Related papers: Randomized Flexible LSQR and LSMR with application…

For the large-scale linear discrete ill-posed problem $\min\|Ax-b\|$ or $Ax=b$ with $b$ contaminated by white noise, the Golub-Kahan bidiagonalization based LSQR method and its mathematically equivalent CGLS, the Conjugate Gradient (CG)…

Completing multidimensional tensor-structured data with missing entries is a fundamental task for many real-world applications involving incomplete or corrupted datasets. For data with spatial or temporal side information, low-rank…

Least squares approximation is a technique to find an approximate solution to a system of linear equations that has no exact solution. In a typical setting, one lets $n$ be the number of constraints and $d$ be the number of variables, with…

This survey explores modern approaches for computing low-rank approximations of high-dimensional matrices by means of the randomized SVD, randomized subspace iteration, and randomized block Krylov iteration. The paper compares the…

This paper presents a new algorithmic framework for computing sparse solutions to large-scale linear discrete ill-posed problems. The approach is motivated by recent perspectives on iteratively reweighted norm schemes, viewed through the…

Inference and simulation in the context of high-dimensional dynamical systems remain computationally challenging problems. Some form of dimensionality reduction is required to make the problem tractable in general. In this paper, we propose…

The Sequential Linear Quadratic (SLQ) algorithm is a continuous-time variant of the well-known Differential Dynamic Programming (DDP) technique with a Gauss-Newton Hessian approximation. This family of methods has gained popularity in the…

The Randomized Kaczmarz method (RK) is a stochastic iterative method for solving linear systems that has recently grown in popularity due to its speed and low memory requirement. Selectable Set Randomized Kaczmarz (SSRK) is an variant of RK…

In this work, we shed light on the so-called Kaczmarz method for solving Linear System (LS) and Linear Feasibility (LF) problems from a optimization point of view. We introduce well-known optimization approaches such as Lagrangian penalty…

Distributional linear quadratic regulator (LQR) is a new framework that integrates the distributional reinforcement learning and classical LQR, which offers a new way to study the random return instead of the expected cost. Unlike iterative…

Low-rank Multi-view Subspace Learning (LMvSL) has shown great potential in cross-view classification in recent years. Despite their empirical success, existing LMvSL based methods are incapable of well handling view discrepancy and…

A multiscale numerical method is proposed for the solution of semi-linear elliptic stochastic partial differential equations with localized uncertainties and non-linearities, the uncertainties being modeled by a set of random parameters. It…

This article considers stochastic algorithms for efficiently solving a class of large scale non-linear least squares (NLS) problems which frequently arise in applications. We propose eight variants of a practical randomized algorithm where…

As the scale of problems and data used for experimental design, signal processing and data assimilation grow, the oft-occuring least squares subproblems are correspondingly growing in size. As the scale of these least squares problems…

Partial least square regression (PLSR) is a widely-used statistical model to reveal the linear relationships of latent factors that comes from the independent variables and dependent variables. However, traditional methods to solve PLSR…

Random projections or sketching are widely used in many algorithmic and learning contexts. Here we study the performance of iterative Hessian sketch for least-squares problems. By leveraging and extending recent results from random matrix…

Low-rank matrix factorization (LRMF) has received much popularity owing to its successful applications in both computer vision and data mining. By assuming noise to come from a Gaussian, Laplace or mixture of Gaussian distributions,…

Inverse problems arise in a wide spectrum of applications in fields ranging from engineering to scientific computation. Connected with the rise of interest in inverse problems is the development and analysis of regularization methods, such…

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…

Low-latency gravitational wave search pipelines such as GstLAL take advantage of low-rank factorization of the template matrix via singular value decomposition (SVD). With unprecedented improvements in detector bandwidth and sensitivity in…