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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

We consider the problem of minimizing a convex, separable, nonsmooth function subject to linear constraints. The numerical method we propose is a block-coordinate extension of the Chambolle-Pock primal-dual algorithm. We prove convergence…

Optimization and Control · Mathematics 2020-03-26 D. Russell Luke , Yura Malitsky

We consider the problem of finding a sparse solution for an underdetermined linear system of equations when the known parameters on both sides of the system are subject to perturbation. This problem is particularly relevant to…

Systems and Control · Computer Science 2016-06-16 Reza Arablouei

Consider estimating a structured signal $\mathbf{x}_0$ from linear, underdetermined and noisy measurements $\mathbf{y}=\mathbf{A}\mathbf{x}_0+\mathbf{z}$, via solving a variant of the lasso algorithm: $\hat{\mathbf{x}}=\arg\min_\mathbf{x}\{…

Optimization and Control · Mathematics 2014-01-28 Christos Thrampoulidis , Samet Oymak , Babak Hassibi

Burst super-resolution (BurstSR) aims at reconstructing a high-resolution (HR) image from a sequence of low-resolution (LR) and noisy images, which is conducive to enhancing the imaging effects of smartphones with limited sensors. The main…

Computer Vision and Pattern Recognition · Computer Science 2023-09-01 Renlong Wu , Zhilu Zhang , Shuohao Zhang , Hongzhi Zhang , Wangmeng Zuo

Surface reconstruction is very challenging when the input point clouds, particularly real scans, are noisy and lack normals. Observing that the Multilayer Perceptron (MLP) and the implicit moving least-square function (IMLS) provide a dual…

Computer Vision and Pattern Recognition · Computer Science 2023-09-07 Zixiong Wang , Pengfei Wang , Pengshuai Wang , Qiujie Dong , Junjie Gao , Shuangmin Chen , Shiqing Xin , Changhe Tu , Wenping Wang

An important preliminary procedure in multi-sensor data fusion is \textit{sensor registration}, and the key step in this procedure is to estimate sensor biases from their noisy measurements. There are generally two difficulties in this bias…

Signal Processing · Electrical Eng. & Systems 2023-06-27 Wenqiang Pu , Ya-Feng Liu , Zhi-Quan Luo

Only learning one projection matrix from original samples to the corresponding binary labels is too strict and will consequentlly lose some intrinsic geometric structures of data. In this paper, we propose a novel transition subspace…

Computer Vision and Pattern Recognition · Computer Science 2019-06-17 Zhe Chen , Xiao-Jun Wu , Josef Kittler

We present a non-conforming least squares method for approximating solutions of second order elliptic problems with discontinuous coefficients. The method is based on a general Saddle Point Least Squares (SPLS) method introduced in previous…

Numerical Analysis · Mathematics 2019-04-01 Constantin Bacuta , Jacob Jacavage

This work addresses weight optimization problem for fully-connected feed-forward neural networks. Unlike existing approaches that are based on back-propagation (BP) and chain rule gradient-based optimization (which implies iterative…

Machine Learning · Computer Science 2024-06-18 Slavisa Tomic , João Pedro Matos-Carvalho , Marko Beko

This article focuses on solving parametric transmission problems in one and two spatial dimensions. These problems belong to a class of partial differential equations that arise in the modeling of physical systems with heterogeneous…

Numerical Analysis · Mathematics 2026-03-11 Shima Baharlouei , Jamie Taylor , David Pardo

We consider the optimization of a quadratic objective function whose gradients are only accessible through a stochastic oracle that returns the gradient at any given point plus a zero-mean finite variance random error. We present the first…

Optimization and Control · Mathematics 2016-02-25 Aymeric Dieuleveut , Nicolas Flammarion , Francis Bach

We consider the problem of robustly predicting as well as the best linear combination of $d$ given functions in least squares regression, and variants of this problem including constraints on the parameters of the linear combination. For…

Statistics Theory · Mathematics 2012-02-24 Jean-Yves Audibert , Olivier Catoni

This paper describes an extension of the BFGS and L-BFGS methods for the minimization of a nonlinear function subject to errors. This work is motivated by applications that contain computational noise, employ low-precision arithmetic, or…

Optimization and Control · Mathematics 2021-09-10 Hao-Jun Michael Shi , Yuchen Xie , Richard Byrd , Jorge Nocedal

Many applications of generalised linear models (GLMs) can be improved by applying constraints that impose assumptions on the associations or improve consistency of the estimators. Yet, there are still barriers to the implementation and…

Methodology · Statistics 2026-02-19 Pierre Masselot , Devon Nenon , Jacopo Vanoli , Zaid Chalabi , Antonio Gasparrini

Binary tomography is concerned with the recovery of binary images from a few of their projections (i.e., sums of the pixel values along various directions). To reconstruct an image from noisy projection data, one can pose it as a…

Image and Video Processing · Electrical Eng. & Systems 2020-12-17 Ajinkya Kadu , Tristan van Leeuwen

Blind source separation (BSS) algorithms are unsupervised methods, which are the cornerstone of hyperspectral data analysis by allowing for physically meaningful data decompositions. BSS problems being ill-posed, the resolution requires…

Signal Processing · Electrical Eng. & Systems 2022-09-28 Rémi Carloni Gertosio , Jérôme Bobin , Fabio Acero

We analyze a simple prefiltered variation of the least squares estimator for the problem of estimation with biased, semi-parametric noise, an error model studied more broadly in causal statistics and active learning. We prove an oracle…

Machine Learning · Computer Science 2019-02-05 Max Simchowitz , Ross Boczar , Benjamin Recht

We consider robust submodular maximization problems (RSMs), where given a set of $m$ monotone submodular objective functions, the robustness is with respect to the worst-case (scaled) objective function. The model we consider generalizes…

Optimization and Control · Mathematics 2023-06-12 Hsin-Yi Huang , Hao-Hsiang Wu , Simge Kucukyavuz

We study fast algorithms for statistical regression problems under the strong contamination model, where the goal is to approximately optimize a generalized linear model (GLM) given adversarially corrupted samples. Prior works in this line…

Data Structures and Algorithms · Computer Science 2021-06-23 Arun Jambulapati , Jerry Li , Tselil Schramm , Kevin Tian