 2025-02-13 Shima Baharlouei , Jamie M. Taylor , Carlos Uriarte , David Pardo

This paper deals with sparse phase retrieval, i.e., the problem of estimating a vector from quadratic measurements under the assumption that few components are nonzero. In particular, we consider the problem of finding the sparsest vector…

Information Theory · Computer Science 2014-02-25 Fabien Lauer , Henrik Ohlsson

Partial Least Squares (PLS) is a widely used method for data integration, designed to extract latent components shared across paired high-dimensional datasets. Despite decades of practical success, a precise theoretical understanding of its…

Machine Learning · Statistics 2025-12-18 Victor Léger , Florent Chatelain

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…

Information Theory · Computer Science 2019-03-06 K. G. Nagananda , Pramod Khargonekar

In this paper, we present perturbation analysis and randomized algorithms for the total least squares (TLS) problems. We derive the perturbation bound and check its sharpness by numerical experiments. Motivated by the recently popular…

Numerical Analysis · Mathematics 2014-11-12 Pengpeng Xie , Yimin Wei , Hua Xiang

In the phase retrieval problem, an unknown vector is to be recovered given quadratic measurements. This problem has received considerable attention in recent times. In this paper, we present an algorithm to solve a nonconvex formulation of…

Information Theory · Computer Science 2016-06-13 Ritesh Kolte , Ayfer Özgür

We address the problem of recovering a signal (up to global phase) from its short-time Fourier transform (STFT) magnitude measurements. This problem arises in several applications, including optical imaging and speech processing. In this…

Information Theory · Computer Science 2015-10-06 Tamir Bendory , Yonina C. Eldar

There are many practical applications based on the Least Square Error (LSE) or Total Least Square Error (TLSE) methods. Usually the standard least square error is used due to its simplicity, but it is not an optimal solution, as it does not…

General Mathematics · Mathematics 2022-09-19 Vaclav Skala

Phase retrieval refers to the problem of recovering real- or complex-valued vectors from magnitude measurements. The best-known algorithms for this problem are iterative in nature and rely on so-called spectral initializers that provide…

Information Theory · Computer Science 2018-06-12 Ramina Ghods , Andrew S. Lan , Tom Goldstein , Christoph Studer

We develop a recursive total least-squares (RTLS) algorithm for errors-in-variables system identification utilizing the inverse power method and the dichotomous coordinate-descent (DCD) iterations. The proposed algorithm, called DCD-RTLS,…

Systems and Control · Computer Science 2015-06-22 Reza Arablouei , Kutluyıl Doğançay , Stefan Werner

Traditionally, batch least squares (BLS) and recursive least squares (RLS) are used for identification of a vector of parameters that form a linear model. In some situations, however, it is of interest to identify parameters in a matrix…

Signal Processing · Electrical Eng. & Systems 2024-06-11 Brian Lai , Dennis S. Bernstein

Solving linear regression problems based on the total least-squares (TLS) criterion has well-documented merits in various applications, where perturbations appear both in the data vector as well as in the regression matrix. However,…

Information Theory · Computer Science 2011-04-20 Hao Zhu , Geert Leus , Georgios B. Giannakis

We study nonconvex optimization for phase retrieval and the more general problem of semidefinite low-rank matrix sensing; in particular, we focus on the global nonconvex landscape of overparametrized versions of the nonsmooth amplitude…

Optimization and Control · Mathematics 2025-11-25 Andrew D. McRae
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