Related papers: A joint-optimization NSAF algorithm based on the f…
While the filtered-x normalized least mean square (FxNLMS) algorithm is widely applied due to its simple structure and easy implementation for active noise control system, it faces two critical limitations: the fixed step-size causes a…
In this letter, we propose a novel adaptive reduced-rank strategy based on joint iterative optimization (JIO) of filters according to the minimization of the bit error rate (BER) cost function. The proposed optimization technique adjusts…
In a multiple measurement vector problem (MMV), where multiple signals share a common sparse support and are sampled by a common sensing matrix, we can expect joint sparsity to enable a further reduction in the number of required…
The large beamforming gain used to operate at millimeter wave (mmWave) frequencies requires obtaining channel information to configure hybrid antenna arrays. Previously proposed wideband channel estimation strategies, however, assume…
We present a converged algorithm for Tikhonov regularized nonnegative matrix factorization (NMF). We specially choose this regularization because it is known that Tikhonov regularized least square (LS) is the more preferable form in solving…
Non-negative matrix factorization (NMF) is a fundamental non-convex optimization problem with numerous applications in Machine Learning (music analysis, document clustering, speech-source separation etc). Despite having received extensive…
A stochastic incremental subgradient algorithm for the minimization of a sum of convex functions is introduced. The method sequentially uses partial subgradient information and the sequence of partial subgradients is determined by a general…
Tensor completion is a technique of filling missing elements of the incomplete data tensors. It being actively studied based on the convex optimization scheme such as nuclear-norm minimization. When given data tensors include some noises,…
Optimization-based filtering smoothes an image by minimizing a fidelity function and simultaneously preserves edges by exploiting a sparse norm penalty over gradients. It has obtained promising performance in practical problems, such as…
Two approximation algorithms are proposed for $\ell_1$-regularized sparse rank-1 approximation to higher-order tensors. The algorithms are based on multilinear relaxation and sparsification, which are easily implemented and well scalable.…
The estimation of normalizing constants is a fundamental step in probabilistic model comparison. Sequential Monte Carlo methods may be used for this task and have the advantage of being inherently parallelizable. However, the standard…
Optimization algorithms appear in the core calculations of numerous Artificial Intelligence (AI) and Machine Learning methods, as well as Engineering and Business applications. Following recent works on the theoretical deficiencies of AI, a…
We investigate the Randomized Stochastic Accelerated Gradient (RSAG) method, utilizing either constant or adaptive step sizes, for stochastic optimization problems with generalized smooth objective functions. Under relaxed affine variance…
Covariance matrix tapers have a long history in signal processing and related fields. Examples of applications include autoregressive models (promoting a banded structure) or beamforming (widening the spectral null width associated with an…
This paper introduces an objective function that seeks to minimise the average total number of bits required to encode the joint state of all of the layers of a Markov source. This type of encoder may be applied to the problem of optimising…
The truncated singular value decomposition may be used to find the solution of linear discrete ill-posed problems in conjunction with Tikhonov regularization and requires the estimation of a regularization parameter that balances between…
This paper focuses on regularisation methods using models up to the third order to search for up to second-order critical points of a finite-sum minimisation problem. The variant presented belongs to the framework of [3]: it employs random…
We propose a novel stochastic smoothing accelerated gradient (SSAG) method for general constrained nonsmooth convex composite optimization, and analyze the convergence rates. The SSAG method allows various smoothing techniques, and can deal…
Non-negative Matrix Factorization (NMF) is an effective algorithm for multivariate data analysis, including applications to feature selection, pattern recognition, and computer vision. Its variant, Semi-Nonnegative Matrix Factorization…
We consider a framework for the construction of iterative schemes for operator equations that combine low-rank approximation in tensor formats and adaptive approximation in a basis. Under fairly general assumptions, we obtain a rigorous…