Related papers: An Improved Variable Step-size Zero-point Attracti…

We propose a compressed sensing algorithm termed variance state propagation (VSP) for block-sparse signals, i.e., sparse signals that have nonzero coefficients occurring in clusters. The VSP algorithm is developed under the Bayesian…

In this paper, we propose an adaptive framework for the variable step size of the fractional least mean square (FLMS) algorithm. The proposed algorithm named the robust variable step size-FLMS (RVSS-FLMS), dynamically updates the step size…

Variational approximations to Gaussian processes (GPs) typically use a small set of inducing points to form a low-rank approximation to the covariance matrix. In this work, we instead exploit a sparse approximation of the precision matrix.…

In this paper, we develop a parameterized proximal point algorithm (P-PPA) for solving a class of separable convex programming problems subject to linear and convex constraints. The proposed algorithm is provable to be globally convergent…

In this paper we revisit the well-known constrained projection approximation subspace tracking algorithm (CPAST) and derive, for the first time, non-asymptotic error bounds. Furthermore, we introduce a novel sparse modification of CPAST…

We introduce a new algorithm, called adaptive sparse backfitting algorithm, for solving high dimensional Sparse Additive Model (SpAM) utilizing symmetric, non-negative definite smoothers. Unlike the previous sparse backfitting algorithm,…

Based on the methodological similarity between sparse signal reconstruction and system identification, a new approach for sparse signal reconstruction in compressive sensing (CS) is proposed in this paper. This approach employs a stochastic…

As robotic systems increasingly encounter complex and unconstrained real-world scenarios, there is a demand to recognize diverse objects. The state-of-the-art 6D object pose estimation methods rely on object-specific training and therefore…

We consider convex optimization problems with a possibly nonsmooth objective function in the form of a mathematical expectation. The proposed framework (AN-SPS) employs Sample Average Approximations (SAA) to approximate the objective…

This paper investigates zeroth-order (ZO) finite-sum composite optimization. Recently, variance reduction techniques have been applied to ZO methods to mitigate the non-vanishing variance of 2-point estimators in constrained/composite…

Monte Carlo (MC) methods have become very popular in signal processing during the past decades. The adaptive rejection sampling (ARS) algorithms are well-known MC technique which draw efficiently independent samples from univariate target…

Given a $K$-vertex simplex in a $d$-dimensional space, suppose we measure $n$ points on the simplex with noise (hence, some of the observed points fall outside the simplex). Vertex hunting is the problem of estimating the $K$ vertices of…

We develop an implementable stochastic proximal point (SPP) method for a class of weakly convex, composite optimization problems. The proposed stochastic proximal point algorithm incorporates a variance reduction mechanism and the resulting…

We present a novel sparsity-based space-time adaptive processing (STAP) technique based on the alternating direction method to overcome the severe performance degradation caused by array gain/phase (GP) errors. The proposed algorithm…

We consider constrained optimization problems with a nonsmooth objective function in the form of mathematical expectation. The Sample Average Approximation (SAA) is used to estimate the objective function and variable sample size strategy…

This paper describes a novel technique for promoting sparsity in the modified filtered-x algorithms required for active noise control. The proposed algorithms are based on recent techniques incorporating approximations to the \ell_0-norm in…

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…

We propose a new subgradient method for the minimization of nonsmooth convex functions over a convex set. To speed up computations we use adaptive approximate projections only requiring to move within a certain distance of the exact…

We propose a novel sparse sliced inverse regression method based on random projections in a large $p$ small $n$ setting. Embedded in a generalized eigenvalue framework, the proposed approach finally reduces to parallel execution of…

Static and moving objects often occur in real-life videos. Most video object segmentation methods only focus on extracting and exploiting motion cues to perceive moving objects. Once faced with the frames of static objects, the moving…