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We consider stochastic approximation for the least squares regression problem in the non-strongly convex setting. We present the first practical algorithm that achieves the optimal prediction error rates in terms of dependence on the noise…

Machine Learning · Computer Science 2022-03-04 Aditya Varre , Nicolas Flammarion

This paper proposes a theoretical framework to address the reduced biquaternion equality-constrained total least squares (RBTLSE) problem. The objective is to find an approximate solution to the system $AX \approx B$, subject to linear…

Rings and Algebras · Mathematics 2025-06-24 Neha Bhadala

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

Binaural reproduction is gaining increasing attention with the rise of devices such as virtual reality headsets, smart glasses, and head-tracked headphones. Achieving accurate binaural signals with these systems is challenging, as they…

Audio and Speech Processing · Electrical Eng. & Systems 2025-12-24 Dor Shamay , Boaz Rafaely

We present a fast algorithm for linear least squares problems governed by hierarchically block separable (HBS) matrices. Such matrices are generally dense but data-sparse and can describe many important operators including those derived…

Numerical Analysis · Mathematics 2014-06-17 Kenneth L. Ho , Leslie Greengard

Probabilistic partial least squares (PPLS) is a central likelihood-based model for two-view learning when one needs both interpretable latent factors and calibrated uncertainty. Building on the identifiable parameterization of Bouhaddani et…

Machine Learning · Statistics 2026-05-13 Haoran Hu , Xingce Wang

An important step in a multi-sensor surveillance system is to estimate sensor biases from their noisy asynchronous measurements. This estimation problem is computationally challenging due to the highly nonlinear transformation between the…

Information Theory · Computer Science 2018-05-21 Wenqiang Pu , Ya-Feng Liu , Junkun Yan , Hongwei Liu , Zhi-Quan Luo

In this paper, we present perturbation analysis and randomized algorithms for the total least squares (TLS) problems. We derive the perturbation bound and check its sharpness by numerical experiments. Motivated by the recently popular…

Numerical Analysis · Mathematics 2014-11-12 Pengpeng Xie , Yimin Wei , Hua Xiang

Extremum seeking (ES) optimization approach has been very popular due to its non-model based analysis and implementation. This approach has been mostly used with gradient based search algorithms. Since least squares (LS) algorithms are…

Systems and Control · Electrical Eng. & Systems 2020-03-10 Nursefa Zengin , Baris Fidan

In this paper, we propose a robust subspace-constrained quadratic model (SCQM) for learning low-dimensional structure from high-dimensional data. Building upon the subspace-constrained quadratic matrix factorization (SQMF) framework, the…

Machine Learning · Computer Science 2026-05-21 Zheng Zhai , Xiaohui Li

Implicit Neural Representations (INRs) encode discrete signals in a continuous manner using neural networks, demonstrating significant value across various multimedia applications. However, the vulnerability of INRs presents a critical…

Computer Vision and Pattern Recognition · Computer Science 2025-08-20 Wenyong Zhou , Yuxin Cheng , Zhengwu Liu , Taiqiang Wu , Chen Zhang , Ngai Wong

Lasso, or $\ell^1$ regularized least squares, has been explored extensively for its remarkable sparsity properties. It is shown in this paper that the solution to Lasso, in addition to its sparsity, has robustness properties: it is the…

Information Theory · Computer Science 2008-11-13 Huan Xu , Constantine Caramanis , Shie Mannor

Linear Least Squares is a very well known technique for parameter estimation, which is used even when sub-optimal, because of its very low computational requirements and the fact that exact knowledge of the noise statistics is not required.…

Statistics Theory · Mathematics 2018-10-16 Michael Krikheli , Amir Leshem

The performance of multiuser systems is both difficult to measure fairly and to optimize. Most resource allocation problems are non-convex and NP-hard, even under simplifying assumptions such as perfect channel knowledge, homogeneous…

Information Theory · Computer Science 2012-04-27 Emil Björnson , Gan Zheng , Mats Bengtsson , Björn Ottersten

This paper presents a novel robust trajectory optimization method for constrained nonlinear dynamical systems subject to unknown bounded disturbances. In particular, we seek optimal control policies that remain robustly feasible with…

Systems and Control · Electrical Eng. & Systems 2025-04-08 Arshiya Taj Abdul , Augustinos D. Saravanos , Evangelos A. Theodorou

Low-rank learning has attracted much attention recently due to its efficacy in a rich variety of real-world tasks, e.g., subspace segmentation and image categorization. Most low-rank methods are incapable of capturing low-dimensional…

Computer Vision and Pattern Recognition · Computer Science 2016-11-16 Ping Li , Jun Yu , Meng Wang , Luming Zhang , Deng Cai , Xuelong Li

Control of linear dynamics with multiplicative noise naturally introduces robustness against dynamical uncertainty. Moreover, many physical systems are subject to multiplicative disturbances. In this work we show how these dynamics can be…

Optimization and Control · Mathematics 2023-12-27 Peter Coppens , Panagiotis Patrinos

Despite the enormous success of machine learning models in various applications, most of these models lack resilience to (even small) perturbations in their input data. Hence, new methods to robustify machine learning models seem very…

Machine Learning · Computer Science 2020-10-30 Fariborz Salehi , Babak Hassibi

Solving linear regression problems based on the total least-squares (TLS) criterion has well-documented merits in various applications, where perturbations appear both in the data vector as well as in the regression matrix. However,…

Information Theory · Computer Science 2011-04-20 Hao Zhu , Geert Leus , Georgios B. Giannakis

We consider the problem of linear fitting of noisy data in the case of broad (say $\alpha$-stable) distributions of random impacts ("noise"), which can lack even the first moment. This situation, common in statistical physics of small…

Data Analysis, Statistics and Probability · Physics 2015-05-27 Eugene B. Postnikov , Igor M. Sokolov