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Tensor networks have in recent years emerged as the powerful tools for solving the large-scale optimization problems. One of the most popular tensor network is tensor train (TT) decomposition that acts as the building blocks for the…

Numerical Analysis · Computer Science 2016-06-20 Qibin Zhao , Guoxu Zhou , Shengli Xie , Liqing Zhang , Andrzej Cichocki

In inverse problems we aim to reconstruct some underlying signal of interest from potentially corrupted and often ill-posed measurements. Classical optimization-based techniques proceed by optimizing a data consistency metric together with…

Image and Video Processing · Electrical Eng. & Systems 2022-10-17 Peimeng Guan , Jihui Jin , Justin Romberg , Mark A. Davenport

This study focuses on addressing the challenge of solving the reduced biquaternion equality constrained least squares (RBLSE) problem. We develop algebraic techniques to derive real and complex solutions for the RBLSE problem by utilizing…

Numerical Analysis · Mathematics 2025-05-05 Sk. Safique Ahmad , Neha Bhadala

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

In this paper, we are concerned with efficiently solving the sequences of regularized linear least squares problems associated with employing Tikhonov-type regularization with regularization operators designed to enforce edge recovery. An…

Numerical Analysis · Mathematics 2023-06-29 Matthias Bolten , Scott P. MacLachlan , Misha E. Kilmer

We present a parallel algorithm for the undirected $s,t$-mincut problem with floating-point valued weights. Our overarching algorithm uses an iteratively reweighted least squares framework. This generates a sequence of Laplacian linear…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-01-14 Yao Zhu , David F. Gleich

Kernel Regularized Least Squares (KRLS) is a popular method for flexibly estimating models that may have complex relationships between variables. However, its usefulness to many researchers is limited for two reasons. First, existing…

Machine Learning · Statistics 2023-09-12 Qing Chang , Max Goplerud

We introduce tensor Interpolative Decomposition (tensor ID) for the reduction of the separation rank of Canonical Tensor Decompositions (CTDs). Tensor ID selects, for a user-defined accuracy \epsilon, a near optimal subset of terms of a CTD…

Numerical Analysis · Mathematics 2013-12-18 David J. Biagioni , Daniel Beylkin , Gregory Beylkin

In this paper, we propose different algorithms for the solution of a tensor linear discrete ill-posed problem arising in the application of the meshless method for solving PDEs in three-dimensional space using multiquadric radial basis…

Numerical Analysis · Mathematics 2021-03-04 M. El Guide , K. Jbilou , A. Ratnani

We develop a novel randomized conjugate gradient least squares (RCGLS) method for solving least-squares problems, in which iterative sketching is employed at each step to reduce the dimension and hence the computational cost. In particular,…

Numerical Analysis · Mathematics 2026-05-26 Yun Zeng , Jian-Feng Cai , Deren Han , Jiaxin Xie

We present a converged algorithm for Tikhonov regularized nonnegative matrix factorization (NMF). We specially choose this regularization because it is known that Tikhonov regularized least square (LS) is the more preferable form in solving…

Machine Learning · Computer Science 2015-03-20 Andri Mirzal

The joint bidiagonalization process of a matrix pair $\{A,L\}$ can be used to develop iterative regularization algorithms for large scale ill-posed problems in general-form Tikhonov regularization…

Numerical Analysis · Mathematics 2020-12-29 Haibo Li

We study randomized sketching methods for approximately solving least-squares problem with a general convex constraint. The quality of a least-squares approximation can be assessed in different ways: either in terms of the value of the…

Optimization and Control · Mathematics 2014-11-04 Mert Pilanci , Martin J. Wainwright

Partial least squares (PLS) is a simple factorisation method that works well with high dimensional problems in which the number of observations is limited given the number of independent variables. In this article, we show that PLS can…

Econometrics · Economics 2024-09-10 João B. Assunção , Pedro Afonso Fernandes

Convex regression (CR) problem deals with fitting a convex function to a finite number of observations. It has many applications in various disciplines, such as statistics, economics, operations research, and electrical engineering.…

Optimization and Control · Mathematics 2014-09-24 Necdet Serhat Aybat , Zi Wang

Iterative sketching and sketch-and-precondition are well-established randomized algorithms for solving large-scale, over-determined linear least-squares problems. In this paper, we introduce a new perspective that interprets Iterative…

Numerical Analysis · Mathematics 2024-10-18 Ruihan Xu , Yiping Lu

Many applications of generalised linear models (GLMs) can be improved by applying constraints that impose assumptions on the associations or improve consistency of the estimators. Yet, there are still barriers to the implementation and…

Methodology · Statistics 2026-02-19 Pierre Masselot , Devon Nenon , Jacopo Vanoli , Zaid Chalabi , Antonio Gasparrini

In this paper, we investigate iterative methods that are based on sampling of the data for computing Tikhonov-regularized solutions. We focus on very large inverse problems where access to the entire data set is not possible all at once…

Numerical Analysis · Mathematics 2018-12-18 J. Tanner Slagel , Julianne Chung , Matthias Chung , David Kozak , Luis Tenorio

We propose a novel algorithm for greedy forward feature selection for regularized least-squares (RLS) regression and classification, also known as the least-squares support vector machine or ridge regression. The algorithm, which we call…

Machine Learning · Statistics 2010-03-19 Tapio Pahikkala , Antti Airola , Tapio Salakoski

This manuscript is designed to introduce students in applied mathematics and data science to the concept of regularization for ill-posed inverse problems. Construct a mathematical model that describes how an image gets blurred. Convert a…

Numerical Analysis · Mathematics 2025-05-23 Mark Embree
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