相关论文: An Introduction to Total Least Squares

In this paper, we apply randomized algorithms to approximate the total least squares (TLS) solution of the problem $Ax\approx b$ in the large-scale discrete ill-posed problems. A regularization technique, based on the multiplicative…

Partial Least Square (PLS) is a dimension reduction method used to remove multicollinearities in a regression model. However contrary to Principal Components Analysis (PCA) the PLS components are also choosen to be optimal for predicting…

We introduce a novel semi-supervised version of the least squares classifier. This implicitly constrained least squares (ICLS) classifier minimizes the squared loss on the labeled data among the set of parameters implied by all possible…

High-dimensional data common in genomics, proteomics, and chemometrics often contains complicated correlation structures. Recently, partial least squares (PLS) and Sparse PLS methods have gained attention in these areas as dimension…

In our work, we consider the linear least squares problem for $m\times n$-systems of linear equations $Ax = b$, $m\geq n$, such that the matrix $A$ and right-hand side vector $b$ can vary within an interval $m\times n$-matrix and an…

We consider the solution of full column-rank least squares problems by means of normal equations that are preconditioned, symmetrically or non-symmetrically, with a randomized preconditioner. With an effective preconditioner, the solutions…

Relating a set of variables X to a response y is crucial in chemometrics. A quantitative prediction objective can be enriched by qualitative data interpretation, for instance by locating the most influential features. When high-dimensional…

We introduce the implicitly constrained least squares (ICLS) classifier, a novel semi-supervised version of the least squares classifier. This classifier minimizes the squared loss on the labeled data among the set of parameters implied by…

We have recently presented a method to solve an overdetermined linear system of equations with multiple right hand side vectors, where the unknown matrix is to be symmetric and positive definite. The coefficient and the right hand side…

In applications, a substantial number of problems can be formulated as non-linear least squares problems over smooth varieties. Unlike the usual least squares problem over a Euclidean space, the non-linear least squares problem over a…

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…

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…

Least squares linear regression is one of the oldest and widely used data analysis tools. Although the theoretical analysis of the ordinary least squares (OLS) estimator is as old, several fundamental questions are yet to be answered.…

We compute a \emph{sparse} solution to the classical least-squares problem $\min_x||A x -b||,$ where $A$ is an arbitrary matrix. We describe a novel algorithm for this sparse least-squares problem. The algorithm operates as follows: first,…

Rational approximation appears in many contexts throughout science and engineering, playing a central role in linear systems theory, special function approximation, and many others. There are many existing methods for solving the rational…

This paper investigates some theoretical properties of the Partial Least Square (PLS) method. We focus our attention on the single component case, that provides a useful framework to understand the underlying mechanism. We provide a…

Ordinary least squares (OLS) linear regression is one of the most basic statistical techniques for data analysis. In the main stream literature and the statistical education, the study of linear regression is typically restricted to the…

We study theoretical and computational aspects of the least squares fit (LSF) of circles and circular arcs. First we discuss the existence and uniqueness of LSF and various parametrization schemes. Then we evaluate several popular circle…

For solving a wide class of nonconvex and nonsmooth problems, we propose a proximal linearized iteratively reweighted least squares (PL-IRLS) algorithm. We first approximate the original problem by smoothing methods, and second write the…

The least trimmed squares (LTS) is a reasonable formulation of robust regression whereas it suffers from high computational cost due to the nonconvexity and nonsmoothness of its objective function. The most frequently used FAST-LTS…