Related papers: Optimal step-size of least mean absolute fourth al…

Stochastic approximation techniques play an important role in solving many problems encountered in machine learning or adaptive signal processing. In these contexts, the statistics of the data are often unknown a priori or their direct…

Phase noise correction is crucial to exploit full advantage of orthogonal frequency division multiplexing (OFDM) in modern high-data-rate communications. OFDM channel estimation with simultaneous phase noise compensation has therefore drawn…

In this paper, we discuss application of iterative Stochastic Optimization routines to the problem of sparse signal recovery from noisy observation. Using Stochastic Mirror Descent algorithm as a building block, we develop a multistage…

With a unified belief propagation (BP) and mean field (MF) framework, we propose an iterative message passing receiver, which performs joint channel state and noise precision (the reciprocal of noise variance) estimation and decoding for…

High amplitude impulsive noise (IN) occurrence over power line channels severely degrades the performance of Orthogonal Frequency Division Multiplexing (OFDM)systems. One of the simplest methods to reduce IN is to precede the OFDM…

This work proposes a novel adaptive linearized alternating direction multiplier method (LADMM) to convex optimization, which improves the convergence rate of the LADMM-based algorithm by adjusting step-size iteratively.The innovation of…

In the context of high-dimensional linear regression models, we propose an algorithm of exact support recovery in the setting of noisy compressed sensing where all entries of the design matrix are independent and identically distributed…

Selecting an effective step-size is a fundamental challenge in first-order optimization, especially for problems with non-Euclidean geometries. This paper presents a novel adaptive step-size strategy for optimization algorithms that rely on…

We study estimation in the low signal-to-noise ratio (SNR) regime for a broad class of Gaussian latent-variable models, including Gaussian mixtures and orbit recovery problems. We show that, in this regime, the generalized method-of-moments…

Positive semidefinite matrix factorization (PSDMF) expresses each entry of a nonnegative matrix as the inner product of two positive semidefinite (psd) matrices. When all these psd matrices are constrained to be diagonal, this model is…

This paper presents a randomized algorithm for computing the near-optimal low-rank dynamic mode decomposition (DMD). Randomized algorithms are emerging techniques to compute low-rank matrix approximations at a fraction of the cost of…

Low complexity joint estimation of synchronization impairments and channel in a single-user MIMO-OFDM system is presented in this letter. Based on a system model that takes into account the effects of synchronization impairments such as…

In this paper, we propose a novel leaky least mean square (leaky LMS, LLMS) algorithm which employs a p-norm-like constraint to force the solution to be sparse in the application of system identification. As an extension of the LMS…

This thesis presents a novel approach to neural network training that addresses the challenge of determining the optimal number of learning factors. The proposed Adaptive Multiple Optimal Learning Factors (AMOLF) algorithm dynamically…

We propose an online learning algorithm for a class of machine learning models under a separable stochastic approximation framework. The essence of our idea lies in the observation that certain parameters in the models are easier to…

In this paper, we present the convergence analysis of proportionate-type least mean square (Pt-LMS) algorithm that identifies the sparse system effectively and more suitable for real time VLSI applications. Both first and second order…

Orthogonal least square (OLS) is an important sparse signal recovery algorithm for compressive sensing, which enjoys superior probability of success over other well-known recovery algorithms under conditions of correlated measurement…

This work presents a new variation of the commonly used Least Mean Squares Algorithm (LMS) for the identification of sparse signals with an a-priori known sparsity using a hard threshold operator in every iteration. It examines some useful…

A robust algorithm for non-negative matrix factorization (NMF) is presented in this paper with the purpose of dealing with large-scale data, where the separability assumption is satisfied. In particular, we modify the Linear Programming…

Non-Negative Matrix Factorization, NMF, attempts to find a number of archetypal response profiles, or parts, such that any sample profile in the dataset can be approximated by a close profile among these archetypes or a linear combination…