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The Lasso is one of the most important approaches for parameter estimation and variable selection in high dimensional linear regression. At the heart of its success is the attractive rate of convergence result even when $p$, the dimension…

Statistics Theory · Mathematics 2019-08-09 Junlong Zhao , Chenlei Leng

Domain knowledge is useful to improve the generalization performance of learning machines. Sign constraints are a handy representation to combine domain knowledge with learning machine. In this paper, we consider constraining the signs of…

Machine Learning · Computer Science 2022-10-12 Kenya Tajima , Takahiko Henmi , Kohei Tsuchida , Esmeraldo Ronnie R. Zara , Tsuyoshi Kato

Given an undirected, weighted graph, with $n$ vertices and $m$ edges, and two special vertices $s$ and $t$, the problem is to find the shortest path between them. We give two bounded-error quantum algorithms with improved runtime in the…

Quantum Physics · Physics 2026-03-20 Adam Wesołowski , Stephen Piddock

Motivated by the prevalence of environments in which data is abundant while resources for storage and/or transmission might be scarce, we study linear regression when predictors, their squares, and responses are subject to single-bit…

Statistics Theory · Mathematics 2026-04-01 Daniel Hill , Martin Slawski

We give a quantum algorithm to exactly solve certain problems in combinatorial optimization, including weighted MAX-2-SAT as well as problems where the objective function is a weighted sum of products of Ising variables, all terms of the…

Quantum Physics · Physics 2018-07-20 M. B. Hastings

We revisit the problem of robust linear regression under Gaussian covariates with an unknown covariance matrix of condition number $\kappa$. For this fundamental problem, significant gaps remain in our understanding of the trade-offs among…

Data Structures and Algorithms · Computer Science 2026-05-19 Deeksha Adil , Jarosław Błasiok , Hongjie Chen , Deepak Narayanan Sridharan

High-dimensional regression often suffers from heavy-tailed noise and outliers, which can severely undermine the reliability of least-squares based methods. To improve robustness, we adopt a non-smooth Wilcoxon score based rank objective…

Machine Learning · Statistics 2026-01-29 Meixia Lin , Meijiao Shi , Yunhai Xiao , Qian Zhang

We show polynomial-time quantum algorithms for the following problems: (*) Short integer solution (SIS) problem under the infinity norm, where the public matrix is very wide, the modulus is a polynomially large prime, and the bound of…

Quantum Physics · Physics 2021-10-07 Yilei Chen , Qipeng Liu , Mark Zhandry

We present a hybrid classical-quantum framework based on the Frank-Wolfe algorithm, Q-FW, for solving quadratic, linearly-constrained, binary optimization problems on quantum annealers (QA). The computational premise of quantum computers…

Computer Vision and Pattern Recognition · Computer Science 2022-03-25 Alp Yurtsever , Tolga Birdal , Vladislav Golyanik

The least trimmed squares (LTS) is a reasonable formulation of robust regression whereas it suffers from high computational cost due to the nonconvexity and nonsmoothness of its objective function. The most frequently used FAST-LTS…

Computation · Statistics 2024-10-08 Shotaro Yagishita

Quantum computers show potential for achieving computational advantage over classical computers, with many candidate applications in combinatorial optimisation. We present an application level benchmarking framework for near-term quantum…

We initiate a systematic study of the time complexity of quantum divide and conquer algorithms for classical problems. We establish generic conditions under which search and minimization problems with classical divide and conquer algorithms…

Quantum Physics · Physics 2025-12-03 Jonathan Allcock , Jinge Bao , Aleksandrs Belovs , Troy Lee , Miklos Santha

These notes aim at clarifying different strategies to perform linear regression from given dataset. Methods like the weighted and ordinary least squares, ridge regression or LASSO are proposed in the literature. The present article is my…

Methodology · Statistics 2019-08-12 Thierry A. Mara

We study the effect of norm based regularization on the size of coresets for regression problems. Specifically, given a matrix $ \mathbf{A} \in {\mathbb{R}}^{n \times d}$ with $n\gg d$ and a vector $\mathbf{b} \in \mathbb{R} ^ n $ and…

Machine Learning · Computer Science 2020-07-01 Rachit Chhaya , Anirban Dasgupta , Supratim Shit

We address the Least Quantile of Squares (LQS) (and in particular the Least Median of Squares) regression problem using modern optimization methods. We propose a Mixed Integer Optimization (MIO) formulation of the LQS problem which allows…

Computation · Statistics 2014-11-20 Dimitris Bertsimas , Rahul Mazumder

Instead of minimizing the sum of all $n$ squared residuals as the classical least squares (LS) does, Rousseeuw (1984) proposed to minimize the sum of $h$ ($n/2 \leq h < n$) smallest squared residuals, the resulting estimator is called least…

Computation · Statistics 2022-10-13 Yijun Zuo

Quantum-inspired classical algorithms has received much attention due to its exponential speedup compared to existing algorithms, under certain data storage assumptions. The improvements are noticeable in fundamental linear algebra tasks.…

Quantum Physics · Physics 2025-12-08 Hyunho Cha , Jungwoo Lee

$\ell_p$-norm penalization, notably the Lasso, has become a standard technique, extending shrinkage regression to subset selection. Despite aiming for oracle properties and consistent estimation, existing Lasso-derived methods still rely on…

Methodology · Statistics 2025-06-23 Sihyung Park , Leonard A. Stefanski

Variational Quantum Algorithms have emerged as a leading paradigm for near-term quantum computation. In such algorithms, a parameterized quantum circuit is controlled via a classical optimization method that seeks to minimize a…

Quantum Physics · Physics 2021-10-19 Javier Rivera-Dean , Patrick Huembeli , Antonio Acín , Joseph Bowles

Recently, there has been a surge of interest for quantum computation for its ability to exponentially speed up algorithms, including machine learning algorithms. However, Tang suggested that the exponential speed up can also be done on a…

Discrete Mathematics · Computer Science 2020-12-03 Daniel Chen , Yekun Xu , Betis Baheri , Samuel A. Stein , Chuan Bi , Ying Mao , Qiang Quan , Shuai Xu