Related papers: An Introduction to Total Least Squares
We describe stochastic Newton and stochastic quasi-Newton approaches to efficiently solve large linear least-squares problems where the very large data sets present a significant computational burden (e.g., the size may exceed computer…
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…
The low multilinear rank approximation, also known as the truncated Tucker decomposition, has been extensively utilized in many applications that involve higher-order tensors. Popular methods for low multilinear rank approximation usually…
Longest common subsequence ($\mathsf{LCS}$) is a classic and central problem in combinatorial optimization. While $\mathsf{LCS}$ admits a quadratic time solution, recent evidence suggests that solving the problem may be impossible in truly…
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…
In the famous least sum of trimmed squares (LTS) of residuals estimator (Rousseeuw (1984)), residuals are first squared and then trimmed. In this article, we first trim residuals - using a depth trimming scheme - and then square the rest of…
The purpose of model selection algorithms such as All Subsets, Forward Selection and Backward Elimination is to choose a linear model on the basis of the same set of data to which the model will be applied. Typically we have available a…
In statistics, series of ordinary least squares problems (OLS) are used to study the linear correlation among sets of variables of interest; in many studies, the number of such variables is at least in the millions, and the corresponding…
Projected least squares (PLS) is an intuitive and numerically cheap technique for quantum state tomography. The method first computes the least-squares estimator (or a linear inversion estimator) and then projects the initial estimate onto…
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…
This paper considers generalized least squares (GLS) estimation for linear panel data models. By estimating the large error covariance matrix consistently, the proposed feasible GLS (FGLS) estimator is more efficient than the ordinary least…
We revisit the problem of fair representation learning by proposing Fair Partial Least Squares (PLS) components. PLS is widely used in statistics to efficiently reduce the dimension of the data by providing representation tailored for the…
Solving linear discrete ill-posed problems for third order tensor equations based on a tensor t-product has attracted much attention. But when the data tensor is produced continuously, current algorithms are not time-saving. Here, we…
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…
Three methods of least squares are examined for fitting a line to points in the plane. Two well known methods are to minimize sums of squares of vertical or horizontal distances to the line. Less known is to minimize sums of squares of…
Latest least squares regression (LSR) methods mainly try to learn slack regression targets to replace strict zero-one labels. However, the difference of intra-class targets can also be highlighted when enlarging the distance between…
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…
Linear regression with shuffled labels and with a noisy latent design matrix arises in many correspondence recovery problems. We propose a total least-squares approach to the problem of estimating the underlying true permutation and provide…
A novel matrix approximation problem is considered herein: observations based on a few fully sampled columns and quasi-polynomial structural side information are exploited. The framework is motivated by quantum chemistry problems wherein…
The shortest path problem is formulated as an $l_1$-regularized regression problem, known as lasso. Based on this formulation, a connection is established between Dijkstra's shortest path algorithm and the least angle regression (LARS) for…