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In Tingley (2003), all available transit detection algorithms were compared in a simple, rigorous test. However, the implementation of the Box-fitting Least Squares (BLS) approach of Kovacs et al. (2002) used in that paper was not ideal for…
Many applications of generalised linear models (GLMs) can be improved by applying constraints that impose assumptions on the associations or improve consistency of the estimators. Yet, there are still barriers to the implementation and…
The LMS algorithm is one of the most widely used techniques in adaptive filtering. Accurate modeling of the algorithm in various circumstances is paramount to achieving an efficient adaptive Wiener filter design process. In the recent…
Robust subspace estimation is fundamental to many machine learning and data analysis tasks. Iteratively Reweighted Least Squares (IRLS) is an elegant and empirically effective approach to this problem, yet its theoretical properties remain…
We propose a version of least-mean-square (LMS) algorithm for sparse system identification. Our algorithm called online linearized Bregman iteration (OLBI) is derived from minimizing the cumulative prediction error squared along with an…
We present an active learning algorithm for the problem of body schema learning, i.e. estimating a kinematic model of a serial robot. The learning process is done online using Recursive Least Squares (RLS) estimation, which outperforms…
An adaptive filter is defined as a digital filter that has the capability of self adjusting its transfer function under the control of some optimizing algorithms. Most common optimizing algorithms are Least Mean Square (LMS) and Recursive…
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…
For solving a wide class of nonconvex and nonsmooth problems, we propose a proximal linearized iteratively reweighted least squares (PL-IRLS) algorithm. We first approximate the original problem by smoothing methods, and second write the…
This paper investigates some theoretical properties of the Partial Least Square (PLS) method. We focus our attention on the single component case, that provides a useful framework to understand the underlying mechanism. We provide a…
Discrete-time input/output models, also called infinite impulse response (IIR) models or autoregressive moving average (ARMA) models, are useful for online identification as they can be efficiently updated using recursive least squares…
The main result of this paper is a new exact algorithm computing the estimate given by the Least Trimmed Squares (LTS). The algorithm works under very weak assumptions. To prove that, we study the respective objective function using basic…
In this paper, we present perturbation analysis and randomized algorithms for the total least squares (TLS) problems. We derive the perturbation bound and check its sharpness by numerical experiments. Motivated by the recently popular…
Some system identification problems impose nonnegativity constraints on the parameters to estimate due to inherent physical characteristics of the unknown system. The nonnegative least-mean-square (NNLMS) algorithm and its variants allow to…
The kernel least-mean-square (KLMS) algorithm is an appealing tool for online identification of nonlinear systems due to its simplicity and robustness. In addition to choosing a reproducing kernel and setting filter parameters, designing a…
We introduce a novel optimization algorithm for image recovery under learned sparse and low-rank constraints, which we parameterize as weighted extensions of the $\ell_p^p$-vector and $\mathcal S_p^p$ Schatten-matrix quasi-norms for…
In this paper, we propose a novel algorithm for analysis-based sparsity reconstruction. It can solve the generalized problem by structured sparsity regularization with an orthogonal basis and total variation regularization. The proposed…
We present a novel iterative algorithm for approximating the linear least squares solution with low complexity. After a motivation of the algorithm we discuss the algorithm's properties including its complexity, and we present theoretical…
Recommender systems can change our life a lot and help us select suitable and favorite items much more conveniently and easily. As a consequence, various kinds of algorithms have been proposed in last few years to improve the performance.…
Interleaved learning in machine learning algorithms is a biologically inspired training method with promising results. In this short note, we illustrate the interleaving mechanism via a simple statistical and optimization framework based on…