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This paper presents novel adaptive space-time reduced-rank interference suppression least squares algorithms based on joint iterative optimization of parameter vectors. The proposed space-time reduced-rank scheme consists of a joint…

Information Theory · Computer Science 2013-01-15 Rodrigo C. de Lamare , Raimundo Sampaio-Neto

We investigate the performance of distributed least-mean square (LMS) algorithms for parameter estimation over sensor networks where the regression data of each node are corrupted by white measurement noise. Under this condition, we show…

Systems and Control · Computer Science 2016-11-18 Reza Abdolee , Benoit Champagne

In numerous substitution models for the $\l_{0}$-norm minimization problem $(P_{0})$, the $\l_{p}$-norm minimization $(P_{p})$ with $0<p<1$ have been considered as the most natural choice. However, the non-convex optimization problem…

Optimization and Control · Mathematics 2018-04-27 Angang Cui , Jigen Peng , Haiyang Li

The least trimmed squares (LTS) is a reasonable formulation of robust regression whereas it suffers from high computational cost due to the nonconvexity and nonsmoothness of its objective function. The most frequently used FAST-LTS…

Computation · Statistics 2024-10-08 Shotaro Yagishita

We introduce a probabilistic approach to the LMS filter. By means of an efficient approximation, this approach provides an adaptable step-size LMS algorithm together with a measure of uncertainty about the estimation. In addition, the…

Machine Learning · Statistics 2016-04-11 Jesus Fernandez-Bes , Víctor Elvira , Steven Van Vaerenbergh

We study the problem of distributed adaptive estimation over networks where nodes cooperate to estimate physical parameters that can vary over both space and time domains. We use a set of basis functions to characterize the space-varying…

Systems and Control · Computer Science 2015-07-22 Reza Abdolee , Benoit Champagne , Ali H. Sayed

Recently, the $\l_{p}$-norm regularization minimization problem $(P_{p}^{\lambda})$ has attracted great attention in compressed sensing. However, the $\l_{p}$-norm $\|x\|_{p}^{p}$ in problem $(P_{p}^{\lambda})$ is nonconvex and…

Optimization and Control · Mathematics 2018-04-26 Angang Cui , Jigen Peng , Haiyang Li , Meng Wen , Jiajun Xiong

The Broad Learning System (BLS) has gained significant attention for its computational efficiency and less network parameters compared to deep learning structures. However, the standard BLS relies on the pseudoinverse solution, which…

Systems and Control · Electrical Eng. & Systems 2025-11-25 Zijing Li

Recently, $l_{2,1}$ matrix norm has been widely applied to many areas such as computer vision, pattern recognition, biological study and etc. As an extension of $l_1$ vector norm, the mixed $l_{2,1}$ matrix norm is often used to find…

Machine Learning · Computer Science 2013-03-19 Liping Wang , Songcan Chen

Large language models (LLMs) have demonstrated impressive capabilities, but their enormous size poses significant challenges for deployment in real-world applications. To address this issue, researchers have sought to apply network pruning…

Machine Learning · Computer Science 2025-07-28 Chang Gao , Kang Zhao , Runqi Wang , Jianfei Chen , Liping Jing

The sparsity-aware zero attractor least mean square (ZA-LMS) algorithm manifests much lower misadjustment in strongly sparse environment than its sparsity-agnostic counterpart, the least mean square (LMS), but is shown to perform worse than…

Information Theory · Computer Science 2016-05-11 Bijit Kumar Das , Mrityunjoy Chakraborty

The classical iteratively reweighted least-squares (IRLS) algorithm aims to recover an unknown signal from linear measurements by performing a sequence of weighted least squares problems, where the weights are recursively updated at each…

Machine Learning · Statistics 2024-06-06 Chiraag Kaushik , Justin Romberg , Vidya Muthukumar

Group zero-attracting LMS and its reweighted form have been proposed for addressing system identification problems with structural group sparsity in the parameters to estimate. Both algorithms however suffer from a trade-off between…

Signal Processing · Electrical Eng. & Systems 2018-04-02 Danqi Jin , Jie Chen , Cedric Richard , Jingdong Chen

Performance analysis of $l_0$ norm constrained Recursive least Squares (RLS) algorithm is attempted in this paper. Though the performance pretty attractive compared to its various alternatives, no thorough study of theoretical analysis has…

Information Theory · Computer Science 2016-02-11 Samrat Mukhopadhyay , Bijit Kumar Das , Mrityunjoy Chakraborty

This paper presents a novel projection-based adaptive algorithm for sparse signal and system identification. The sequentially observed data are used to generate an equivalent sequence of closed convex sets, namely hyperslabs. Each hyperslab…

Information Theory · Computer Science 2015-10-28 Yannis Kopsinis , Konstantinos Slavakis , Sergios Theodoridis

Sparsity finds applications in areas as diverse as statistics, machine learning, and signal processing. Computations over sparse structures are less complex compared to their dense counterparts, and their storage consumes less space. This…

Signal Processing · Electrical Eng. & Systems 2023-01-31 Omar M. Sleem , M. E. Ashour , N. S. Aybat , Constantino M. Lagoa

Zero-attracting least-mean-square (ZA-LMS) algorithm has been widely used for online sparse system identification. It combines the LMS framework and $\ell_1$-norm regularization to promote sparsity, and relies on subgradient iterations.…

Performance · Computer Science 2016-12-21 Jie Chen , Cedric Richard , Yingying Song , David Brie

A constrained L1 minimization method is proposed for estimating a sparse inverse covariance matrix based on a sample of $n$ iid $p$-variate random variables. The resulting estimator is shown to enjoy a number of desirable properties. In…

Methodology · Statistics 2011-02-14 Tony Cai , Weidong Liu , Xi Luo

In this paper we study the performance of the Projected Gradient Descent(PGD) algorithm for $\ell_{p}$-constrained least squares problems that arise in the framework of Compressed Sensing. Relying on the Restricted Isometry Property, we…

Numerical Analysis · Mathematics 2013-03-05 Sohail Bahmani , Bhiksha Raj

Methods based on partial least squares (PLS) regression, which has recently gained much attention in the analysis of high-dimensional genomic datasets, have been developed since the early 2000s for performing variable selection. Most of…

Methodology · Statistics 2021-08-31 Jérémy Magnanensi , Myriam Maumy-Bertrand , Nicolas Meyer , Frédéric Bertrand