Related papers: Tsnnls: A solver for large sparse least squares pr…
Nowadays, Non-Linear Least-Squares embodies the foundation of many Robotics and Computer Vision systems. The research community deeply investigated this topic in the last years, and this resulted in the development of several open-source…
We compare alternative computing strategies for solving the constrained lasso problem. As its name suggests, the constrained lasso extends the widely-used lasso to handle linear constraints, which allow the user to incorporate prior…
We focus on solving the clustered lasso problem, which is a least squares problem with the $\ell_1$-type penalties imposed on both the coefficients and their pairwise differences to learn the group structure of the regression parameters.…
Finding the sparsest solutions to a tensor complementarity problem is generally NP-hard due to the nonconvexity and noncontinuity of the involved $\ell_0$ norm. In this paper, a special type of tensor complementarity problems with…
Instead of minimizing the sum of all $n$ squared residuals as the classical least squares (LS) does, Rousseeuw (1984) proposed to minimize the sum of $h$ ($n/2 \leq h < n$) smallest squared residuals, the resulting estimator is called least…
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…
In this paper we introduce an open-source software package written in C++ for efficiently finding solutions to quadratic programming problems with linear complementarity constraints. These problems arise in a wide range of applications in…
We consider machine learning techniques to develop low-latency approximate solutions to a class of inverse problems. More precisely, we use a probabilistic approach for the problem of recovering sparse stochastic signals that are members of…
This paper presents a first-order {distributed continuous-time algorithm} for computing the least-squares solution to a linear equation over networks. Given the uniqueness of the solution, with nonintegrable and diminishing step size,…
A highly recurrent traditional bottleneck in applied mathematics, for which the most popular codes (Mathematica and Matlab) do not offer a solution, is to find all the real solutions of a system of N nonlinear equations in a certain finite…
Compute-and-Forward is an emerging technique to deal with interference. It allows the receiver to decode a suitably chosen integer linear combination of the transmitted messages. The integer coefficients should be adapted to the channel…
Support vector machines (SVMs) are successful modeling and prediction tools with a variety of applications. Previous work has demonstrated the superiority of the SVMs in dealing with the high dimensional, low sample size problems. However,…
The recovery of sparse data is at the core of many applications in machine learning and signal processing. While such problems can be tackled using $\ell_1$-regularization as in the LASSO estimator and in the Basis Pursuit approach,…
Given a way to evaluate an unknown polynomial with integer coefficients, we present new algorithms to recover its nonzero coefficients and corresponding exponents. As an application, we adapt this interpolation algorithm to the problem of…
We present a comprehensive framework for structured sparse coding and modeling extending the recent ideas of using learnable fast regressors to approximate exact sparse codes. For this purpose, we develop a novel block-coordinate proximal…
The least trimmed squares (LTS) estimator is a renowned robust alternative to the classic least squares estimator and is popular in location, regression, machine learning, and AI literature. Many studies exist on LTS, including its…
Wave equation techniques have been an integral part of geophysical imaging workflows to investigate the Earth's subsurface. Least-squares reverse time migration (LSRTM) is a linearized inversion problem that iteratively minimizes a misfit…
With the recent emergence of mixed precision hardware, there has been a renewed interest in its use for solving numerical linear algebra problems fast and accurately. The solution of total least squares problems, i.e., solving $\min_{E,r}…
Constrained least squares problems arise in a variety of applications, and many iterative methods are already available to compute their solutions. This paper proposes a new efficient approach to solve nonnegative linear least squares…
The sparse group lasso optimization problem is solved using a coordinate gradient descent algorithm. The algorithm is applicable to a broad class of convex loss functions. Convergence of the algorithm is established, and the algorithm is…