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In this paper, we consider the mixed and componentwise condition numbers for a linear function of the solution to the total least squares (TLS) problem. We derive the explicit expressions of the mixed and componentwise condition numbers…

Numerical Analysis · Mathematics 2016-12-28 Huai-An Diao , Yang Sun

We investigate the theoretical foundations of a recently introduced entropy-based formulation of weighted least squares for the approximation of overdetermined linear systems, motivated by robust data fitting in the presence of sparse gross…

Numerical Analysis · Mathematics 2026-03-17 Felice Iavernaro , Monica Lazzo , Lorenzo Pisani

We study the problem of exact support recovery based on noisy observations and present Refined Least Squares (RLS). Given a set of noisy measurement $$ \myvec{y} = \myvec{X}\myvec{\theta}^* + \myvec{\omega},$$ and $\myvec{X} \in…

Statistics Theory · Mathematics 2021-03-22 Ofir Lindenbaum , Stefan Steinerberger

Problems in signal processing and medical imaging often lead to calculating sparse solutions to under-determined linear systems. Methodologies for solving this problem are presented as background to the method used in this work where the…

Numerical Analysis · Computer Science 2009-07-21 R. Broughton , I. Coope , P. Renaud , R. Tappenden

A new closed formula for the first order perturbation estimate of the mixed least squares-total least squares (MTLS) solution is presented. It is mathematically equivalent to the one by Zheng and Yang(Numer. Linear Algebra Appl. 2019;…

Numerical Analysis · Mathematics 2020-12-04 Qiaohua Liu , Qian Zhang , Dongmei Shen

The alternating least squares algorithm for CP and Tucker decomposition is dominated in cost by the tensor contractions necessary to set up the quadratic optimization subproblems. We introduce a novel family of algorithms that uses…

Numerical Analysis · Mathematics 2021-04-15 Linjian Ma , Edgar Solomonik

Solving dual quaternion equations is an important issue in many fields such as scientific computing and engineering applications. In this paper, we first introduce a new metric function for dual quaternion matrices. Then, we reformulate…

Optimization and Control · Mathematics 2024-11-11 Chen Ling , Chenjian Pan , Liqun Qi

The Wahba problem, also known as rotation search, seeks to find the best rotation to align two sets of vector observations given putative correspondences, and is a fundamental routine in many computer vision and robotics applications. This…

Optimization and Control · Mathematics 2019-09-24 Heng Yang , Luca Carlone

The rotation search problem aims to find a 3D rotation that best aligns a given number of point pairs. To induce robustness against outliers for rotation search, prior work considers truncated least-squares (TLS), which is a non-convex…

Optimization and Control · Mathematics 2022-07-22 Liangzu Peng , Mahyar Fazlyab , René Vidal

Many real world data sets exhibit an embedding of low-dimensional structure in a high-dimensional manifold. Examples include images, videos and internet traffic data. It is of great significance to reduce the storage requirements and…

Methodology · Statistics 2015-06-05 Yuejie Chi , Yonina C. Eldar , Robert Calderbank

We present a novel iterative algorithm for approximating the linear least squares solution with low complexity. After a motivation of the algorithm we discuss the algorithm's properties including its complexity, and we present theoretical…

Data Structures and Algorithms · Computer Science 2016-11-15 Michael Lunglmayr , Christoph Unterrieder , Mario Huemer

Randomized matrix compression techniques, such as the Johnson-Lindenstrauss transform, have emerged as an effective and practical way for solving large-scale problems efficiently. With a focus on computational efficiency, however, forsaking…

Machine Learning · Statistics 2015-10-19 Stephen Becker , Ban Kawas , Marek Petrik , Karthikeyan N. Ramamurthy

This paper studies regularized least square recovery of signals whose samples' prior distributions are nonidentical, e.g., signals with time-variant sparsity. For this model, Bayesian framework suggests to regularize the least squares term…

Information Theory · Computer Science 2018-05-31 Ali Bereyhi , Mohammad Ali Sedaghat , Ralf R. Müller

The recursive least-squares (RLS) algorithm has well-documented merits for reducing complexity and storage requirements, when it comes to online estimation of stationary signals as well as for tracking slowly-varying nonstationary…

Networking and Internet Architecture · Computer Science 2013-10-01 Gonzalo Mateos , Georgios B. Giannakis

In this paper, we address the problem of robust adaptive beamforming of signals received by a linear array. The challenge associated with the beamforming problem is twofold. Firstly, the process requires the inversion of the usually…

Information Theory · Computer Science 2016-11-22 Mohamed Suliman , Tarig Ballal , Tareq Y. Al-Naffouri

We present a reduced basis (RB) method for parametrized linear elliptic partial differential equations (PDEs) in a least-squares finite element framework. A rigorous and reliable error estimate is developed, and is shown to bound the error…

Numerical Analysis · Mathematics 2020-09-24 Jehanzeb Hameed Chaudhry , Luke N. Olson , Peter Sentz

This paper deals with the problem of finding the globally optimal subset of h elements from a larger set of n elements in d space dimensions so as to minimize a quadratic criterion, with an special emphasis on applications to computing the…

Optimization and Control · Mathematics 2015-06-01 Salvador Flores

Robust tensor completion (RTC) aims to recover a low-rank tensor from its incomplete observation with outlier corruption. The recently proposed tensor ring (TR) model has demonstrated superiority in solving the RTC problem. However, the…

Machine Learning · Computer Science 2023-02-16 Zhenhao Huang , Yuning Qiu , Xinqi Chen , Weijun Sun , Guoxu Zhou

In this paper we propose a variant of the linear least squares model allowing practitioners to partition the input features into groups of variables that they require to contribute similarly to the final result. The output allows…

Machine Learning · Computer Science 2024-07-17 Roberto Esposito , Mattia Cerrato , Marco Locatelli

We propose a least-squares formulation to the noisy hand-eye calibration problem using dual-quaternions, and introduce efficient algorithms to find the exact optimal solution, based on analytic properties of the problem, avoiding non-linear…

Computer Vision and Pattern Recognition · Computer Science 2020-05-20 Amit Dekel , Linus Härenstam-Nielsen , Sergio Caccamo