Related papers: Focused Weighted-Average Least Squares Estimator
Model averaging has gained significant attention in recent years due to its ability of fusing information from different models. The critical challenge in frequentist model averaging is the choice of weight vector. The bootstrap method,…
Implementing state estimation in low and medium voltage power distribution is still challenging given the scale of many networks and the reliance of traditional methods on a large number of measurements. This paper proposes a method to…
We present a generalized formulation for reweighted least squares approximations. The goal of this article is twofold: firstly, to prove that the solution of such problem can be expressed as a convex combination of certain interpolants when…
We develop a constructive approach for $\ell_0$-penalized estimation in the sparse accelerated failure time (AFT) model with high-dimensional covariates. Our proposed method is based on Stute's weighted least squares criterion combined with…
In the presence of confounders, the ordinary least squares (OLS) estimator is known to be biased. This problem can be remedied by using the two-stage least squares (TSLS) estimator, based on the availability of valid instrumental variables…
Weighting methods are widely used to adjust for covariates in observational studies, sample surveys, and regression settings. In this paper, we study a class of recently proposed weighting methods which find the weights of minimum…
Weight averaging is a widely used technique for accelerating training and improving the generalization of deep neural networks (DNNs). While existing approaches like stochastic weight averaging (SWA) rely on pre-set weighting schemes, they…
With advancements in sensor technology, a heterogeneous set of data, containing samples of scalar, waveform signal, image, or even structured point cloud are becoming increasingly popular. Developing a statistical model, representing the…
The main contribution of the paper is a new approach to subspace clustering that is significantly more computationally efficient and scalable than existing state-of-the-art methods. The central idea is to modify the regression technique in…
We provide the first global model recovery results for the IRLS (iteratively reweighted least squares) heuristic for robust regression problems. IRLS is known to offer excellent performance, despite bad initializations and data corruption,…
FOCal Underdetermined System Solver (FOCUSS) is a powerful tool for sparse representation and underdetermined inverse problems, which is extremely easy to implement. In this paper, we give a comprehensive convergence analysis on the FOCUSS…
Sparse Partial Least Squares (sPLS) is a common dimensionality reduction technique for data fusion, which projects data samples from two views by seeking linear combinations with a small number of variables with the maximum variance.…
In Federated Learning (FL), weighted aggregation of local models is conducted to generate a new global model, and the aggregation weights are typically normalized to 1. A recent study identifies the global weight shrinking effect in FL,…
We address the problem of sparse recovery in an online setting, where random linear measurements of a sparse signal are revealed sequentially and the objective is to recover the underlying signal. We propose a reweighted least squares (RLS)…
We propose a weighted least-square (WLS) method to design autoregressive moving average (ARMA) graph filters. We first express the WLS design problem as a numerically-stable optimization problem using Chebyshev polynomial bases. We then…
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…
This work presents a robust, energy-based deep learning framework for solving transmission problems in heterogeneous media, including cases with discontinuous material scenarios. We introduce a weighted First-Order System Least-Squares…
A weighted regression procedure is proposed for regression type problems where the innovations are heavy-tailed. This method approximates the least absolute regression method in large samples, and the main advantage will be if the sample is…
This paper addresses the long-standing challenge of estimating the leverage effect from high-frequency data contaminated by dependent, non-Gaussian microstructure noise. We depart from the conventional reliance on pre-averaging or…
Subspace identification methods (SIMs) have proven very powerful for estimating linear state-space models. To overcome the deficiencies of classical SIMs, a significant number of algorithms has appeared over the last two decades, where most…