相关论文: Monotonic Properties of the Least Squares Mean
In this paper we formulate and solve a robust least squares problem for a system of linear equations subject to quantization error in the data matrix. Ordinary least squares fails to consider uncertainty in the operator, modeling all noise…
We present an explicit averaging formula in lowest order. Besides an arbitrary smearing function it contains two integrals of this function. This is necessary in order to achieve covariance. There is no need to solve any equations. In three…
In this paper we presents new deterministic approximations to the least square mean, also called geometric mean or barycenter of a finite collection of positive definite matrices. Let A1, A2, ..., Am be any elements of Md(C)+, where the set…
In this note a new high performance least squares parameter estimator is proposed. The main features of the estimator are: (i) global exponential convergence is guaranteed for all identifiable linear regression equations; (ii) it…
The concept of Loewner (partial) order for general complex matrices is introduced. After giving the definition of arithmetic, geometric, and harmonic mean for accretive-dissipative matrices, we study their basic properties. An AM-GM-HM…
Least squares is by far the simplest and most commonly applied computational method in many fields. In almost all applications, the least squares objective is rarely the true objective. We account for this discrepancy by parametrizing the…
The main focus of this paper is to study multi-valued linear monotone operators in the contexts of locally convex spaces via the use of their Fitzpatrick and Penot functions. Notions such as maximal monotonicity, uniqueness,…
We prove new monotonicity properties for joint and generalized spectral radius and their essential versions of weighted geometric symmetrizations of bounded sets of positive kernel operators on $L^2$. To our knowledge, several proved…
Linear Least Squares is a very well known technique for parameter estimation, which is used even when sub-optimal, because of its very low computational requirements and the fact that exact knowledge of the noise statistics is not required.…
In this paper we will consider the estimation of a monotone regression (or density) function in a fixed point by the least squares (Grenander) estimator. We will show that this estimator is fully adaptive, in the sense that the attained…
Nonnegative (linear) least square problems are a fundamental class of problems that is well-studied in statistical learning and for which solvers have been implemented in many of the standard programming languages used within the machine…
We characterize real functions $f$ on an interval $(-\alpha,\alpha)$ for which the entrywise matrix function $[a_{ij}] \mapsto [f(a_{ij})]$ is positive, monotone and convex, respectively, in the positive semidefiniteness order. Fractional…
In this note we take a new look at the local convergence of alternating optimization methods for low-rank matrices and tensors. Our abstract interpretation as sequential optimization on moving subspaces yields insightful reformulations of…
In this paper we examine two basic topological properties of partial metric spaces, namely compactness and completeness. Our main result claims that in these spaces compactness is equivalent to sequential compactness. We also show that…
The condition number of a linear function of the indefinite least squares solution is called the partial condition number for the indefinite least squares problem. In this paper, based on a new and very general condition number which can be…
We derive monotone properties of positive harmonic functions on three dimensional manifolds with nonnegative scalar curvature, with an asymptotically flat end. Rigidity characterization of spatial Schwarzschild manifolds with two ends is…
Physicists believe, with some justification, that there should be a correspondence between familiar properties of Newtonian gravity and properties of solutions of the Einstein equations. The Positive Mass Theorem (PMT), first proved over…
Nonlinear matrix equations arise in many practical contexts related to control theory, dynamical programming and finite element methods for solving some partial differential equations. In most of these applications, it is needed to compute…
This paper is concerned with the least squares estimator for a basic class of nonlinear autoregressive models, whose outputs are not necessarily to be ergodic. Several asymptotic properties of the least squares estimator have been…
We prove a conjecture of Cuttler et al.~[2011] [A. Cuttler, C. Greene, and M. Skandera; \emph{Inequalities for symmetric means}. European J. Combinatorics, 32(2011), 745--761] on the monotonicity of \emph{normalized Schur functions} under…