Structured Least Squares Problems and Robust Estimators

@article{Pilanci2010StructuredLS,
  title={Structured Least Squares Problems and Robust Estimators},
  author={Mert Pilanci and Orhan Arikan and Mustafa Ç. Pinar},
  journal={IEEE Transactions on Signal Processing},
  year={2010},
  volume={58},
  pages={2453-2465}
}
A novel approach is proposed to provide robust and accurate estimates for linear regression problems when both the measurement vector and the coefficient matrix are structured and subject to errors or uncertainty. A new analytic formulation is developed in terms of the gradient flow of the residual norm to analyze and provide estimates to the regression. The presented analysis enables us to establish theoretical performance guarantees to compare with existing methods and also offers a criterion… CONTINUE READING
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