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This paper presents a new method capable of reconstructing datasets with great precision and very low computational cost using a novel variant of the singular value decomposition (SVD) algorithm that has been named low-cost SVD (lcSVD).…

Computational Engineering, Finance, and Science · Computer Science 2023-11-20 Ashton Hetherington , Soledad Le Clainche

Singular Value Decomposition (SVD) is a technique based on linear projection theory, which has been frequently used for data analysis. It constitutes an optimal (in the sense of least squares) decomposition of a matrix in the most relevant…

Data Analysis, Statistics and Probability · Physics 2015-03-17 Pau Erola , Javier Borge-Holthoefer , Sergio Gomez , Alex Arenas

We study the total least squares (TLS) problem that generalizes least squares regression by allowing measurement errors in both dependent and independent variables. TLS is widely used in applied fields including computer vision, system…

Machine Learning · Statistics 2014-07-01 Dmitry Malioutov , Nikolai Slavov

We introduce and analyze a space-time least-squares method associated to the unsteady Navier-Stokes system. Weak solution in the two dimensional case and regular solution in the three dimensional case are considered. From any initial guess,…

Optimization and Control · Mathematics 2019-09-12 Jerome Lemoine , Arnaud Munch

This is a brief tutorial on the least square estimation technique that is straightforward yet effective for parameter estimation. The tutorial is focused on the linear LSEs instead of nonlinear versions, since most nonlinear LSEs can be…

Systems and Control · Electrical Eng. & Systems 2022-11-29 Qingrui Zhang

In this paper we propose novel methods for compression and recovery of multilinear data under limited sampling. We exploit the recently proposed tensor- Singular Value Decomposition (t-SVD)[1], which is a group theoretic framework for…

Information Theory · Computer Science 2013-11-01 Zemin Zhang , Gregory Ely , Shuchin Aeron , Ning Hao , Misha Kilmer

Least-squares (LS) forms of the transport equation can circumvent the void problems of other second order forms, but are almost always non-conservative. Additionally, the standard LS form is not compatible with discrete ordinates method…

Computational Physics · Physics 2019-02-26 Hans Hammer , Jim Morel , Yaqi Wang

The formation of the leading-edge vortex (LEV) is a key feature of unsteady flows past aerodynamic surfaces, but is expensive to model in high fidelity computations. Low-order methods based on discrete vortex elements are able to capture…

Fluid Dynamics · Physics 2022-06-24 Pedro Hernandez Gelado , Kiran Kumar Ramesh

We give two provably accurate feature-selection techniques for the linear SVM. The algorithms run in deterministic and randomized time respectively. Our algorithms can be used in an unsupervised or supervised setting. The supervised…

Machine Learning · Statistics 2015-02-09 Saurabh Paul , Malik Magdon-Ismail , Petros Drineas

In this paper, we mainly develop the well-known vector and matrix polynomial extrapolation methods in tensor framework. To this end, some new products between tensors are defined and the concept of positive definitiveness is extended for…

Numerical Analysis · Mathematics 2020-04-14 F. P. A. Beik , A. El Ichi , K. Jbilou , R. Sadaka

Remote sensing of soil moisture and vegetation water content from space often requires underdetermined inversion of a zeroth-order approximation of the forward radiative transfer equation in L-band---known as the $\tau$-$\omega$ model. This…

Atmospheric and Oceanic Physics · Physics 2018-08-29 Ardeshir Ebtehaj

In this paper, we propose a robust low-order stabilization-free virtual element method on quadrilateral meshes for linear elasticity that is based on the stress-hybrid principle. We refer to this approach as the Stress-Hybrid Virtual…

Numerical Analysis · Mathematics 2023-11-28 Alvin Chen , N. Sukumar

A novel uncertainty-based pressure reconstruction method is proposed to evaluate the instantaneous pressure fields from velocity fields measured using particle image velocimetry (PIV) or particle tracking velocimetry (PTV). First, the…

Fluid Dynamics · Physics 2019-12-03 Jiacheng Zhang , Sayantan Bhattacharya , Pavlos P. Vlachos

The curse of dimensionality is a longstanding challenge in Bayesian inference in high dimensions. In this work, we propose a projected Stein variational gradient descent (pSVGD) method to overcome this challenge by exploiting the…

Machine Learning · Computer Science 2020-06-11 Peng Chen , Omar Ghattas

In this paper, we implement and test two types of market-based models for European-type options, based on the tangent Levy models proposed recently by R. Carmona and S. Nadtochiy. As a result, we obtain a method for generating Monte Carlo…

Pricing of Securities · Quantitative Finance 2015-04-02 Rene Carmona , Yi Ma , Sergey Nadtochiy

We propose new algorithms for singular value decomposition (SVD) of very large-scale matrices based on a low-rank tensor approximation technique called the tensor train (TT) format. The proposed algorithms can compute several dominant…

Numerical Analysis · Mathematics 2016-02-11 Namgil Lee , Andrzej Cichocki

This study presents a new computational approach for simulating the microbial decomposition of organic matter, from 3D micro-computed tomography (micro-CT) images of soil. The method employs a valuated graph of connected voxels to simulate…

Computer Vision and Pattern Recognition · Computer Science 2024-06-07 Mouad Klai , Olivier Monga , Mohamed Soufiane Jouini , Valérie Pot

As enjoying the closed form solution, least squares support vector machine (LSSVM) has been widely used for classification and regression problems having the comparable performance with other types of SVMs. However, LSSVM has two drawbacks:…

Machine Learning · Computer Science 2017-02-08 Li Chen , Shuisheng Zhou

Partial Least Squares (PLS) is a widely used method for data integration, designed to extract latent components shared across paired high-dimensional datasets. Despite decades of practical success, a precise theoretical understanding of its…

Machine Learning · Statistics 2025-12-18 Victor Léger , Florent Chatelain

Least squares deconvolution (LSD) is a powerful method of extracting high-precision average line profiles from the stellar intensity and polarization spectra. Despite its common usage, the LSD method is poorly documented and has never been…

Solar and Stellar Astrophysics · Physics 2015-05-19 O. Kochukhov , V. Makaganiuk , N. Piskunov