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A new dynamic latent space eigenmodel (LSM) is proposed for weighted temporal networks. The model accommodates integer-valued weights, excess of zeros, time-varying node positions (features), and time-varying network sparsity. The latent…

Methodology · Statistics 2026-04-15 Roberto Casarin , Matteo Iacopini , Antonio Peruzzi

Given any domain $X\subseteq \mathbb{R}^d$ and a probability measure $\rho$ on $X$, we study the problem of approximating in $L^2(X,\rho)$ a given function $u:X\to\mathbb{R}$, using its noiseless pointwise evaluations at random samples. For…

Numerical Analysis · Mathematics 2019-07-11 Giovanni Migliorati

This paper studies the problem of distributed weighted least-squares (WLS) estimation for an interconnected linear measurement network with additive noise. Two types of measurements are considered: self measurements for individual nodes,…

Systems and Control · Electrical Eng. & Systems 2020-02-27 Qiqi Yang , Zhaorong Zhang , Minyue Fu

The robust adjustment of nonlinear models to data is considered in this paper. When data comes from real experiments, it is possible that measurement errors cause the appearance of discrepant values, which should be ignored when adjusting…

Optimization and Control · Mathematics 2019-12-02 E. V. Castelani , R. Lopes , W. V. I. Shirabayashi , F. N. C. Sobral

The partial least squares algorithm for dependent data realisations is considered. Consequences of ignoring the dependence for the algorithm performance are studied both theoretically and in simulations. It is shown that ignoring certain…

Statistics Theory · Mathematics 2016-03-07 Marco Singer , Tatyana Krivobokova , Bert L. de Groot , Axel Munk

The algorithm of modified wavelet analysis is discussed. It is based on the weighted least squares approximation. Contrary to the Gaussian as a weight function, we propose to use a compact weight function. The accuracy estimates using the…

Instrumentation and Methods for Astrophysics · Physics 2020-05-05 Ivan L. Andronov , Violetta P. Kulynska

In this article we present a modification of classical Radial Basis Function (RBF) interpolation techniques aimed at reducing oscillations near discontinuities in one and two dimensions. Our approach introduces an adaptive mechanism by…

Numerical Analysis · Mathematics 2026-03-25 José Kuruc , David Levin , Pep Mulet , Juan Ruiz-Álvarez , Dionisio F. Yáñez

This work develops robust diffusion recursive least squares algorithms to mitigate the performance degradation often experienced in networks of agents in the presence of impulsive noise. The first algorithm minimizes an exponentially…

Machine Learning · Computer Science 2019-02-05 Y. Yu , H. Zhao , R. C. de Lamare , Y. Zakharov , L. Lu

Multivariate linear regression models often face the problem of heteroscedasticity caused by multiple explanatory variables. The weighted least squares estimation with univariate-dependent weights has limitations in constructing weight…

Methodology · Statistics 2026-01-16 Lei Huang , Chengyue Liu , Li Wang

In recent years, the shortcomings of Bayesian posteriors as inferential devices have received increased attention. A popular strategy for fixing them has been to instead target a Gibbs measure based on losses that connect a parameter of…

Statistics Theory · Mathematics 2025-04-24 David T. Frazier , Jeremias Knoblauch , Jack Jewson , Christopher Drovandi

Consider the generalized linear least squares (GLS) problem $\min\|Lx\|_2 \ \mathrm{s.t.} \ \|M(Ax-b)\|_2=\min$. The weighted pseudoinverse $A_{ML}^{\dag}$ is the matrix that maps $b$ to the minimum 2-norm solution of this GLS problem. By…

Numerical Analysis · Mathematics 2024-08-20 Haibo Li

In the paper we consider the problem of multivariate function approximation in polynomial basis. In order to solve this problem, we adjust the least squares method (LSM) by adding information about derivatives of the function. This…

Numerical Analysis · Mathematics 2018-02-06 Gleb Ryzhakov , Ivan Oseledets

One of the major challenges in finite element methods is the mitigation of spurious oscillations near sharp layers and discontinuities known as the Gibbs phenomenon. In this article, we propose a set of functionals to identify spurious…

Numerical Analysis · Mathematics 2023-03-09 M. ten Eikelder , S. Stoter , Y. Bazilevs , D. Schillinger

Time-dependent ensemble averages, i.e., trajectory-based averages of some observable, are of importance in many fields of science. A crucial objective when interpreting such data is to fit these averages (for instance, squared…

Data Analysis, Statistics and Probability · Physics 2018-05-09 Karl Fogelmark , Michael A. Lomholt , Anders Irback , Tobias Ambjornsson

The panel data regression models have gained increasing attention in different areas of research including but not limited to econometrics, environmental sciences, epidemiology, behavioral and social sciences. However, the presence of…

Methodology · Statistics 2020-11-24 Beste Hamiye Beyaztas , Soutir Bandyopadhyay

Local Polynomial Regression (LPR) and Moving Least Squares (MLS) are closely related nonparametric estimation methods, developed independently in statistics and approximation theory. While statistical LPR analysis focuses on overcoming…

Statistics Theory · Mathematics 2026-01-30 Shir Tapiro-Moshe , Yariv Aizenbud , Barak Sober

Three methods of least squares are examined for fitting a line to points in the plane. Two well known methods are to minimize sums of squares of vertical or horizontal distances to the line. Less known is to minimize sums of squares of…

Classical Analysis and ODEs · Mathematics 2020-11-11 Erik Talvila

In many astronomical problems one often needs to determine the upper and/or lower boundary of a given data set. An automatic and objective approach consists in fitting the data using a generalised least-squares method, where the function to…

Instrumentation and Methods for Astrophysics · Physics 2015-05-13 N. Cardiel

We propose a discontinuous least squares finite element method for solving the linear elasticity. The approximation space is obtained by patch reconstruction with only one unknown per element. We apply the L 2 norm least squares principle…

Numerical Analysis · Mathematics 2020-03-05 Ruo Li , Fanyi Yang

The IBOSS approach proposed by Wang et al. (2019) selects the most informative subset of n points. It assumes that the ordinary least squares method is used and requires that the number of variables, p, is not large. However, in many…

Methodology · Statistics 2024-01-23 Xin Wang , Min Yang , William Li