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Efficient iterative solutions to complex-valued nonlinear least-squares problems with mixed linear and antilinear operators.

ABSTRACT: We consider a setting in which it is desired to find an optimal complex vector x ∈ C ^N that satisfies A (x) ≈ b in a least-squares sense, where b ∈ C ^M is a data vector (possibly noise-corrupted), and A (·) : C ^N → C ^M is a measurement operator. If A (·) were linear, this reduces to the classical linear least-squares problem, which has a well-known analytic solution as well as powerful iterative solution algorithms. However, instead of linear least-squares, this work considers the more complicated scenario where A (·) is nonlinear, but can be represented as the summation and/or composition of some operators that are linear and some operators that are antilinear. Some common nonlinear operations that have this structure include complex conjugation or taking the real-part or imaginary-part of a complex vector. Previous literature has shown that this kind of mixed linear/antilinear least-squares problem can be mapped into a linear least-squares problem by considering x as a vector in R ^2N instead of C ^N . While this approach is valid, the replacement of the original complex-valued optimization problem with a real-valued optimization problem can be complicated to implement, and can also be associated with increased computational complexity. In this work, we describe theory and computational methods that enable mixed linear/antilinear least-squares problems to be solved iteratively using standard linear least-squares tools, while retaining all of the complex-valued structure of the original inverse problem. An illustration is providedtodemonstratethatthisapproachcansimplifytheimplementationandreduce the computational complexity of iterative solution algorithms.

SUBMITTER: Kim TH

PROVIDER: S-EPMC9159680 | biostudies-literature | 2022 Jun

REPOSITORIES: biostudies-literature

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Efficient iterative solutions to complex-valued nonlinear least-squares problems with mixed linear and antilinear operators.

Kim Tae Hyung TH Haldar Justin P JP

Optimization and engineering 20210313 2

We consider a setting in which it is desired to find an optimal complex vector x ∈ C N that satisfies A (x) ≈ b in a least-squares sense, where b ∈ C M is a data vector (possibly noise-corrupted), and A (·) : C N → C M is a measurement operator. If A (·) were linear, this reduces to the classical linear least-squares problem, which has a well-known analytic solution as well as powerful iter ...[more]

PMID: 35656362

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Project description:In this manuscript, we study scalar-on-distribution regression; that is, instances where subject-specific distributions or densities are the covariates, related to a scalar outcome via a regression model. In practice, only repeated measures are observed from those covariate distributions and common approaches first use these to estimate subject-specific density functions, which are then used as covariates in standard scalar-on-function regression. We propose a simple and direct method for linear scalar-on-distribution regression that circumvents the intermediate step of estimating subject-specific covariate densities. We show that one can directly use the observed repeated measures as covariates and endow the regression function with a Gaussian process prior to obtain a closed form or conjugate Bayesian inference. Our method subsumes the standard Bayesian non-parametric regression using Gaussian processes as a special case, corresponding to covariates being Dirac-distributions. The model is also invariant to any transformation or ordering of the repeated measures. Theoretically, we show that, despite only using the observed repeated measures from the true density-valued covariates that generated the data, the method can achieve an optimal estimation error bound of the regression function. The theory extends beyond i.i.d. settings to accommodate certain forms of within-subject dependence among the repeated measures. To our knowledge, this is the first theoretical study on Bayesian regression using distribution-valued covariates. We propose numerous extensions including a scalable implementation using low-rank Gaussian processes and a generalization to non-linear scalar-on-distribution regression. Through simulation studies, we demonstrate that our method performs substantially better than approaches that require an intermediate density estimation step especially with a small number of repeated measures per subject. We apply our method to study association of age with activity counts.

Project description:BackgroundDeterministic dynamic models of complex biological systems contain a large number of parameters and state variables, related through nonlinear differential equations with various types of feedback. A metamodel of such a dynamic model is a statistical approximation model that maps variation in parameters and initial conditions (inputs) to variation in features of the trajectories of the state variables (outputs) throughout the entire biologically relevant input space. A sufficiently accurate mapping can be exploited both instrumentally and epistemically. Multivariate regression methodology is a commonly used approach for emulating dynamic models. However, when the input-output relations are highly nonlinear or non-monotone, a standard linear regression approach is prone to give suboptimal results. We therefore hypothesised that a more accurate mapping can be obtained by locally linear or locally polynomial regression. We present here a new method for local regression modelling, Hierarchical Cluster-based PLS regression (HC-PLSR), where fuzzy C-means clustering is used to separate the data set into parts according to the structure of the response surface. We compare the metamodelling performance of HC-PLSR with polynomial partial least squares regression (PLSR) and ordinary least squares (OLS) regression on various systems: six different gene regulatory network models with various types of feedback, a deterministic mathematical model of the mammalian circadian clock and a model of the mouse ventricular myocyte function.ResultsOur results indicate that multivariate regression is well suited for emulating dynamic models in systems biology. The hierarchical approach turned out to be superior to both polynomial PLSR and OLS regression in all three test cases. The advantage, in terms of explained variance and prediction accuracy, was largest in systems with highly nonlinear functional relationships and in systems with positive feedback loops.ConclusionsHC-PLSR is a promising approach for metamodelling in systems biology, especially for highly nonlinear or non-monotone parameter to phenotype maps. The algorithm can be flexibly adjusted to suit the complexity of the dynamic model behaviour, inviting automation in the metamodelling of complex systems.

Dataset Information

Efficient iterative solutions to complex-valued nonlinear least-squares problems with mixed linear and antilinear operators.

Publications

Efficient iterative solutions to complex-valued nonlinear least-squares problems with mixed linear and antilinear operators.

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