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We present a perturbed subspace iteration algorithm to approximate the lowermost eigenvalue cluster of an elliptic eigenvalue problem. As a prototype, we consider the Laplace eigenvalue problem posed in a polygonal domain. The algorithm is…

Numerical Analysis · Mathematics 2021-04-13 Stefano Giani , Luka Grubišić , Luca Heltai , Ornela Mulita

We present a two-stage least-squares method to inverse medium problems of reconstructing multiple unknown coefficients simultaneously from noisy data. A direct sampling method is applied to detect the location of the inhomogeneity in the…

Numerical Analysis · Mathematics 2022-01-04 Kazufumi Ito , Ying Liang , Jun Zou

A cumbersome operation in numerical analysis and linear algebra, optimization, machine learning and engineering algorithms; is inverting large full-rank matrices which appears in various processes and applications. This has both numerical…

Numerical Analysis · Mathematics 2022-06-24 Neophytos Charalambides , Mert Pilanci , Alfred O. Hero

Subsampling methods have been recently proposed to speed up least squares estimation in large scale settings. However, these algorithms are typically not robust to outliers or corruptions in the observed covariates. The concept of influence…

Machine Learning · Statistics 2014-06-20 Brian McWilliams , Gabriel Krummenacher , Mario Lucic , Joachim M. Buhmann

The alternating least squares algorithm for CP and Tucker decomposition is dominated in cost by the tensor contractions necessary to set up the quadratic optimization subproblems. We introduce a novel family of algorithms that uses…

Numerical Analysis · Mathematics 2021-04-15 Linjian Ma , Edgar Solomonik

The Total Least Squares solution of an overdetermined, approximate linear equation $Ax \approx b$ minimizes a nonlinear function which characterizes the backward error. We show that a globally convergent variant of the Gauss--Newton…

Numerical Analysis · Mathematics 2019-11-01 Dario Fasino , Antonio Fazzi

We study high-dimensional least-squares regression within a subgaussian statistical learning framework with heterogeneous noise. It includes $s$-sparse and $r$-low-rank least-squares regression when a fraction $\epsilon$ of the labels are…

Statistics Theory · Mathematics 2023-11-01 Philip Thompson

In regression analysis of multivariate data, it is tacitly assumed that response and predictor variables in each observed response-predictor pair correspond to the same entity or unit. In this paper, we consider the situation of "permuted…

Statistics Theory · Mathematics 2017-11-17 Martin Slawski , Emanuel Ben-David

We introduce the implicitly constrained least squares (ICLS) classifier, a novel semi-supervised version of the least squares classifier. This classifier minimizes the squared loss on the labeled data among the set of parameters implied by…

Machine Learning · Statistics 2017-01-31 Jesse H. Krijthe , Marco Loog

Linear regression without correspondences concerns the recovery of a signal in the linear regression setting, where the correspondences between the observations and the linear functionals are unknown. The associated maximum likelihood…

Information Theory · Computer Science 2020-09-15 Liangzu Peng , Manolis C. Tsakiris

Robust regression techniques rely on least-squares optimization, which works well for Gaussian noise but fails in the presence of asymmetric structured noise. We propose a hybrid neural-symbolic architecture where a transformer encoder…

Machine Learning · Computer Science 2025-08-06 Roman Gutierrez , Tony Kai Tang , Isabel Gutierrez

Shuffled regression and unlinked regression represent intriguing challenges that have garnered considerable attention in many fields, including but not limited to ecological regression, multi-target tracking problems, image denoising, etc.…

Statistics Theory · Mathematics 2024-04-16 Cecile Durot , Debarghya Mukherjee

We propose a new approach to linear ill-posed inverse problems. Our algorithm alternates between enforcing two constraints: the measurements and the statistical correlation structure in some transformed space. We use a non-linear multiscale…

Computational Engineering, Finance, and Science · Computer Science 2018-12-04 Ivan Dokmanić , Joan Bruna , Stéphane Mallat , Maarten de Hoop

Unlabeled sensing is a linear inverse problem with permuted measurements. We propose an alternating minimization (AltMin) algorithm with a suitable initialization for two widely considered permutation models: partially shuffled/$k$-sparse…

Signal Processing · Electrical Eng. & Systems 2024-12-13 Ahmed Abbasi , Shuchin Aeron , Abiy Tasissa

Linear Least Squares is a very well known technique for parameter estimation, which is used even when sub-optimal, because of its very low computational requirements and the fact that exact knowledge of the noise statistics is not required.…

Statistics Theory · Mathematics 2018-10-16 Michael Krikheli , Amir Leshem

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

We study least-squares trace regression when the parameter is the sum of a $r$-low-rank matrix and a $s$-sparse matrix and a fraction $\epsilon$ of the labels is corrupted. For subgaussian distributions and feature-dependent noise, we…

Statistics Theory · Mathematics 2024-01-08 Philip Thompson

Regression analysis is an important instrument to determine the effect of the explanatory variables on response variables. When outliers and bias errors are present, the standard weighted least squares estimator may perform poorly. For this…

Computation · Statistics 2025-02-11 Justo Puerto , Alberto Torrejon

Shuffled regression concerns settings in which covariates and responses are observed without their correct pairing. In dependent-data problems, a second form of missing correspondence can arise when responses are also detached from the…

Statistics Theory · Mathematics 2026-03-23 Anik Burman , Sayantan Choudhury , Debangan Dey

Additive regression models are actively researched in the statistical field because of their usefulness in the analysis of responses determined by non-linear relationships with multivariate predictors. In this kind of statistical models,…

Methodology · Statistics 2018-04-10 German A. Schnaidt Grez , Brani Vidakovic