Title
Linear Regression Without Correspondences Via Concave Minimization
Abstract
Linear regression without correspondences concerns the recovery of a signal in the linear regression setting, where the correspondences between the observations and the linear functionals are unknown. The associated maximum likelihood function is NP-hard to compute when the signal has dimension larger than one. To optimize this objective function we reformulate it as a concave minimization problem, which we solve via branch-and-bound. This is supported by a computable search space to branch, an effective lower bounding scheme via convex envelope minimization and a refined upper bound, all naturally arising from the concave minimization reformulation. The resulting algorithm outperforms state-of-the-art methods for fully shuffled data and remains tractable for up to 8-dimensional signals, an untouched regime in prior work.
Year
DOI
Venue
2020
10.1109/LSP.2020.3019693
IEEE SIGNAL PROCESSING LETTERS
Keywords
DocType
Volume
Minimization, Upper bound, Signal processing algorithms, Linear regression, Linear programming, Sensors, Estimation, Linear regression without correspondences, unlabeled sensing, homomorphic sensing, concave minimization, branch-and-bound, linear assignment problem
Journal
27
ISSN
Citations 
PageRank 
1070-9908
0
0.34
References 
Authors
0
2
Name
Order
Citations
PageRank
Liangzu Peng112.04
Manolis C. Tsakiris2509.79