Related papers: Fast randomized least-squares solvers can be just …
Performance analysis of $l_0$ norm constrained Recursive least Squares (RLS) algorithm is attempted in this paper. Though the performance pretty attractive compared to its various alternatives, no thorough study of theoretical analysis has…
We introduce a software package called HIFIR for preconditioning sparse, unsymmetric, ill-conditioned, and potentially singular systems. HIFIR computes a hybrid incomplete factorization, which combines multilevel incomplete LU factorization…
Diffusion models (DMs) have demonstrated remarkable success in real-world image super-resolution (SR), yet their reliance on time-consuming multi-step sampling largely hinders their practical applications. While recent efforts have…
In the famous least sum of trimmed squares (LTS) of residuals estimator (Rousseeuw (1984)), residuals are first squared and then trimmed. In this article, we first trim residuals - using a depth trimming scheme - and then square the rest of…
We consider least-squares problems with quadratic regularization and propose novel sketching-based iterative methods with an adaptive sketch size. The sketch size can be as small as the effective dimension of the data matrix to guarantee…
We give sparsity results and present algorithms for calculating minimum (vector) 1-norm universal solvers connected to least-squares problems. In particular, besides universal least-squares solvers, we consider minimum-rank universal…
We propose a new randomized algorithm for solving convex optimization problems that have a large number of constraints (with high probability). Existing methods like interior-point or Newton-type algorithms are hard to apply to such…
Randomized quantum algorithms have been proposed in the context of quantum simulation and quantum linear algebra with the goal of constructing shallower circuits than methods based on block encodings. While the algorithmic complexities of…
This article considers stochastic algorithms for efficiently solving a class of large scale non-linear least squares (NLS) problems which frequently arise in applications. We propose eight variants of a practical randomized algorithm where…
We present iterative solvers to approximate the solution of numerical schemes for stochastic Stefan problems. After briefly talking about the convergence results, we tackle the question of efficient strategies for solving the nonlinear…
We survey the numerical stability of some fast algorithms for solving systems of linear equations and linear least squares problems with a low displacement-rank structure. For example, the matrices involved may be Toeplitz or Hankel. We…
Random Feature Methods (RFMs) and their variants such as extreme learning machine finite-basis physics-informed neural networks (ELM-FBPINNs) offer a scalable approach for solving partial differential equations (PDEs) by using localized,…
In this paper, we apply randomized algorithms to approximate the total least squares (TLS) solution of the problem $Ax\approx b$ in the large-scale discrete ill-posed problems. A regularization technique, based on the multiplicative…
L-BFGS is the state-of-the-art optimization method for many large scale inverse problems. It has a small memory footprint and achieves superlinear convergence. The method approximates Hessian based on an initial approximation and an update…
We study computational aspects of a key problem in robust statistics -- the penalized least trimmed squares (LTS) regression problem, a robust estimator that mitigates the influence of outliers in data by capping residuals with large…
Applying half-quadratic optimization to loss functions can yield the corresponding regularizers, while these regularizers are usually not sparsity-inducing regularizers (SIRs). To solve this problem, we devise a framework to generate an SIR…
We consider statistical as well as algorithmic aspects of solving large-scale least-squares (LS) problems using randomized sketching algorithms. For a LS problem with input data $(X, Y) \in \mathbb{R}^{n \times p} \times \mathbb{R}^n$,…
We develop a new least squares method for solving the second-order elliptic equations in non-divergence form. Two least-squares-type functionals are proposed for solving the equations in two steps. We first obtain a numerical approximation…
The random feature method (RFM), a mesh-free machine learning-based framework, has emerged as a promising alternative for solving PDEs on complex domains. However, for large three-dimensional nonlinear problems, attaining high accuracy…
Probabilistic solvers provide a flexible and efficient framework for simulation, uncertainty quantification, and inference in dynamical systems. However, like standard solvers, they suffer performance penalties for certain stiff systems,…