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Kernel adaptive filters (KAF) are a class of powerful nonlinear filters developed in Reproducing Kernel Hilbert Space (RKHS). The Gaussian kernel is usually the default kernel in KAF algorithms, but selecting the proper kernel size…

Machine Learning · Statistics 2016-05-10 Badong Chen , Junli Liang , Nanning Zheng , Jose C. Principe

We study an $\ell_{1}$-regularized generalized least-squares (GLS) estimator for high-dimensional regressions with autocorrelated errors. Specifically, we consider the case where errors are assumed to follow an autoregressive process,…

Methodology · Statistics 2025-10-17 Kaveh S. Nobari , Alex Gibberd

A matrix algorithm runs superfast (aka at sublinear cost) if it involves much fewer flops and memory cells than an input matrix has entries. Big Data are frequently represented by matrices of immense sizes that cannot be handled directly…

Numerical Analysis · Mathematics 2025-11-11 Qi Luan , Victor Y. Pan

This work proposes a new algorithm for solving the graph-fused lasso (GFL), a method for parameter estimation that operates under the assumption that the signal tends to be locally constant over a predefined graph structure. The proposed…

Optimization and Control · Mathematics 2019-08-08 Feng Yu , Yi Yang , Teng Zhang

This paper presents distributed adaptive algorithms based on the conjugate gradient (CG) method for distributed networks. Both incremental and diffusion adaptive solutions are all considered. The distributed conventional (CG) and modified…

Information Theory · Computer Science 2013-06-19 Songcen Xu , Rodrigo C. de Lamare

In order to improve the performance of least mean square (LMS)-based adaptive filtering for identifying block-sparse systems, a new adaptive algorithm called block-sparse LMS (BS-LMS) is proposed in this paper. The basis of the proposed…

Information Theory · Computer Science 2015-10-28 Shuyang Jiang , Yuantao Gu

Extracting a small subset of representative tuples from a large database is an important task in multi-criteria decision making. The regret-minimizing set (RMS) problem is recently proposed for representative discovery from databases.…

Data Structures and Algorithms · Computer Science 2020-07-21 Yanhao Wang , Michael Mathioudakis , Yuchen Li , Kian-Lee Tan

Deep-learning architectures for classification problems involve the cross-entropy loss sometimes assisted with auxiliary loss functions like center loss, contrastive loss and triplet loss. These auxiliary loss functions facilitate better…

Computer Vision and Pattern Recognition · Computer Science 2020-04-22 Hongjun Choi , Anirudh Som , Pavan Turaga

We propose a new method, the continuous Galerkin method with globally and locally supported basis functions (CG-GL), to address the parametric robustness issues of reduced-order models (ROMs) by incorporating solution-based adaptivity with…

Numerical Analysis · Mathematics 2023-10-10 Han Gao , Matthew J. Zahr

The use of adaptive mesh refinement (AMR) techniques is crucial for accurate and efficient simulation of higher dimensional spacetimes. In this work we develop an adaptive algorithm tailored to the integration of finite difference…

General Relativity and Quantum Cosmology · Physics 2009-11-10 Frans Pretorius , Luis Lehner

Atmospheric correction of Earth Observation data is one of the most critical steps in the data processing chain of a satellite mission for successful remote sensing applications. Atmospheric Radiative Transfer Models (RTM) inversion methods…

Signal Processing · Electrical Eng. & Systems 2020-12-09 Jorge Vicent , Luis Alonso , Luca Martino , Neus Sabater , Jochem Verrelst , Gustau Camps-Valls

We consider an adaptive algorithm for finite element methods for the isogeometric analysis (IGAFEM) of elliptic (possibly non-symmetric) second-order partial differential equations. We employ analysis-suitable T-splines of arbitrary odd…

Numerical Analysis · Mathematics 2020-09-07 Gregor Gantner , Dirk Praetorius

Low-Rank Adaptation (LoRA) has become a widely used method for parameter-efficient fine-tuning of large-scale, pre-trained neural networks. However, LoRA and its extensions face several challenges, including the need for rank adaptivity,…

Machine Learning · Computer Science 2024-10-25 Steffen Schotthöfer , Emanuele Zangrando , Gianluca Ceruti , Francesco Tudisco , Jonas Kusch

Using the concept of Geometric Weakly Admissible Meshes together with an algorithm based on the classical QR factorization of matrices, we compute efficient points for discrete multivariate least squares approximation and Lagrange…

Numerical Analysis · Mathematics 2009-02-03 Len Bos , Jean-Paul Calvi , Norm Levenberg , Alvise Sommariva , Marco Vianello

Recent development on mixed precision techniques has largely enhanced the performance of various linear algebra solvers, one of which being the solver for the least squares problem $\min_{x}\lVert b-Ax\rVert_{2}$. By transforming least…

Numerical Analysis · Mathematics 2025-09-09 Bowen Gao , Yuxin Ma , Meiyue Shao

This paper proposes a novel adaptive reduced-rank filtering scheme based on the joint iterative optimization of adaptive filters. The proposed scheme consists of a joint iterative optimization of a bank of full-rank adaptive filters that…

Information Theory · Computer Science 2013-05-29 Rodrigo C. de Lamare , Raimundo Sampaio-Neto

Lagrangian averaging theories, most notably the Generalised Lagrangian Mean (GLM) theory of Andrews & McIntyre (1978), have been primarily developed in Euclidean space and Cartesian coordinates. We re-interpret these theories using a…

Fluid Dynamics · Physics 2024-05-08 Andrew D. Gilbert , Jacques Vanneste

We propose ALFCG (Adaptive Lipschitz-Free Conditional Gradient), the first \textit{adaptive} projection-free framework for stochastic composite nonconvex minimization that \textit{requires neither global smoothness constants nor line…

Machine Learning · Computer Science 2026-03-09 Ganzhao Yuan

Global probabilistic inversion within the latent space learned by a Generative Adversarial Network (GAN) has been recently demonstrated. Compared to inversion on the original model space, using the latent space of a trained GAN can offer…

The autocovariance least squares (ALS) method is a computationally efficient approach for estimating noise covariances in Kalman filters without requiring specific noise models. However, conventional ALS and its variants rely on the classic…

Optimization and Control · Mathematics 2026-03-10 Jiahong Li , Fang Deng