Related papers: BSA - exact algorithm computing LTS estimate
This paper presents a novel stochastic gradient descent algorithm for constrained optimization. The proposed algorithm randomly samples constraints and components of the finite sum objective function and relies on a relaxed logarithmic…
This note uses the Total Least-Squares (TLS) line-fitting problem as a canvas to explore some modern optimization tools. The contribution is meant to be tutorial in nature. The TLS problem has a lot of mathematical similarities to important…
Traditional algorithms for stochastic optimization require projecting the solution at each iteration into a given domain to ensure its feasibility. When facing complex domains, such as positive semi-definite cones, the projection operation…
It has previously been shown that ordinary least squares can be used to estimate the coefficients of the single-index model under only mild conditions. However, the estimator is non-robust leading to poor estimates for some models. In this…
In this paper, we propose a new algorithm of iterative least squared (LS) channel estimation for 64 antennas Massive Multiple Input, Multiple Output (MIMO) turbo-receiver. The algorithm employs log-likelihood ratios (LLR) of low-density…
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…
This paper presents novel adaptive reduced-rank filtering algorithms based on joint iterative optimization of adaptive filters. The novel scheme consists of a joint iterative optimization of a bank of full-rank adaptive filters that…
We study the problem of estimating an unknown deterministic signal that is observed through an unknown deterministic data matrix under additive noise. In particular, we present a minimax optimization framework to the least squares problems,…
The efficiency of exact subset sum problem algorithms which compute individual subset sums is defined as $e=min(T/z, 1)$, where $z$ is the number of subset sums computed. $e$ is related to these algorithms' computational complexity. This…
Nonconvex penalty methods for sparse modeling in linear regression have been a topic of fervent interest in recent years. Herein, we study a family of nonconvex penalty functions that we call the trimmed Lasso and that offers exact control…
Subspace identification methods (SIMs) have proven very powerful for estimating linear state-space models. To overcome the deficiencies of classical SIMs, a significant number of algorithms has appeared over the last two decades, where most…
This paper studies the problem of distributed weighted least-squares (WLS) estimation for an interconnected linear measurement network with additive noise. Two types of measurements are considered: self measurements for individual nodes,…
We consider the thresholding bandit problem, whose goal is to find arms of mean rewards above a given threshold $\theta$, with a fixed budget of $T$ trials. We introduce LSA, a new, simple and anytime algorithm that aims to minimize the…
Invariable step size based least-mean-square error (ISS-LMS) was considered as a very simple adaptive filtering algorithm and hence it has been widely utilized in many applications, such as adaptive channel estimation. It is well known that…
The partial least squares procedure was originally developed to estimate the slope parameter in multivariate parametric models. More recently it has gained popularity in the functional data literature. There, the partial least squares…
Logarithmic Number Systems (LNS) hold considerable promise in helping reduce the number of bits needed to represent a high dynamic range of real-numbers with finite precision, and also efficiently support multiplication and division.…
A new maximum approximate likelihood (ML) estimation algorithm for the mixture of Kent distribution is proposed. The new algorithm is constructed via the BSLM (block successive lower-bound maximization) framework and incorporates manifold…
In the presence of confounders, the ordinary least squares (OLS) estimator is known to be biased. This problem can be remedied by using the two-stage least squares (TSLS) estimator, based on the availability of valid instrumental variables…
The least squares (LS) estimate is the archetypical solution of linear regression problems. The asymptotic Gaussianity of the scaled LS error is often used to construct approximate confidence ellipsoids around the LS estimate, however, for…
In this paper, a kernel least mean absolute third (KLMAT) algorithm is developed for adaptive prediction. Combining the benefits of the kernel method and the least mean absolute third (LMAT) algorithm, the proposed KLMAT algorithm performs…