Related papers: On the Mean-Square Performance of the Constrained …
Sparse linear regression, which entails finding a sparse solution to an underdetermined system of linear equations, can formally be expressed as an $l_0$-constrained least-squares problem. The Orthogonal Least-Squares (OLS) algorithm…
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 paper investigates the optimality analysis of the recursive least-squares (RLS) algorithm for autoregressive systems with exogenous inputs (ARX systems). A key challenge in analyzing is managing the potential unboundedness of the…
We introduce a novel semi-supervised version of the least squares classifier. This implicitly constrained least squares (ICLS) classifier minimizes the squared loss on the labeled data among the set of parameters implied by all possible…
We develop a privacy-preserving distributed projection least mean squares (LMS) strategy over linear multitask networks, where agents' local parameters of interest or tasks are linearly related. Each agent is interested in not only…
Nowadays, Non-Linear Least-Squares embodies the foundation of many Robotics and Computer Vision systems. The research community deeply investigated this topic in the last years, and this resulted in the development of several open-source…
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…
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…
Extremum seeking (ES) optimization approach has been very popular due to its non-model based analysis and implementation. This approach has been mostly used with gradient based search algorithms. Since least squares (LS) algorithms are…
A new reweighted l1-norm penalized least mean square (LMS) algorithm for sparse channel estimation is proposed and studied in this paper. Since standard LMS algorithm does not take into account the sparsity information about the channel…
The deluge of networked data motivates the development of algorithms for computation- and communication-efficient information processing. In this context, three data-adaptive censoring strategies are introduced to considerably reduce the…
Instead of minimizing the sum of all $n$ squared residuals as the classical least squares (LS) does, Rousseeuw (1984) proposed to minimize the sum of $h$ ($n/2 \leq h < n$) smallest squared residuals, the resulting estimator is called least…
We introduce a new analysis of an adaptive mixture method that combines outputs of two constituent filters running in parallel to model an unknown desired signal. This adaptive mixture is shown to achieve the mean square error (MSE)…
The data-compatibility approach to constrained optimization, proposed here, strives to a point that is "close enough" to the solution set and whose target function value is "close enough" to the constrained minimum value. These notions can…
The least mean squares (LMS) filter is often derived via the Wiener filter solution. For a system identification scenario, such a derivation makes it hard to incorporate prior information on the system's impulse response. We present an…
Recursive least squares (RLS) is derived as the recursive minimizer of the least-squares cost function. Moreover, it is well known that RLS is a special case of the Kalman filter. This work presents the Kalman filter least squares (KFLS)…
We propose a multi-hop diffusion strategy for a sensor network to perform distributed least mean-squares (LMS) estimation under local and network-wide energy constraints. At each iteration of the strategy, each node can combine intermediate…
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…
Partial diffusion scheme is an effective method for reducing computational load and power consumption in adaptive network implementation. The Information is exchanged among the nodes, usually over noisy links. In this paper, we consider a…
We give the first polynomial-time algorithm for performing linear or polynomial regression resilient to adversarial corruptions in both examples and labels. Given a sufficiently large (polynomial-size) training set drawn i.i.d. from…