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Recursive estimates of large systems of equations in the context of least squares fitting is a common practice in different fields of study. For example, recursive adaptive filtering is extensively used in signal processing and control…

Numerical Analysis · Mathematics 2018-01-04 Nasser Kazemi , Mauricio Sacchi

Broadband wireless channels usually have the sparse nature. Based on the assumption of Gaussian noise model, adaptive filtering algorithms for reconstruction sparse channels were proposed to take advantage of channel sparsity. However,…

Information Theory · Computer Science 2015-02-20 Guan Gui , Li Xu , Wentao Ma , Badong Chen

Most detection algorithms in spatial modulation (SM) are formulated as linear regression via the regularized least-squares (RLS) method. In this method, the transmit signal is estimated by minimizing the residual sum of squares penalized…

Information Theory · Computer Science 2019-05-15 Ali Bereyhi , Saba Asaad , Bernhard Gäde , Ralf R. Müller

Recursive Bayesian filters have been widely deployed in structural system identification where output-only filters are of higher practicality. Unfortunately, the estimation obtained by instantaneous system inversion via filters can be…

Applications · Statistics 2024-07-30 Zihao Liu , Mohsen Ebrahimzadeh Hassanabadi , Daniel Dias-da-Costa

For reconstruction of low-rank matrices from undersampled measurements, we develop an iterative algorithm based on least-squares estimation. While the algorithm can be used for any low-rank matrix, it is also capable of exploiting a-priori…

Statistics Theory · Mathematics 2012-06-13 Dave Zachariah , Martin Sundin , Magnus Jansson , Saikat Chatterjee

This paper studies a multiple intelligent reflecting surfaces (IRSs) collaborative localization system where multiple semi-passive IRSs are deployed in the network to locate one or more targets based on time-of-arrival. It is assumed that…

Information Theory · Computer Science 2024-06-18 Ziheng Zhang , Wen Chen , Qingqing Wu , Zhendong Li , Xusheng Zhu , Jingfeng Chen , Nan Cheng

In this paper, we discuss the acceleration of the regularized alternating least square (RALS) algorithm for tensor approximation. We propose a fast iterative method using a Aitken-Stefensen like updates for the regularized algorithm.…

Numerical Analysis · Mathematics 2017-07-25 Xiaofei Wang , Carmeliza Navasca , Stefan Kindermann

Extreme learning machine (ELM) as an emerging branch of shallow networks has shown its excellent generalization and fast learning speed. However, for blended data, the robustness of ELM is weak because its weights and biases of hidden nodes…

Machine Learning · Computer Science 2014-09-24 Bo Han , Bo He , Mengmeng Ma , Tingting Sun , Tianhong Yan , Amaury Lendasse

Iteratively reweighted least squares (IRLS) is a widely-used method in machine learning to estimate the parameters in the generalised linear models. In particular, IRLS for L1 minimisation under the linear model provides a closed-form…

Cryptography and Security · Computer Science 2016-05-25 Mijung Park , Max Welling

In this work, decision feedback (DF) detection algorithms based on multiple processing branches for multi-input multi-output (MIMO) spatial multiplexing systems are proposed. The proposed detector employs multiple cancellation branches with…

Information Theory · Computer Science 2013-08-14 R. C. de Lamare

Iteratively Re-weighted Least Squares (IRLS) is a method for solving minimization problems involving non-quadratic cost functions, perhaps non-convex and non-smooth, which however can be described as the infimum over a family of quadratic…

Numerical Analysis · Mathematics 2016-02-24 Massimo Fornasier , Steffen Peter , Holger Rauhut , Stephan Worm

We study the problem of distributed adaptive estimation over networks where nodes cooperate to estimate physical parameters that can vary over both space and time domains. We use a set of basis functions to characterize the space-varying…

Systems and Control · Computer Science 2015-07-22 Reza Abdolee , Benoit Champagne , Ali H. Sayed

We study the problem of exact support recovery based on noisy observations and present Refined Least Squares (RLS). Given a set of noisy measurement $$ \myvec{y} = \myvec{X}\myvec{\theta}^* + \myvec{\omega},$$ and $\myvec{X} \in…

Statistics Theory · Mathematics 2021-03-22 Ofir Lindenbaum , Stefan Steinerberger

In this paper, we present the convergence analysis of proportionate-type least mean square (Pt-LMS) algorithm that identifies the sparse system effectively and more suitable for real time VLSI applications. Both first and second order…

Systems and Control · Computer Science 2015-12-15 Vinay Chakravarthi Gogineni , Subrahmanyam Mula

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

Large Language Models (LLMs) possess encompassing capabilities that can process diverse language-related tasks. However, finetuning on LLMs will diminish this general skills and continual finetuning will further cause severe degradation on…

Machine Learning · Computer Science 2025-07-09 Kai Tong , Kang Pan , Xiao Zhang , Erli Meng , Run He , Yawen Cui , Nuoyan Guo , Huiping Zhuang

We prove that the ordinary least-squares (OLS) estimator attains nearly minimax optimal performance for the identification of linear dynamical systems from a single observed trajectory. Our upper bound relies on a generalization of…

Machine Learning · Computer Science 2018-05-25 Max Simchowitz , Horia Mania , Stephen Tu , Michael I. Jordan , Benjamin Recht

Shuffled linear regression (SLR) seeks to estimate latent features through a linear transformation, complicated by unknown permutations in the measurement dimensions. This problem extends traditional least-squares (LS) and Least Absolute…

Statistics Theory · Mathematics 2025-04-17 Hang Liu , Anna Scaglione

The recovery of sparse data is at the core of many applications in machine learning and signal processing. While such problems can be tackled using $\ell_1$-regularization as in the LASSO estimator and in the Basis Pursuit approach,…

Optimization and Control · Mathematics 2021-11-15 Christian Kümmerle , Claudio Mayrink Verdun , Dominik Stöger

Various approaches to iterative refinement (IR) for least-squares problems have been proposed in the literature and it may not be clear which approach is suitable for a given problem. We consider three approaches to IR for least-squares…

Numerical Analysis · Mathematics 2025-01-20 Erin Carson , Ieva Daužickaitė