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Functional partial least squares (FPLS) is commonly used for fitting scalar-on-function regression models. For the sake of accuracy, FPLS demands that each realization of the functional predictor is recorded as densely as possible over the…

Methodology · Statistics 2020-07-14 Zhiyang Zhou , Richard A. Lockhart

This work develops robust diffusion recursive least squares algorithms to mitigate the performance degradation often experienced in networks of agents in the presence of impulsive noise. The first algorithm minimizes an exponentially…

Machine Learning · Computer Science 2019-02-05 Y. Yu , H. Zhao , R. C. de Lamare , Y. Zakharov , L. Lu

We propose the adaptive random Fourier features Gaussian kernel LMS (ARFF-GKLMS). Like most kernel adaptive filters based on stochastic gradient descent, this algorithm uses a preset number of random Fourier features to save computation…

Signal Processing · Electrical Eng. & Systems 2022-07-18 Wei Gao , Jie Chen , Cédric Richard , Wentao Shi , Qunfei Zhang

Partial diffusion-based recursive least squares (PDRLS) is an effective method for reducing computational load and power consumption in adaptive network implementation. In this method, each node shares a part of its intermediate estimate…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-07-20 Vahid Vahidpour , Amir Rastegarnia , Azam Khalili , Saeid Sanei

Accurate channel estimation is essential for broadband wireless communications. As wireless channels often exhibit sparse structure, the adaptive sparse channel estimation algorithms based on normalized least mean square (NLMS) have been…

Information Theory · Computer Science 2013-11-07 Guan Gui , Linglong Dai , Shinya Kumagai , Fumiyuki Adachi

This paper proposes a new leaky least mean square (leaky LMS, LLMS) algorithm in which a norm penalty is introduced to force the solution to be sparse in the application of system identification. The leaky LMS algorithm is derived because…

Systems and Control · Computer Science 2015-03-05 Yong Feng , Rui Zeng , Jiasong Wu

This letter presents an improved version of diffusion least mean ppower (LMP) algorithm for distributed estimation. Instead of sum of mean square errors, a weighted sum of mean square error is defined as the cost function for global and…

Machine Learning · Statistics 2016-08-09 H. Zayyani , M. Korki

The LMS algorithm is one of the most successful adaptive filtering algorithms. It uses the instantaneous value of the square of the error signal as an estimate of the mean-square error (MSE). The LMS algorithm changes (adapts) the filter…

Other Computer Science · Computer Science 2011-04-22 Nasrin Akhter , Kaniz Fatema , Lilatul Ferdouse , Faria Khandaker

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

Many biomedical studies have identified important imaging biomarkers that are associated with both repeated clinical measures and a survival outcome. The functional joint model (FJM) framework, proposed in Li and Luo (2017), investigates…

Methodology · Statistics 2021-09-24 Yue Wang , Joseph Ibrahim , Hongtu Zhu

A recursive least squares algorithm with variable rate forgetting (VRF) is derived by minimizing a quadratic cost function.Under persistent excitation and boundedness of the forgetting factor, the minimizer given by VRF is shown to converge…

Optimization and Control · Mathematics 2020-03-06 Adam L. Bruce , Ankit Goel , Dennis S. Bernstein

In a distributed network environment, the diffusion-least mean squares (LMS) algorithm gives faster convergence than the original LMS algorithm. It has also been observed that, the diffusion-LMS generally outperforms other distributed LMS…

Machine Learning · Computer Science 2015-09-07 Rangeet Mitra , Vimal Bhatia

In diffusion-based algorithms for adaptive distributed estimation, each node of an adaptive network estimates a target parameter vector by creating an intermediate estimate and then combining the intermediate estimates available within its…

Distributed, Parallel, and Cluster Computing · Computer Science 2014-12-08 Reza Arablouei , Stefan Werner , Kutluyıl Doğançay , Yih-Fang Huang

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

Random feature latent variable models (RFLVMs) represent the state-of-the-art in latent variable models, capable of handling non-Gaussian likelihoods and effectively uncovering patterns in high-dimensional data. However, their heavy…

Machine Learning · Computer Science 2024-10-24 Ying Li , Zhidi Lin , Yuhao Liu , Michael Minyi Zhang , Pablo M. Olmos , Petar M. Djurić

In order to maintain the security of power system at an appropriate level and at low cost, it is essential to accurately assess the steady-state stability limits and power flow feasibility boundaries, i.e., the power system marginal states…

Systems and Control · Computer Science 2015-05-18 Boris I. Ayuev , Viktor V. Davydov , Petr M. Erokhin

Variational multiscale (VMS) methods offer a robust framework for handling under-resolved flow scales without resorting to problem-specific turbulence models. Here, we propose and assess a dynamic, term-by-term VMS stabilized formulation…

Fluid Dynamics · Physics 2026-02-06 Diego Escobar , Douglas Pacheco , Alejando Aguirre , Ernesto Castillo

As enjoying the closed form solution, least squares support vector machine (LSSVM) has been widely used for classification and regression problems having the comparable performance with other types of SVMs. However, LSSVM has two drawbacks:…

Machine Learning · Computer Science 2017-02-08 Li Chen , Shuisheng Zhou

A reduced-rank framework with set-membership filtering (SMF) techniques is presented for adaptive beamforming problems encountered in radar systems. We develop and analyze stochastic gradient (SG) and recursive least squares (RLS)-type…

Information Theory · Computer Science 2013-02-05 L. Wang , R. C. de Lamare

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