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In this paper we investigate panel regression models with interactive fixed effects. We propose two new estimation methods that are based on minimizing convex objective functions. The first method minimizes the sum of squared residuals with…

Econometrics · Economics 2026-02-10 Hyungsik Roger Moon , Martin Weidner

In this paper we propose a new approach to study the properties of the Partial Least Squares (PLS) estimator. This approach relies on the link between PLS and discrete orthogonal polynomials. Indeed many important PLS objects can be…

Statistics Theory · Mathematics 2014-11-04 Mélanie Blazère , Fabrice Gamboa , Jean-Michel Loubes

Nowadays, l1 penalized likelihood has absorbed a high amount of consideration due to its simplicity and well developed theoretical properties. This method is known as a reliable method in order to apply in a broad range of applications…

Methodology · Statistics 2015-06-12 Hamed Haselimashhadi

The problem of transferring calibrations from a primary to a secondary instrument, i.e. calibration transfer (CT), has been a matter of considerable research in chemometrics over the past decades. Current state-of-the-art (SoA) methods like…

Machine Learning · Statistics 2021-03-24 Ramin Nikzad-Langerodi , Florian Sobieczky

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

Convex regression (CR) is an approach for fitting a convex function to a finite number of observations. It arises in various applications from diverse fields such as statistics, operations research, economics, and electrical engineering.…

Optimization and Control · Mathematics 2016-08-09 Necdet Serhat Aybat , Zi Wang

Many real-world applications are addressed through a linear least-squares problem formulation, whose solution is calculated by means of an iterative approach. A huge amount of studies has been carried out in the optimization field to…

Numerical Analysis · Mathematics 2013-11-25 Anastasia Cornelio , Federica Porta , Marco Prato , Luca Zanni

Many applications of generalised linear models (GLMs) can be improved by applying constraints that impose assumptions on the associations or improve consistency of the estimators. Yet, there are still barriers to the implementation and…

Methodology · Statistics 2026-02-19 Pierre Masselot , Devon Nenon , Jacopo Vanoli , Zaid Chalabi , Antonio Gasparrini

Least squares estimation, a regression technique based on minimisation of residuals, has been invaluable in bringing the best fit solutions to parameters in science and engineering. However, in dynamic environments such as in Geomatics…

Computational Engineering, Finance, and Science · Computer Science 2018-04-17 C. P. E. Agbachi

Traditional recursive least square (RLS) adaptive filtering is widely used to estimate the impulse responses (IR) of an unknown system. Nevertheless, the RLS estimator shows poor performance when tracking rapidly time-varying systems. In…

Signal Processing · Electrical Eng. & Systems 2021-10-25 Mohammad Towliat , Zheng Guo , Leonard J. Cimini , Xiang-Gen Xia , Aijun Song

In robot localisation and mapping, outliers are unavoidable when loop-closure measurements are taken into account. A single false-positive loop-closure can have a very negative impact on SLAM problems causing an inferior trajectory to be…

Robotics · Computer Science 2021-10-06 Milad Ramezani , Matias Mattamala , Maurice Fallon

We propose the first general and practical framework to design certifiable algorithms for robust geometric perception in the presence of a large amount of outliers. We investigate the use of a truncated least squares (TLS) cost function,…

Optimization and Control · Mathematics 2020-10-20 Heng Yang , Luca Carlone

Consistency regularization is one of the most widely-used techniques for semi-supervised learning (SSL). Generally, the aim is to train a model that is invariant to various data augmentations. In this paper, we revisit this idea and find…

Computer Vision and Pattern Recognition · Computer Science 2021-12-14 Yue Fan , Anna Kukleva , Bernt Schiele

Label Smoothing (LS) is an effective regularizer to improve the generalization of state-of-the-art deep models. For each training sample the LS strategy smooths the one-hot encoded training signal by distributing its distribution mass over…

Machine Learning · Computer Science 2020-12-04 Hongyu Guo

Simulating large quantum systems is the ultimate goal of quantum computing. Variational quantum simulation (VQS) gives us a tool to achieve the goal in near-term devices by distributing the computation load to both classical and quantum…

Quantum Physics · Physics 2023-05-10 Kouhei Nakaji , Suguru Endo , Yuichiro Matsuzaki , Hideaki Hakoshima

We study the addition of shape constraints (SC) and their consideration during the parameter identification step of symbolic regression (SR). SC serve as a means to introduce prior knowledge about the shape of the otherwise unknown model…

Machine Learning · Computer Science 2024-08-07 Viktor Martinek , Julia Reuter , Ophelia Frotscher , Sanaz Mostaghim , Markus Richter , Roland Herzog

Least-squares reverse time migration (LSRTM) is an inversion-based imaging method rooted in optimization theory, which iteratively updates the reflectivity model to minimize the difference between observed and simulated data. However, in…

Geophysics · Physics 2025-05-14 Xinru Mu , Omar M. Saad , Tariq Alkhalifah

Traditionally, batch least squares (BLS) and recursive least squares (RLS) are used for identification of a vector of parameters that form a linear model. In some situations, however, it is of interest to identify parameters in a matrix…

Signal Processing · Electrical Eng. & Systems 2024-06-11 Brian Lai , Dennis S. Bernstein

Concerning bivariate least squares linear regression, the classical approach pursued for functional models in earlier attempts is reviewed using a new formalism in terms of deviation (matrix) traces. Within the framework of classical error…

Instrumentation and Methods for Astrophysics · Physics 2011-03-08 R. Caimmi

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
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