Related papers: Optimal step-size of least mean absolute fourth al…
Modern optimization algorithms that incorporate momentum and adaptive step-size offer improved performance in numerous challenging deep learning tasks. However, their effectiveness is often highly sensitive to the choice of hyperparameters,…
In real-time applications the characteristics and properties of a signal vary inconsistently. So, to maintain the integrity of such signals there is a need for effective adaptive filters. The conventional Least Mean Squared(LMS) algorithm…
Machine learning (ML) algorithms are remarkably good at approximating complex non-linear relationships. Most ML training processes, however, are designed to deliver ML tools with good average performance, but do not offer any guarantees…
This paper discusses phase retrieval algorithms for maximum likelihood (ML) estimation from measurements following independent Poisson distributions in very low-count regimes, e.g., 0.25 photon per pixel. To maximize the log-likelihood of…
This paper considers the state estimation problem for nonlinear dynamic systems with unknown but bounded noises. Set membership filter (SMF) is a popular algorithm to solve this problem. In the set membership setting, we investigate the…
This paper presents reduced-rank linearly constrained minimum variance (LCMV) beamforming algorithms based on joint iterative optimization of filters. The proposed reduced-rank scheme is based on a constrained joint iterative optimization…
In this paper, a kernel least mean absolute third (KLMAT) algorithm is developed for adaptive prediction. Combining the benefits of the kernel method and the least mean absolute third (LMAT) algorithm, the proposed KLMAT algorithm performs…
In high sample-rate applications of the least-mean-square (LMS) adaptive filtering algorithm, pipelining or/and block processing is required. As opposed to earlier work, pipelining and block processing are jointly considered to obtain what…
Maximum Likelihood (ML) algorithms, for the joint estimation of synchronization impairments and channel in Multiple Input Multiple Output-Orthogonal Frequency Division Multiplexing (MIMO-OFDM) system, are investigated in this work. A system…
To estimate multiple-input multiple-output (MIMO) channels, invariable step-size normalized least mean square (ISSNLMS) algorithm was applied to adaptive channel estimation (ACE). Since the MIMO channel is often described by sparse channel…
In this paper, we propose a general class of algorithms for optimizing an extensive variety of nonsmoothly penalized objective functions that satisfy certain regularity conditions. The proposed framework utilizes the…
Stochastic gradient descent type methods are ubiquitous in machine learning, but they are only applicable to the optimization of differentiable functions. Proximal algorithms are more general and applicable to nonsmooth functions. We…
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…
This paper employs a fully adaptive and semi-adaptive frequency sweep algorithm using the Loewner matrix-based state model for the electromagnetic simulation. The proposed algorithms use two Loewner matrix models with different or the same…
Non-negative least squares (NNLS) problem is one of the most important fundamental problems in numeric analysis. It has been widely used in scientific computation and data modeling. In big data, the limitations of algorithm speed and…
System identification is a fundamental problem in control and learning, particularly in high-stakes applications where data efficiency is critical. Classical approaches, such as the ordinary least squares estimator (OLS), achieve an…
Non-negative Matrix Factorization (NMF) is a key kernel for unsupervised dimension reduction used in a wide range of applications, including topic modeling, recommender systems and bioinformatics. Due to the compute-intensive nature of…
We examine the optimal scaling and the efficiency of the pseudo-marginal random walk Metropolis algorithm using a recently-derived result on the limiting efficiency as the dimension, $d\rightarrow \infty$. We prove that the optimal scaling…
Selected mapping (SLM) is a suitable scheme, which can solve the peak-to-average power ratio (PAPR) problem. Recently, many researchers have concentrated on reducing the computational complexity of the SLM schemes. One of the low complexity…
Non-negative least-mean-square (NNLMS) algorithm and its variants have been proposed for online estimation under non-negativity constraints. The transient behavior of the NNLMS, Normalized NNLMS, Exponential NNLMS and Sign-Sign NNLMS…