Related papers: A Novel Variable Step Size NLMS Algorithm Based on…

We address the weak numerical solution of stochastic differential equations driven by independent Brownian motions (SDEs for short). This paper develops a new methodology to design adaptive strategies for determining automatically the…

Many attempts took place to improve the adaptive filters that can also be useful to improve backpropagation (BP). Normalized least mean squares (NLMS) is one of the most successful algorithms derived from Least mean squares (LMS). However,…

In this paper, we propose a novel variable-separation (NVS) method for generic multivariate functions. The idea of NVS is extended to to obtain the solution in tensor product structure for stochastic partial differential equations (SPDEs).…

Classical theory for quasi-Newton schemes has focused on smooth deterministic unconstrained optimization while recent forays into stochastic convex optimization have largely resided in smooth, unconstrained, and strongly convex regimes.…

Accurate camera pose estimation result is essential for visual SLAM (VSLAM). This paper presents a novel pose correction method to improve the accuracy of the VSLAM system. Firstly, the relationship between the camera pose estimation error…

In this paper, we proposed a new technique, {\em variance controlled stochastic gradient} (VCSG), to improve the performance of the stochastic variance reduced gradient (SVRG) algorithm. To avoid over-reducing the variance of gradient by…

Channel state information (CSI) is very crucial for any wireless communication systems. Typically, CSI can be characterized at the receiver side using channel impulse response (CIR). Many observations have shown that the CIR of broadband…

In real-time applications the characteristics and properties of a signal vary inconsistently. So, to maintain the integrity of such signals there is a need for effective adaptive filters. The conventional Least Mean Squared(LMS) algorithm…

In variable or graph selection problems, finding a right-sized model or controlling the number of false positives is notoriously difficult. Recently, a meta-algorithm called Stability Selection was proposed that can provide reliable…

In this paper, the sparse sensor placement problem for least-squares estimation is considered, and the previous novel approach of the sparse sensor selection algorithm is extended. The maximization of the determinant of the matrix which…

An algorithm framework is proposed for minimizing nonsmooth functions. The framework is variable-metric in that, in each iteration, a step is computed using a symmetric positive definite matrix whose value is updated as in a quasi-Newton…

Stochastic gradient descent is a canonical tool for addressing stochastic optimization problems, and forms the bedrock of modern machine learning and statistics. In this work, we seek to balance the fact that attenuating step-size is…

In this paper, we propose a data-driven energy storage system (ESS)-based method to enhance the online small-signal stability monitoring of power networks with high penetration of intermittent wind power. To accurately estimate inter-area…

We introduce a novel dynamic learning-rate scheduling scheme grounded in theory with the goal of simplifying the manual and time-consuming tuning of schedules in practice. Our approach is based on estimating the locally-optimal stepsize,…

The sequential minimal optimization (SMO) algorithm and variants thereof are the de facto standard method for solving large quadratic programs for support vector machine (SVM) training. In this paper we propose a simple yet powerful…

Stochastic gradient descent updates parameters with summation gradient computed from a random data batch. This summation will lead to unbalanced training process if the data we obtained is unbalanced. To address this issue, this paper takes…

In this work, we obtain sufficient conditions for the "stability" of our recently proposed algorithms, Least Squares Compressive Sensing residual (LS-CS) and modified-CS, for recursively reconstructing sparse signal sequences from noisy…

Learning a stable Linear Dynamical System (LDS) from data involves creating models that both minimize reconstruction error and enforce stability of the learned representation. We propose a novel algorithm for learning stable LDSs. Using a…

An algorithm is proposed for solving stochastic and finite sum minimization problems. Based on a trust region methodology, the algorithm employs normalized steps, at least as long as the norms of the stochastic gradient estimates are within…

Usually, hearing impaired people use hearing aids which are implemented with speech enhancement algorithms. Estimation of speech and estimation of nose are the components in single channel speech enhancement system. The main objective of…