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Scalable approximation of the transformation-free linear simplicial-simplicial regression via constrained iterative reweighted least squares

Published: November 17, 2025 | arXiv ID: 2511.13296v4

By: Michail Tsagris, Omar Alzeley

Potential Business Impact:

Makes math models work faster for certain data.

Business Areas:
Simulation Software

Simplicia-simplicial regression concerns statistical modeling scenarios in which both the predictors and the responses are vectors constrained to lie on the simplex. \cite{fiksel2022} introduced a transformation-free linear regression framework for this setting, wherein the regression coefficients are estimated by minimizing the Kullback-Leibler divergence between the observed and fitted compositions, using an expectation-maximization (EM) algorithm for optimization. In this work, we reformulate the problem as a constrained logistic regression model, in line with the methodological perspective of \cite{tsagris2025}, and we obtain parameter estimates via constrained iteratively reweighted least squares. Simulation results indicate that the proposed procedure substantially improves computational efficiency-yielding speed gains ranging from $6\times--326\times$-while providing estimates that closely approximate those obtained from the EM-based approach.

Country of Origin
πŸ‡¬πŸ‡· πŸ‡ΈπŸ‡¦ Saudi Arabia, Greece

Page Count
16 pages

Category
Statistics:
Methodology