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Recent studies have demonstrated that correntropy is an efficient tool for analyzing higher-order statistical moments in nonGaussian noise environments. Although it has been used with complex data, some adaptations were then necessary…

Information Theory · Computer Science 2016-06-16 João P. F. Guimarães , Aluisio I. R. Fontes , Joilson B. A. Rego , Allan de M. Martins

The use of correntropy as a similarity measure has been increasing in different scenarios due to the well-known ability to extract high-order statistic information from data. Recently, a new similarity measure between complex random…

Information Theory · Computer Science 2017-10-03 João Guimarães

Correntropy is a local similarity measure defined in kernel space and the maximum correntropy criterion (MCC) has been successfully applied in many areas of signal processing and machine learning in recent years. The kernel function in…

Machine Learning · Statistics 2019-07-24 Badong Chen , Xin Wang , Yingsong Li , Jose C. Principe

Principal component analysis (PCA) is recognised as a quintessential data analysis technique when it comes to describing linear relationships between the features of a dataset. However, the well-known sensitivity of PCA to non-Gaussian…

Machine Learning · Statistics 2019-10-28 Jean P. Chereau , Bruno Scalzo Dees , Danilo P. Mandic

Robust matrix completion aims to recover a low-rank matrix from a subset of noisy entries perturbed by complex noises, where traditional methods for matrix completion may perform poorly due to utilizing $l_2$ error norm in optimization. In…

Information Theory · Computer Science 2020-02-19 Yicong He , Fei Wang , Yingsong Li , Jing Qin , Badong Chen

Constrained adaptive filtering algorithms inculding constrained least mean square (CLMS), constrained affine projection (CAP) and constrained recursive least squares (CRLS) have been extensively studied in many applications. Most existing…

Machine Learning · Statistics 2016-12-15 Siyuan Peng , Badong Chen , Lei Sun , Zhiping Lin , Wee Ser

As a novel similarity measure that is defined as the expectation of a kernel function between two random variables, correntropy has been successfully applied in robust machine learning and signal processing to combat large outliers. The…

Machine Learning · Computer Science 2021-09-07 Badong Chen , Yuqing Xie , Xin Wang , Zejian yuan , Pengju Ren , Jing Qin

As a well-established adaptation criterion, the maximum correntropy criterion (MCC) has been receiving increasing attention due to its robust against outliers. In this paper, a new complex recursive maximum correntropy (CRMC) algorithm…

Systems and Control · Computer Science 2017-02-27 Lu Lu , Haiquan Zhao

Stemming from information-theoretic learning, the correntropy criterion and its applications to machine learning tasks have been extensively explored and studied. Its application to regression problems leads to the robustness enhanced…

Machine Learning · Computer Science 2020-07-23 Yunlong Feng

Robust compressive sensing(CS) reconstruction has become an attractive research topic in recent years. Robust CS aims to reconstruct the sparse signals under non-Gaussian(i.e. heavy tailed) noises where traditional CS reconstruction…

Information Theory · Computer Science 2017-06-13 Yicong He , Fei Wang , Shiyuan Wang , Jiuwen Cao , Badong Chen

Sparse adaptive channel estimation problem is one of the most important topics in broadband wireless communications systems due to its simplicity and robustness. So far many sparsity-aware channel estimation algorithms have been developed…

Information Theory · Computer Science 2015-04-15 Wentao Ma , Hua Qua , Guan Gui , Li Xu , Jihong Zhaoa , Badong Chen

Recent developments in the realm of state estimation of stochastic dynamic systems in the presence of non-Gaussian noise have induced a new methodology called the maximum correntropy filtering. The filters designed under the maximum…

Systems and Control · Computer Science 2017-09-06 Maria V. Kulikova

This paper proposed a bias-compensated normalized maximum correntropy criterion (BCNMCC) algorithm charactered by its low steady-state misalignment for system identification with noisy input in an impulsive output noise environment. The…

Machine Learning · Statistics 2017-11-27 Wentao Ma , Dongqiao Zheng , Yuanhao Li , Zhiyu Zhang , Badong Chen

The maximum correntropy criterion (MCC) has recently been successfully applied in robust regression, classification and adaptive filtering, where the correntropy is maximized instead of minimizing the well-known mean square error (MSE) to…

Machine Learning · Statistics 2017-11-27 Badong Chen , Lei Xing , Haiquan Zhao , Bin Xu , Jose C. Principe

The maximum correntropy criterion (MCC) has been employed to design outlier-robust adaptive filtering algorithms, among which the recursive MCC (RMCC) algorithm is a typical one. Motivated by the success of our recently proposed…

Signal Processing · Electrical Eng. & Systems 2023-10-10 Zhen Qin , Jun Tao , Le Yang , Ming Jiang

As a robust nonlinear similarity measure in kernel space, correntropy has received increasing attention in domains of machine learning and signal processing. In particular, the maximum correntropy criterion (MCC) has recently been…

Machine Learning · Statistics 2016-07-12 Badong Chen , Lei Xing , Haiquan Zhao , Nanning Zheng , José C. Príncipe

Robust diffusion adaptive estimation algorithms based on the maximum correntropy criterion (MCC), including adaptation to combination MCC and combination to adaptation MCC, are developed to deal with the distributed estimation over network…

Machine Learning · Statistics 2016-02-04 Wentao Ma , Badong Chen , Jiandong Duan , Haiquan Zhao

In this paper, we propose a novel probabilistic variant of iterative closest point (ICP) dubbed as CoBigICP. The method leverages both local geometrical information and global noise characteristics. Locally, the 3D structure of both target…

Robotics · Computer Science 2023-01-24 Pengyu Yin , Di Wang , Shaoyi Du , Shihui Ying , Yue Gao , Nanning Zheng

Sparseness and robustness are two important properties for many machine learning scenarios. In the present study, regarding the maximum correntropy criterion (MCC) based robust regression algorithm, we investigate to integrate the MCC…

Machine Learning · Computer Science 2023-11-22 Yuanhao Li , Badong Chen , Okito Yamashita , Natsue Yoshimura , Yasuharu Koike

We use the method of Maximum (relative) Entropy to process information in the form of observed data and moment constraints. The generic "canonical" form of the posterior distribution for the problem of simultaneous updating with data and…

Data Analysis, Statistics and Probability · Physics 2016-09-08 Adom Giffin , Ariel Caticha
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