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Linear-parametric optimization, where multiple objectives are combined into a single objective using linear combinations with parameters as coefficients, has numerous links to other fields in optimization and a wide range of application…

最优化与控制 · 数学 2025-01-22 Levin Nemesch , Stefan Ruzika , Clemens Thielen , Alina Wittmann

We consider the least-squares finite element method (lsfem) for systems of nonlinear ordinary differential equations and establish an optimal error estimate for this method when piecewise linear elements are used. The main assumptions are…

数值分析 · 数学 2021-10-01 Matthias Chung , Justin Krueger , Honghu Liu

Parameter estimation by nonlinear least squares minimization is a common problem with an elegant geometric interpretation: the possible parameter values of a model induce a manifold in the space of data predictions. The minimization problem…

统计力学 · 物理学 2013-05-29 Mark K. Transtrum , Benjamin B. Machta , James P. Sethna

We propose a novel randomized framework for the estimation problem of large-scale linear statistical models, namely Sequential Least-Squares Estimators with Fast Randomized Sketching (SLSE-FRS), which integrates Sketch-and-Solve and…

机器学习 · 统计学 2025-09-09 Guan-Yu Chen , Xi Yang

Ordinary least squares (OLS) is the default method for fitting linear models, but is not applicable for problems with dimensionality larger than the sample size. For these problems, we advocate the use of a generalized version of OLS…

统计方法学 · 统计学 2016-06-17 Xiangyu Wang , David Dunson , Chenlei Leng

Let $S(A)$ denote the orbit of a complex or real matrix $A$ under a certain equivalence relation such as unitary similarity, unitary equivalence, unitary congruences etc. Efficient gradient-flow algorithms are constructed to determine the…

数值分析 · 数学 2013-01-07 C. K. Li , Y. T. Poon , T. Schulte-Herbrueggen

This note uses the Total Least-Squares (TLS) line-fitting problem as a canvas to explore some modern optimization tools. The contribution is meant to be tutorial in nature. The TLS problem has a lot of mathematical similarities to important…

机器人学 · 计算机科学 2022-06-13 Timothy D Barfoot , Connor Holmes , Frederike Dumbgen

We present an algorithm to compute best least-squares approximations of discrete real-valued functions by first-degree splines (broken lines) with free knots. We demonstrate that the algorithm delivers after a finite number of steps a…

数值分析 · 数学 2017-04-20 Ludwig J. Cromme , Jens Kunath , Andreas Krebs

A numerical method optimizing the coefficients of the semi empirical mass formula or those of similar mass formulas is presented. The optimization is based on the least-squares adjustments method and leads to the resolution of a linear…

核理论 · 物理学 2022-02-02 Benyoucef Mohammed-Azizi , Hadj Mouloudj

We study randomized sketching methods for approximately solving least-squares problem with a general convex constraint. The quality of a least-squares approximation can be assessed in different ways: either in terms of the value of the…

最优化与控制 · 数学 2014-11-04 Mert Pilanci , Martin J. Wainwright

In this paper, we present perturbation analysis and randomized algorithms for the total least squares (TLS) problems. We derive the perturbation bound and check its sharpness by numerical experiments. Motivated by the recently popular…

数值分析 · 数学 2014-11-12 Pengpeng Xie , Yimin Wei , Hua Xiang

Non-linear least squares solvers are used across a broad range of offline and real-time model fitting problems. Most improvements of the basic Gauss-Newton algorithm tackle convergence guarantees or leverage the sparsity of the underlying…

计算机视觉与模式识别 · 计算机科学 2020-10-22 Huu Le , Christopher Zach , Edward Rosten , Oliver J. Woodford

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.…

统计理论 · 数学 2018-10-16 Michael Krikheli , Amir Leshem

Classical shadows (CS) offer a resource-efficient means to estimate quantum observables, circumventing the need for exhaustive state tomography. Here, we clarify and explore the connection between CS techniques and least squares (LS) and…

量子物理 · 物理学 2024-12-11 Zhihui Zhu , Joseph M. Lukens , Brian T. Kirby

The least-mean-squares (LMS) algorithm is the most popular algorithm in adaptive filtering. Several variable step-size strategies have been suggested to improve the performance of the LMS algorithm. These strategies enhance the performance…

数据结构与算法 · 计算机科学 2017-03-22 Muhammad Omer Bin Saeed

The approximation of tensors has important applications in various disciplines, but it remains an extremely challenging task. It is well known that tensors of higher order can fail to have best low-rank approximations, but with an important…

数值分析 · 数学 2015-03-19 Mike Espig , Aram Khachatryan

People employ the function-on-function regression to model the relationship between two random curves. Fitting this model, widely used strategies include algorithms falling into the framework of functional partial least squares (typically…

统计方法学 · 统计学 2021-02-12 Zhiyang Zhou

We consider the problem of efficiently solving large-scale linear least squares problems that have one or more linear constraints that must be satisfied exactly. Whilst some classical approaches are theoretically well founded, they can face…

数值分析 · 数学 2021-12-24 Jennifer Scott , Miroslav Tuma

The optimal one-sided parametric polynomial approximants of a circular arc are considered. More precisely, the approximant must be entirely in or out of the underlying circle of an arc. The natural restriction to an arc's approximants…

数值分析 · 数学 2025-09-03 Ada Šadl Praprotnik , Aleš Vavpetič , Emil Žagar

Total least squares (TLS) methods have been widely used in data fitting. Compared with the least squares method, for TLS problem we takes into account not only the observation errors, but also the errors in the measurement matrix. This is…

数值分析 · 数学 2022-05-03 Qian Zuo , Yimin Wei , Hua Xiang