Related papers: Quantum-inspired algorithm for truncated total lea…
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…
In this paper, we propose new randomization based algorithms for large scale linear discrete ill-posed problems with general-form regularization: ${\min} \|Lx\|$ subject to ${\min} \|Ax - b\|$, where $L$ is a regularization matrix. Our…
The procedure of Least Square-Errors curve fitting is extensively used in many computer applications for fitting a polynomial curve of a given degree to approximate a set of data. Although various methodologies exist to carry out curve…
We propose and investigate a new method of quantum process tomography (QPT) which we call projected least squares (PLS). In short, PLS consists of first computing the least-squares estimator of the Choi matrix of an unknown channel, and…
Longest common substring (LCS), longest palindrome substring (LPS), and Ulam distance (UL) are three fundamental string problems that can be classically solved in near linear time. In this work, we present sublinear time quantum algorithms…
Separable nonlinear least squares (SNLS)problem is a special class of nonlinear least squares (NLS)problems, whose objective function is a mixture of linear and nonlinear functions. It has many applications in many different areas,…
Variational quantum algorithms (VQAs) are leading strategies for using near-term quantum devices, with a well-studied bottleneck being their trainability. Standard expectation-value objectives with expressive circuits frequently encounter…
In this work, a new class of stochastic gradient algorithm is developed based on $q$-calculus. Unlike the existing $q$-LMS algorithm, the proposed approach fully utilizes the concept of $q$-calculus by incorporating time-varying $q$…
We describe stochastic Newton and stochastic quasi-Newton approaches to efficiently solve large linear least-squares problems where the very large data sets present a significant computational burden (e.g., the size may exceed computer…
We compare alternative computing strategies for solving the constrained lasso problem. As its name suggests, the constrained lasso extends the widely-used lasso to handle linear constraints, which allow the user to incorporate prior…
Randomized matrix compression techniques, such as the Johnson-Lindenstrauss transform, have emerged as an effective and practical way for solving large-scale problems efficiently. With a focus on computational efficiency, however, forsaking…
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…
A highly anticipated use of quantum computers is the simulation of complex quantum systems including molecules and other many-body systems. One promising method involves directly applying a linear combination of unitaries (LCU) to…
We introduce two quantum algorithms for solving structured prediction problems. We first show that a stochastic gradient descent that uses the quantum minimum finding algorithm and takes its probabilistic failure into account solves the…
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…
In this paper, we account for approaches of sparse recovery from large underdetermined linear models with perturbation present in both the measurements and the dictionary matrix. Existing methods have high computation and low efficiency.…
We introduce a probabilistic approach to the LMS filter. By means of an efficient approximation, this approach provides an adaptable step-size LMS algorithm together with a measure of uncertainty about the estimation. In addition, the…
There are many practical applications based on the Least Square Error (LSE) approximation. It is based on a square error minimization 'on a vertical' axis. The LSE method is simple and easy also for analytical purposes. However, if data…
Linear regression with shuffled labels and with a noisy latent design matrix arises in many correspondence recovery problems. We propose a total least-squares approach to the problem of estimating the underlying true permutation and provide…
Over the course of the past decade, a variety of randomized algorithms have been proposed for computing approximate least-squares (LS) solutions in large-scale settings. A longstanding practical issue is that, for any given input, the user…