Related papers: Sparse LMS via Online Linearized Bregman Iteration
Offline model selection (OMS), that is, choosing the best policy from a set of many policies given only logged data, is crucial for applying offline RL in real-world settings. One idea that has been extensively explored is to select…
Motivated by the observation that a given signal $\boldsymbol{x}$ admits sparse representations in multiple dictionaries $\boldsymbol{\Psi}_d$ but with varying levels of sparsity across dictionaries, we propose two new algorithms for the…
The main result of this paper is a new exact algorithm computing the estimate given by the Least Trimmed Squares (LTS). The algorithm works under very weak assumptions. To prove that, we study the respective objective function using basic…
In this paper, we consider a recursive estimation problem for linear regression where the signal to be estimated admits a sparse representation and measurement samples are only sequentially available. We propose a convergent parallel…
It is now well understood that (1) it is possible to reconstruct sparse signals exactly from what appear to be highly incomplete sets of linear measurements and (2) that this can be done by constrained L1 minimization. In this paper, we…
Automatic detection of faults in optical fibers is an active area of research that plays a significant role in the design of reliable and stable optical networks. A fiber measurement system that combines automated data acquisition and…
Currently, orthogonal time frequency space (OTFS) modulation has drawn much attention to reliable communications in high-mobility scenarios. This paper proposes a doubly-iterative sparsified minimum mean square error (DI-S-MMSE) turbo…
We establish area theorems for iterative detection over coded linear systems (including multiple-input multipleoutput (MIMO) channels, inter-symbol-interference (ISI) channels, and orthogonal frequency-division multiplexing (OFDM) systems).…
Accurate channel estimation in orthogonal time frequency space (OTFS) systems with massive multiple-input multiple-output (MIMO) configurations is challenging due to high-dimensional sparse representation (SR). Existing methods often face…
We introduce a probabilistic approach to the LMS filter. By means of an efficient approximation, this approach provides an adaptable step-size LMS algorithm together with a measure of uncertainty about the estimation. In addition, the…
We propose an algorithm to select parameter subset combinations that can be estimated using an ordinary least-squares (OLS) inverse problem formulation with a given data set. First, the algorithm selects the parameter combinations that…
We propose a new iteratively reweighted least squares (IRLS) algorithm for the recovery of a matrix $X \in \mathbb{C}^{d_1\times d_2}$ of rank $r \ll\min(d_1,d_2)$ from incomplete linear observations, solving a sequence of low complexity…
This paper presents novel adaptive space-time reduced-rank interference suppression least squares algorithms based on joint iterative optimization of parameter vectors. The proposed space-time reduced-rank scheme consists of a joint…
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…
The channel estimation is one of important techniques to ensure reliable broadband signal transmission. Broadband channels are often modeled as a sparse channel. Comparing with traditional dense-assumption based linear channel estimation…
This paper seeks to bridge the two major algorithmic approaches to sparse signal recovery from an incomplete set of linear measurements -- L_1-minimization methods and iterative methods (Matching Pursuits). We find a simple regularized…
Sparsity is one of the key concepts that allows the recovery of signals that are subsampled at a rate significantly lower than required by the Nyquist-Shannon sampling theorem. Our proposed framework uses arbitrary multiscale transforms,…
In this paper we propose a computationally efficient algorithm for on-line variable selection in multivariate regression problems involving high dimensional data streams. The algorithm recursively extracts all the latent factors of a…
Linear mixed models (LMMs), which incorporate fixed and random effects, are key tools for analyzing heterogeneous data, such as in personalized medicine. Nowadays, this type of data is increasingly wide, sometimes containing thousands of…
We propose a new algorithm for the problem of recovering data that adheres to multiple, heterogeneous low-dimensional structures from linear observations. Focusing on data matrices that are simultaneously row-sparse and low-rank, we propose…