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In this paper, the recursive least squares (RLS) algorithm is considered in the sparse system identification setting. The cost function of RLS algorithm is regularized by a $p$-norm-like ($0 \leq p \leq 1$) constraint of the estimated…

Information Theory · Computer Science 2023-12-12 Shuyang Jiang , Kung Yao

Bayesian estimation methods for sparse blind deconvolution problems conventionally employ Bernoulli-Gaussian (BG) prior for modeling sparse sequences and utilize Markov Chain Monte Carlo (MCMC) methods for the estimation of unknowns.…

Methodology · Statistics 2021-08-30 Burak Cevat Civek , Emre Ertin

This paper concerns message passing based approaches to sparse Bayesian learning (SBL) with a linear model corrupted by additive white Gaussian noise with unknown variance. With the conventional factor graph, mean field (MF) message passing…

Information Theory · Computer Science 2016-09-07 Chuanzong Zhang , Zhengdao Yuan , Zhongyong Wang , Qinghua Guo

We consider the problem of estimating the channel in reconfigurable intelligent surface (RIS) assisted millimeter wave (mmWave) systems. We propose two variational expectation maximization (VEM) based algorithms for channel estimation in…

Signal Processing · Electrical Eng. & Systems 2022-11-29 Milind Nakul , Anupama Rajoriya , Rohit Budhiraja

Sparse Bayesian Learning (SBL) constructs an extremely sparse probabilistic model with very competitive generalization. However, SBL needs to invert a big covariance matrix with complexity $O(M^3)$ (M: feature size) for updating the…

Machine Learning · Computer Science 2023-09-12 Jiahua Luo , Chi-Man Wong , Chi-Man Vong

The spectrum environment map (SEM), which can visualize the information of invisible electromagnetic spectrum, is vital for monitoring, management, and security of spectrum resources in cognitive radio (CR) networks. In view of a limited…

Signal Processing · Electrical Eng. & Systems 2023-02-28 Jie Wang , Qiuming Zhu , Zhipeng Lin , Qihui Wu , Yang Huang , Xuezhao Cai , Weizhi Zhong , Yi Zhao

This paper considers the problem of networks reconstruction from heterogeneous data using a Gaussian Graphical Mixture Model (GGMM). It is well known that parameter estimation in this context is challenging due to large numbers of variables…

Machine Learning · Statistics 2013-10-08 Anani Lotsi , Ernst Wit

We study the sparse recovery problem with an underdetermined linear system characterized by a Kronecker-structured dictionary and a Kronecker-supported sparse vector. We cast this problem into the sparse Bayesian learning (SBL) framework…

Signal Processing · Electrical Eng. & Systems 2023-08-03 Yanbin He , Geethu Joseph

In this paper, the use of the Generalized Beta Mixture (GBM) and Horseshoe distributions as priors in the Bayesian Compressive Sensing framework is proposed. The distributions are considered in a two-layer hierarchical model, making the…

Information Theory · Computer Science 2014-11-11 Zahra Sabetsarvestani , Hamidreza Amindavar

Dynamic network reconstruction has been shown to be challenging due to the requirements on sparse network structures and network identifiability. The direct parametric method (e.g., using ARX models) requires a large amount of parameters in…

Systems and Control · Computer Science 2018-11-22 Zuogong Yue , Johan Thunberg , Lennart Ljung , Jorge Goncalves

We propose a novel sparse spectrum approximation of Gaussian process (GP) tailored for Bayesian optimization. Whilst the current sparse spectrum methods provide desired approximations for regression problems, it is observed that this…

Machine Learning · Computer Science 2020-06-09 Ang Yang , Cheng Li , Santu Rana , Sunil Gupta , Svetha Venkatesh

Bayesian synthetic likelihood (BSL) is a popular method for estimating the parameter posterior distribution for complex statistical models and stochastic processes that possess a computationally intractable likelihood function. Instead of…

Computation · Statistics 2019-07-26 Ziwen An , Leah F South , Christopher Drovandi

We study the sparse high-dimensional Gaussian mixture model when the number of clusters is allowed to grow with the sample size. A minimax lower bound for parameter estimation is established, and we show that a constrained maximum…

Statistics Theory · Mathematics 2024-02-26 Dapeng Yao , Fangzheng Xie , Yanxun Xu

Accurate channel estimation is critical for realizing the performance gains of massive multiple-input multiple-output (MIMO) systems. Traditional approaches to channel estimation typically assume ideal receiver hardware and linear signal…

Signal Processing · Electrical Eng. & Systems 2026-02-20 Arttu Arjas , Italo Atzeni

We address the recovery of sparse vectors in an overcomplete, linear and noisy multiple measurement framework, where the measurement matrix is known upto a permutation of its rows. We derive sparse Bayesian learning (SBL) based updates for…

Information Theory · Computer Science 2018-02-05 Ranjitha Prasad

This work proposes a decentralized, iterative, Bayesian algorithm called CB-DSBL for in-network estimation of multiple jointly sparse vectors by a network of nodes, using noisy and underdetermined linear measurements. The proposed algorithm…

Machine Learning · Computer Science 2016-11-15 Saurabh Khanna , Chandra R. Murthy

We propose an sparse Bayesian learning (SBL)-based method that leverages group sparsity and multiple parameterized dictionaries to detect the relevant dictionary entries and estimate their continuous parameters by combining data from…

Signal Processing · Electrical Eng. & Systems 2025-11-05 Jakob Möderl , Anders Malte Westerkam , Alexander Venus , Erik Leitinger

Semi-supervised learning (SSL) is a machine learning methodology that leverages unlabeled data in conjunction with a limited amount of labeled data. Although SSL has been applied in various applications and its effectiveness has been…

Machine Learning · Computer Science 2025-03-14 Xiaosi Gu , Tomoyuki Obuchi

Gaussian mixtures are a powerful and widely used tool to model non-Gaussian estimation problems. They are able to describe measurement errors that follow arbitrary distributions and can represent ambiguity in assignment tasks like point set…

Robotics · Computer Science 2021-04-02 Tim Pfeifer , Sven Lange , Peter Protzel

The recovery of block-sparse signals with unknown structural patterns remains a fundamental challenge in structured sparse signal reconstruction. By proposing a variance transformation framework, this paper unifies existing pattern-based…

Optimization and Control · Mathematics 2026-04-13 Yanhao Zhang , Zhihan Zhu , Yong Xia