Related papers: Shuffled total least squares
In the total least squares problem, one is given an $m \times n$ matrix $A$, and an $m \times d$ matrix $B$, and one seeks to "correct" both $A$ and $B$, obtaining matrices $\hat{A}$ and $\hat{B}$, so that there exists an $X$ satisfying the…
We propose a new prediction method for multivariate linear regression problems where the number of features is less than the sample size but the number of outcomes is extremely large. Many popular procedures, such as penalized regression…
The problem of fitting experimental data to a given model function $f(t; p_1,p_2,\dots,p_N)$ is conventionally solved numerically by methods such as that of Levenberg-Marquardt, which are based on approximating the Chi-squared measure of…
A recent line of research termed unlabeled sensing and shuffled linear regression has been exploring under great generality the recovery of signals from subsampled and permuted measurements; a challenging problem in diverse fields of data…
The total least squares~(TLS) method is widely used in data-fitting. Compared with the least squares fitting method, the TLS fitting takes into account not only observation errors, but also errors from the measurement matrix of the…
Mixed linear regression involves the recovery of two (or more) unknown vectors from unlabeled linear measurements; that is, where each sample comes from exactly one of the vectors, but we do not know which one. It is a classic problem, and…
We consider least squares estimators of the finite regression parameter $\alpha$ in the single index regression model $Y=\psi(\alpha^T X)+\epsilon$, where $X$ is a $d$-dimensional random vector, $\E(Y|X)=\psi(\alpha^T X)$, and where $\psi$…
Solving linear regression problems based on the total least-squares (TLS) criterion has well-documented merits in various applications, where perturbations appear both in the data vector as well as in the regression matrix. However,…
We study (constrained) least-squares regression as well as multiple response least-squares regression and ask the question of whether a subset of the data, a coreset, suffices to compute a good approximate solution to the regression. We…
We address the phase retrieval problem with errors in the sensing vectors. A number of recent methods for phase retrieval are based on least squares (LS) formulations which assume errors in the quadratic measurements. We extend this…
We consider a variant of regression problem, where the correspondence between input and output data is not available. Such shuffled data is commonly observed in many real world problems. Taking flow cytometry as an example, the measuring…
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…
Linear regression without correspondences is the problem of performing a linear regression fit to a dataset for which the correspondences between the independent samples and the observations are unknown. Such a problem naturally arises in…
We present a generalized formulation for reweighted least squares approximations. The goal of this article is twofold: firstly, to prove that the solution of such problem can be expressed as a convex combination of certain interpolants when…
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…
We propose a penalized least-squares method to fit the linear regression model with fitted values that are invariant to invertible linear transformations of the design matrix. This invariance is important, for example, when practitioners…
In this note a new high performance least squares parameter estimator is proposed. The main features of the estimator are: (i) global exponential convergence is guaranteed for all identifiable linear regression equations; (ii) it…
To recover a low rank structure from a noisy matrix, truncated singular value decomposition has been extensively used and studied. Recent studies suggested that the signal can be better estimated by shrinking the singular values. We pursue…
We study the problem of collaboratively learning least squares estimates for $m$ agents. Each agent observes a different subset of the features$\unicode{x2013}$e.g., containing data collected from sensors of varying resolution. Our goal is…
We propose a recursive least-squares method with multiple forgetting schemes to track time-varying model parameters which change with different rates. Our approach hinges on the reformulation of the classic recursive least-squares with…