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In this paper, a weak Local Linearization scheme for Stochastic Differential Equations (SDEs) with multiplicative noise is introduced. First, for a time discretization, the solution of the SDE is locally approximated by the solution of the…

Numerical Analysis · Mathematics 2015-06-19 J. C. Jimenez , C. Mora , M. Selva

This paper is concerned with developing and analyzing two novel implicit temporal discretization methods for the stochastic semilinear wave equations with multiplicative noise. The proposed methods are natural extensions of well-known…

Numerical Analysis · Mathematics 2024-08-26 Xiaobing Feng , Yukun Li , Liet Vo

This paper presents a first-order {distributed continuous-time algorithm} for computing the least-squares solution to a linear equation over networks. Given the uniqueness of the solution, with nonintegrable and diminishing step size,…

Systems and Control · Computer Science 2018-08-14 Yang Liu , Youcheng Lou , Brian D. O. Anderson , Guodong Shi

Scaled sparse linear regression jointly estimates the regression coefficients and noise level in a linear model. It chooses an equilibrium with a sparse regression method by iteratively estimating the noise level via the mean residual…

Machine Learning · Statistics 2012-06-22 Tingni Sun , Cun-Hui Zhang

The Kaczmarz algorithm is an iterative method for solving systems of linear equations. We introduce a modified Kaczmarz algorithm for solving systems of linear equations in a distributed environment, i.e. the equations within the system are…

Numerical Analysis · Mathematics 2019-04-12 Chinmay Hegde , Fritz Keinert , Eric S. Weber

We address the numerical solution of minimal norm residuals of {\it nonlinear} equations in finite dimensions. We take inspiration from the problem of finding a sparse vector solution by using greedy algorithms based on iterative residual…

Numerical Analysis · Mathematics 2015-04-28 Juliane Sigl

In this paper we formulate and solve a robust least squares problem for a system of linear equations subject to quantization error in the data matrix. Ordinary least squares fails to consider uncertainty in the operator, modeling all noise…

Optimization and Control · Mathematics 2021-04-09 Richard Clancy , Stephen Becker

This paper considers the problem of estimating linear dynamic system models when the observations are corrupted by random disturbances with nonstandard distributions. The paper is particularly motivated by applications where sensor…

Methodology · Statistics 2018-07-09 Johan Dahlin , Adrian Wills , Brett Ninness

The classical iteratively reweighted least-squares (IRLS) algorithm aims to recover an unknown signal from linear measurements by performing a sequence of weighted least squares problems, where the weights are recursively updated at each…

Machine Learning · Statistics 2024-06-06 Chiraag Kaushik , Justin Romberg , Vidya Muthukumar

A distributed adaptive algorithm for estimation of sparse unknown parameters in the presence of nonGaussian noise is proposed in this paper based on normalized least mean fourth (NLMF) criterion. At the first step, local adaptive NLMF…

Information Theory · Computer Science 2015-12-09 Mojtaba Hajiabadi

This paper establishes a nearly optimal algorithm for estimating the frequencies and amplitudes of a mixture of sinusoids from noisy equispaced samples. We derive our algorithm by viewing line spectral estimation as a sparse recovery…

Information Theory · Computer Science 2013-04-02 Gongguo Tang , Badri Narayan Bhaskar , Benjamin Recht

We propose a distributed algorithm for time synchronization in mobile wireless sensor networks. Each node can employ the algorithm to estimate the global time based on its local clock time. The problem of time synchronization is formulated…

Systems and Control · Computer Science 2014-12-30 Chenda Liao , Prabir Barooah

In this work we develop a novel approach using deep neural networks to reconstruct the conductivity distribution in elliptic problems from one measurement of the solution over the whole domain. The approach is based on a mixed reformulation…

Numerical Analysis · Mathematics 2023-12-20 Bangti Jin , Xiyao Li , Qimeng Quan , Zhi Zhou

The unlabeled sensing problem is to solve a noisy linear system of equations under unknown permutation of the measurements. We study a particular case of the problem where the permutations are restricted to be r-local, i.e. the permutation…

Signal Processing · Electrical Eng. & Systems 2022-05-16 Ahmed Ali Abbasi , Abiy Tasissa , Shuchin Aeron

Compressed sensing is an important problem in many fields of science and engineering. It reconstructs signals by finding sparse solutions to underdetermined linear equations. In this work we propose a deterministic and non-parametric…

Signal Processing · Electrical Eng. & Systems 2017-12-19 Mutian Shen , Pan Zhang , Hai-Jun Zhou

Noisy unsharp measurements incorporated in quantum information protocols may hinder performance, reducing the quantum advantage. However, we show that, unlike projective measurements which completely destroy quantum correlations between…

Quantum Physics · Physics 2025-07-01 Sudipta Mondal , Pritam Halder , Amit Kumar Pal , Aditi Sen De

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…

Information Theory · Computer Science 2019-02-20 Y. Yu , R. C. de Lamare , Y. Zakharov

Achieving high-precision control for robotic systems is hindered by the low-fidelity dynamical model and external disturbances. Especially, the intricate coupling between internal uncertainties and external disturbances further exacerbates…

Robotics · Computer Science 2026-02-05 Jindou Jia , Meng Wang , Zihan Yang , Bin Yang , Yuhang Liu , Kexin Guo , Xiang Yu

We give the first polynomial-time algorithm for performing linear or polynomial regression resilient to adversarial corruptions in both examples and labels. Given a sufficiently large (polynomial-size) training set drawn i.i.d. from…

Machine Learning · Computer Science 2020-06-05 Adam Klivans , Pravesh K. Kothari , Raghu Meka

Distributed compressed sensing is concerned with representing an ensemble of jointly sparse signals using as few linear measurements as possible. Two novel joint reconstruction algorithms for distributed compressed sensing are presented in…

Information Theory · Computer Science 2014-05-22 Diego Valsesia , Giulio Coluccia , Enrico Magli