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Factors models are routinely used to analyze high-dimensional data in both single-study and multi-study settings. Bayesian inference for such models relies on Markov Chain Monte Carlo (MCMC) methods which scale poorly as the number of…
This report describes a new regularization approach based on segmentation of the forgetting profile in sliding window least squares estimation. Each segment is designed to enforce specific desirable properties of the estimator such as…
This paper introduces a closed-form least-squares (LS) design approach for fast-convolution (FC) based variable-bandwidth (VBW) finite-impulse-response (FIR) filters. The proposed LS design utilizes frequency sampling and the VBW filter…
Random features (RFs) are a popular technique to scale up kernel methods in machine learning, replacing exact kernel evaluations with stochastic Monte Carlo estimates. They underpin models as diverse as efficient transformers (by…
The recursive least-squares (RLS) algorithm is one of the most well-known algorithms used in adaptive filtering, system identification and adaptive control. Its popularity is mainly due to its fast convergence speed, which is considered to…
The least-mean-squares (LMS) algorithm is the most popular algorithm in adaptive filtering. Several variable step-size strategies have been suggested to improve the performance of the LMS algorithm. These strategies enhance the performance…
This paper extends recursive least squares (RLS) to include time-varying regularization. This extension provides flexibility for updating the least squares regularization term in real time. Existing results with constant regularization…
Least-squares frequency switching (LSFS) is a new method to reconstruct signal and gain function (known as bandpass or baseline) from spectral line observations using the frequency switching method. LSFS utilizes not only two but a set of…
We propose LESS-VFL, a communication-efficient feature selection method for distributed systems with vertically partitioned data. We consider a system of a server and several parties with local datasets that share a sample ID space but have…
A reduced-rank framework with set-membership filtering (SMF) techniques is presented for adaptive beamforming problems encountered in radar systems. We develop and analyze stochastic gradient (SG) and recursive least squares (RLS)-type…
This paper presents subspace of information forgetting recursive least squares (SIFt-RLS), a directional forgetting algorithm which, at each step, forgets only in row space of the regressor matrix, or the \textit{information subspace}. As a…
Data-protection regulations such as the GDPR grant every participant in a federated system a right to be forgotten. Federated unlearning has therefore emerged as a research frontier, aiming to remove a specific party's contribution from the…
This paper presents a new adaptive algorithm for the linearly constrained minimum variance (LCMV) beamformer design. We incorporate the set-membership filtering (SMF) mechanism into the reduced-rank joint iterative optimization (JIO) scheme…
In this note a new high performance least squares parameter estimator is proposed. The main features of the estimator are: (i) global exponential convergence is guaranteed for all identifiable linear regression equations; (ii) it…
We propose a Bayesian neural network-based continual learning algorithm using Variational Inference, aiming to overcome several drawbacks of existing methods. Specifically, in continual learning scenarios, storing network parameters at each…
The numerical flow iteration method has recently been proposed as a memory-slim solution method for the Vlasov--Poisson system. It stores the temporal evolution of the electric field and reconstructs the solution in each time step by…
We propose rectified factor networks (RFNs) to efficiently construct very sparse, non-linear, high-dimensional representations of the input. RFN models identify rare and small events in the input, have a low interference between code units,…
This paper presents reduced-rank linearly constrained minimum variance (LCMV) beamforming algorithms based on joint iterative optimization of filters. The proposed reduced-rank scheme is based on a constrained joint iterative optimization…
Frequency offsets-compensated least mean squares (FO-LMS) algorithm is a generic method for estimating a wireless channel under carrier and sampling frequency offsets when the transmitted signal is beforehand known to the receiver. The…
With the rapid development of radar jamming systems, especially digital radio frequency memory (DRFM), the electromagnetic environment has become increasingly complex. In recent years, most existing studies have focused solely on either…