相关论文: A new interpretation of the weighted pseudoinverse…

We present preconditioned stochastic gradient descent (SGD) algorithms for the $\ell_1$ minimization problem $\min_{x}\|A x - b\|_1$ in the overdetermined case, where there are far more constraints than variables. Specifically, we have $A…

In this paper, we investigate seemingly unrelated regression (SUR) models that allow the number of equations (N) to be large, and to be comparable to the number of the observations in each equation (T). It is well known in the literature…

Many attempts took place to improve the adaptive filters that can also be useful to improve backpropagation (BP). Normalized least mean squares (NLMS) is one of the most successful algorithms derived from Least mean squares (LMS). However,…

We investigate the weighted Group Lasso formulation for the static inverse electroencephalography (EEG) problem, aiming at reconstructing the unknown underlying neuronal sources from voltage measurements on the scalp. By modelling the three…

We present a hp-inverse model to estimate a smooth, non-negative source function from a limited number of observations for a two-dimensional linear source inversion problem. A standard least-square inverse model is formulated by using a set…

LSMR is a widely recognized method for solving least squares problems via the double QR decomposition. Various preconditioning techniques have been explored to improve its efficiency. One issue that arises when implementing these…

Least-mean squares (LMS) solvers such as Linear / Ridge / Lasso-Regression, SVD and Elastic-Net not only solve fundamental machine learning problems, but are also the building blocks in a variety of other methods, such as decision trees and…

Shuffled linear regression (SLR) seeks to estimate latent features through a linear transformation, complicated by unknown permutations in the measurement dimensions. This problem extends traditional least-squares (LS) and Least Absolute…

Solving the global method of Weighted Least Squares (WLS) model in image filtering is both time- and memory-consuming. In this paper, we present an alternative approximation in a time- and memory- efficient manner which is denoted as…

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…

The discretization of least-squares problems for linear ill-posed operator equations in Hilbert spaces is considered. The main subject of this article concerns conditions for convergence of the associated discretized minimum-norm…

For an overdetermined system $\mathsf{A}\mathsf{x} \approx \mathsf{b}$ with $\mathsf{A}$ and $\mathsf{b}$ given, the least-square (LS) formulation $\min_x \, \|\mathsf{A}\mathsf{x}-\mathsf{b}\|_2$ is often used to find an acceptable…

The gradient descent (GD) method has been used widely to solve parameter estimation in generalized linear models (GLMs), a generalization of linear models when the link function can be non-linear. In GLMs with a polynomial link function, it…

A new generalized matrix inverse is derived which is consistent with respect to arbitrary nonsingular diagonal transformations, e.g., it preserves units associated with variables under state space transformations, thus providing a general…

In this paper, we develop a new Randomized Global Generalized Minimum Residual (RGlGMRES) algorithm for efficiently computing solutions to large scale linear systems with multiple right hand sides.The proposed method builds on a recently…

We present several algorithms aimed at constructing sparse and structured sparse (row-sparse) generalized inverses, with application to the efficient computation of least-squares solutions, for inconsistent systems of linear equations, in…

Sparse linear regression, which entails finding a sparse solution to an underdetermined system of linear equations, can formally be expressed as an $l_0$-constrained least-squares problem. The Orthogonal Least-Squares (OLS) algorithm…

We introduce fast algorithms for solving $\ell_{p}$ regression problems using the iteratively reweighted least squares (IRLS) method. Our approach achieves state-of-the-art iteration complexity, outperforming the IRLS algorithm by…

In this paper, based on the theory of adjoint operators and dual norms, we define condition numbers for a linear solution function of the weighted linear least squares problem. The explicit expressions of the normwise and componentwise…

We consider the numerical solution of parameterized linear systems where the system matrix, the solution, and the right-hand side are parameterized by a set of uncertain input parameters. We explore spectral methods in which the solutions…