Related papers: SPARLS: A Low Complexity Recursive $\mathcal{L}_1$…
In longitudinal study, it is common that response and covariate are not measured at the same time, which complicates the analysis to a large extent. In this paper, we take into account the estimation of generalized varying coefficient model…
We investigate implicit regularization schemes for gradient descent methods applied to unpenalized least squares regression to solve the problem of reconstructing a sparse signal from an underdetermined system of linear measurements under…
We propose a novel algorithm for greedy forward feature selection for regularized least-squares (RLS) regression and classification, also known as the least-squares support vector machine or ridge regression. The algorithm, which we call…
We propose two sparsity-aware normalized subband adaptive filter (NSAF) algorithms by using the gradient descent method to minimize a combination of the original NSAF cost function and the l1-norm penalty function on the filter…
The ratio of L1 and L2 norms (L1/L2), serving as a sparse promoting function, receives considerable attentions recently due to its effectiveness for sparse signal recovery. In this paper, we propose an L1/L2 based penalty model for…
We present a sparse analogue to stochastic gradient descent that is guaranteed to perform well under similar conditions to the lasso. In the linear regression setup with irrepresentable noise features, our algorithm recovers the support set…
Most detection algorithms in spatial modulation (SM) are formulated as linear regression via the regularized least-squares (RLS) method. In this method, the transmit signal is estimated by minimizing the residual sum of squares penalized…
In this paper, we consider a general cooperative wireless sensor network (WSN) with multiple hops and the problem of channel estimation. Two matrix-based set-membership algorithms are developed for the estimation of the complex matrix…
Sparse signals can be recovered from a reduced set of samples by using compressive sensing algorithms. In common methods the signal is recovered in the sparse domain. A method for the reconstruction of sparse signal which reconstructs the…
In many application areas we are faced with the following question: Can we recover a sparse vector $x_o \in \mathbb{R}^N$ from its undersampled set of noisy observations $y \in \mathbb{R}^n$, $y=A x_o+w$. The last decade has witnessed a…
Deepening and widening convolutional neural networks (CNNs) significantly increases the number of trainable weight parameters by adding more convolutional layers and feature maps per layer, respectively. By imposing inter- and intra-group…
Functions of interest are often smooth and sparse in some sense, and both priors should be taken into account when interpolating sampled data. Classical linear interpolation methods are effective under strong regularity assumptions, but…
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…
Sparse intersymbol-interference (ISI) channels are encountered in a variety of high-data-rate communication systems. Such channels have a large channel memory length, but only a small number of significant channel coefficients. In this…
We study the problem of recovering the underlining sparse signals from clean or noisy phaseless measurements. Due to the sparse prior of signals, we adopt an L0regularized variational model to ensure only a small number of nonzero elements…
Given any domain $X\subseteq \mathbb{R}^d$ and a probability measure $\rho$ on $X$, we study the problem of approximating in $L^2(X,\rho)$ a given function $u:X\to\mathbb{R}$, using its noiseless pointwise evaluations at random samples. For…
We analyze the performance of a linear-equality-constrained least-squares (CLS) algorithm and its relaxed version, called rCLS, that is obtained via the method of weighting. The rCLS algorithm solves an unconstrained least-squares problem…
This work develops a robust diffusion recursive least squares algorithm to mitigate the performance degradation often experienced in networks of agents in the presence of impulsive noise. This algorithm minimizes an exponentially weighted…
An interference-normalised least mean square (INLMS) algorithm for robust adaptive filtering is proposed. The INLMS algorithm extends the gradient-adaptive learning rate approach to the case where the signals are non-stationary. In…
The autocovariance least squares (ALS) method is a computationally efficient approach for estimating noise covariances in Kalman filters without requiring specific noise models. However, conventional ALS and its variants rely on the classic…