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To date, power electronics parameter design tasks are usually tackled using detailed optimization approaches with detailed simulations or using brute force grid search grid search with very fast simulations. A new method, named…
Sparse Inverse Covariance Estimation (SICE) is useful in many practical data analyses. Recovering the connectivity, non-connectivity graph of covariates is classified amongst the most important data mining and learning problems. In this…
We propose a sequential quadratic programming (SQP) method that can incorporate adaptive sampling for stochastic nonsmooth nonconvex optimization problems with upper-C^2 objectives. Upper-$\Ctwo$ functions can be viewed as…
Integration of intermittent renewable energy sources in modern power systems is increasing very fast. Replacement of synchronous generators with zero-to-low variable renewables substantially decreases the system inertia. In a large system,…
Target parameter estimation in active sensing, and particularly radar signal processing, is a long-standing problem that has been studied extensively. In this paper, we propose a novel approach for target parameter estimation in cases where…
The article deals with the problem of synthesis of an adaptive observer of state variables of a linear time-varying SISO dynamic system. It is assumed that the control signal and the output variable are measurable. It is assumed that the…
There is an emerging need for efficient solutions to stochastic AC Optimal Power Flow ({AC-}OPF) to ensure optimal and reliable grid operations in the presence of increasing demand and generation uncertainty. This paper presents a highly…
Recently, it has been demonstrated experimentally that adaptive estimation of a continuously varying optical phase provides superior accuracy in the phase estimate compared to static estimation. Here, we show that the mean-square error in…
Modern machine learning systems operating in dynamic environments often face \textit{sequential covariate shift} (SCS), where input distributions evolve over time while the conditional distribution remains stable. We introduce FADE…
An algorithm is said to be adaptive to a certain parameter (of the problem) if it does not need a priori knowledge of such a parameter but performs competitively to those that know it. This dissertation presents our work on adaptive…
The goal in signal compression is to reduce the size of the input signal without a significant loss in the quality of the recovered signal. One way to achieve this goal is to apply the principles of compressive sensing, but this has not…
The adaptive $s$-step CG algorithm is a solver for sparse, symmetric positive definite linear systems designed to reduce the synchronization cost per iteration while still achieving a user-specified accuracy requirement. In this work, we…
This paper proposes a sparse regression method that continuously interpolates between Forward Stepwise selection (FS) and the LASSO. When tuned appropriately, our solutions are much sparser than typical LASSO fits but, unlike FS fits,…
The Andrew's sine function is a robust estimator, which has been used in outlier rejection and robust statistics. However, the performance of such estimator does not receive attention in the field of adaptive filtering techniques. Two…
Stochastic gradient descent is a canonical tool for addressing stochastic optimization problems, and forms the bedrock of modern machine learning and statistics. In this work, we seek to balance the fact that attenuating step-size is…
The paper investigates the distributed estimation problem under low bit rate communications. Based on the signal-comparison (SC) consensus protocol under binary-valued communications, a new consensus+innovations type distributed estimation…
In this paper, we present an online adaptive PCA algorithm that is able to compute the full dimensional eigenspace per new time-step of sequential data. The algorithm is based on a one-step update rule that considers all second order…
We propose a new, computationally efficient, sparsity adaptive changepoint estimator for detecting changes in unknown subsets of a high-dimensional data sequence. Assuming the data sequence is Gaussian, we prove that the new method…
This paper considers the problem of minimizing an expectation function over a closed convex set, coupled with a {\color{black} functional or expectation} constraint on either decision variables or problem parameters. We first present a new…
We propose the Bayesian adaptive Lasso (BaLasso) for variable selection and coefficient estimation in linear regression. The BaLasso is adaptive to the signal level by adopting different shrinkage for different coefficients. Furthermore, we…