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A multiscale numerical method is proposed for the solution of semi-linear elliptic stochastic partial differential equations with localized uncertainties and non-linearities, the uncertainties being modeled by a set of random parameters. It…

Numerical Analysis · Mathematics 2019-01-23 Anthony Nouy , Florent Pled

In this paper, we consider a statistical problem of learning a linear model from noisy samples. Existing work has focused on approximating the least squares solution by using leverage-based scores as an importance sampling distribution.…

Machine Learning · Statistics 2016-02-11 Siheng Chen , Rohan Varma , Aarti Singh , Jelena Kovačević

In this paper, we study the distributed adaptive estimation problem of continuous-time stochastic dynamic systems over sensor networks where each agent can only communicate with its local neighbors. A distributed least squares (LS)…

Systems and Control · Electrical Eng. & Systems 2023-09-07 Xinghua Zhu , Zhixin Liu

Distributed computing is fundamental to multi-agent systems, with solving distributed linear equations as a typical example. In this paper, we study distributed solvers for network linear equations over a network with node-to-node…

Systems and Control · Electrical Eng. & Systems 2024-11-18 Lei Wang , Zihao Ren , Deming Yuan , Guodong Shi

We consider the problem of finding a sparse solution for an underdetermined linear system of equations when the known parameters on both sides of the system are subject to perturbation. This problem is particularly relevant to…

Systems and Control · Computer Science 2016-06-16 Reza Arablouei

An important step in a multi-sensor surveillance system is to estimate sensor biases from their noisy asynchronous measurements. This estimation problem is computationally challenging due to the highly nonlinear transformation between the…

Information Theory · Computer Science 2018-05-21 Wenqiang Pu , Ya-Feng Liu , Junkun Yan , Hongwei Liu , Zhi-Quan Luo

The randomized row method is a popular representative of the iterative algorithm because of its efficiency in solving the overdetermined and consistent systems of linear equations. In this paper, we present an extended randomized multiple…

Numerical Analysis · Mathematics 2024-11-06 Nian-Ci Wu , Chengzhi Liu , Yatian Wang , Qian Zuo

Inspired by recent developments in subdivision schemes founded on the Weighted Least Squares technique, we construct linear approximants for noisy data in which the weighting strategy minimizes the output variance, thereby establishing a…

Numerical Analysis · Mathematics 2025-12-23 Sergio López Ureña , Dionisio F. Yáñez

Solving an integer least squares (ILS) problem usually consists of two stages: reduction and search. This thesis is concerned with the reduction process for the ordinary ILS problem and the ellipsoid-constrained ILS problem. For the…

Optimization and Control · Mathematics 2015-03-17 Mazen Al Borno

Developing efficient methods for solving parametric partial differential equations is crucial for addressing inverse problems. This work introduces a Least-Squares-based Neural Network (LS-Net) method for solving linear parametric PDEs. It…

Numerical Analysis · Mathematics 2025-02-13 Shima Baharlouei , Jamie M. Taylor , Carlos Uriarte , David Pardo

We study the problem of exact support recovery based on noisy observations and present Refined Least Squares (RLS). Given a set of noisy measurement $$ \myvec{y} = \myvec{X}\myvec{\theta}^* + \myvec{\omega},$$ and $\myvec{X} \in…

Statistics Theory · Mathematics 2021-03-22 Ofir Lindenbaum , Stefan Steinerberger

While distributed parameter estimation has been extensively studied in the literature, little has been achieved in terms of robust analysis and tuning methods in the presence of disturbances. However, disturbances such as measurement noise…

Optimization and Control · Mathematics 2024-01-26 Nicolai Lorenz-Meyer , Juan G. Rueda-Escobedo , Jaime A. Moreno , Johannes Schiffer

This paper is concerned with distributed limited memory prediction for continuous-time linear stochastic systems with multiple sensors. A distributed fusion with the weighted sum structure is applied to the optimal local limited memory…

Other Computer Science · Computer Science 2010-02-18 Ha-ryong Song , Vladimir Shin

Optimization of sensor selection has been studied to monitor complex and large-scale systems with data-driven linear reduced-order modeling. An algorithm for greedy sensor selection is presented under the assumption of correlated noise in…

Signal Processing · Electrical Eng. & Systems 2022-07-14 Keigo Yamada , Yuji Saito , Taku Nonomura , Keisuke Asai

We analyze a simple prefiltered variation of the least squares estimator for the problem of estimation with biased, semi-parametric noise, an error model studied more broadly in causal statistics and active learning. We prove an oracle…

Machine Learning · Computer Science 2019-02-05 Max Simchowitz , Ross Boczar , Benjamin Recht

We present a novel iterative algorithm for approximating the linear least squares solution with low complexity. After a motivation of the algorithm we discuss the algorithm's properties including its complexity, and we present theoretical…

Data Structures and Algorithms · Computer Science 2016-11-15 Michael Lunglmayr , Christoph Unterrieder , Mario Huemer

We consider the problem of fitting a set of points in Euclidean space by an algebraic hypersurface. We assume that points on a true hypersurface, described by a polynomial equation, are corrupted by zero mean independent Gaussian noise, and…

Computation · Statistics 2015-08-21 Konstantin Usevich , Ivan Markovsky

This paper presents and analyses a new family of linear subdivision schemes to refine noisy data given on triangular meshes. The subdivision rules consist of locally fitting and evaluating a weighted least squares approximating first-degree…

Numerical Analysis · Mathematics 2026-02-03 Costanza Conti , Sergio López-Ureña , Dionisio F. Yáñez

This paper proposes a new algorithm for linear system identification from noisy measurements. The proposed algorithm balances a data fidelity term with a norm induced by the set of single pole filters. We pose a convex optimization problem…

Optimization and Control · Mathematics 2012-04-04 Parikshit Shah , Badri Narayan Bhaskar , Gongguo Tang , Benjamin Recht

This paper considers the problem of detecting impaired and noisy nodes over network. In a distributed algorithm, lots of processing units are incorporating and communicating with each other to reach a global goal. Due to each one's state in…

Multiagent Systems · Computer Science 2019-10-23 Mahdi Shamsi , Alireza Moslemi Haghighi , Farokh Marvasti