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Related papers: L2-Stability Analysis of the SM-NLMS Algorithm

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In this letter, we study the local and the global robustness of the set-membership affine projection (SM-AP) algorithm. We demonstrate that the SM-AP algorithm has l2-stability. In fact, the SM-AP algorithm never diverges; no matter how the…

Signal Processing · Electrical Eng. & Systems 2020-05-21 Rajab Shabaani

Recently, the data-selective adaptive Volterra filters have been proposed; however, up to now, there are not any theoretical analyses on its behavior rather than numerical simulations. Therefore, in this paper, we analyze the robustness (in…

Machine Learning · Computer Science 2020-03-26 Javad Sharafi , Abbas Maarefparvar

In this work, we propose two low-complexity set-membership normalized least-mean-square (LCSM-NLMS1 and LCSM-NLMS2) algorithms to exploit the sparsity of an unknown system. For this purpose, in the LCSM-NLMS1 algorithm, we employ a function…

Signal Processing · Electrical Eng. & Systems 2020-07-14 Javad Sharafi , Mohsen Mehrali-Varjani

An interference-normalised least mean square (INLMS) algorithm for robust adaptive filtering is proposed. The INLMS algorithm extends the gradient-adaptive learning rate approach to the case where the signals are non-stationary. In…

Systems and Control · Computer Science 2016-02-29 Jean-Marc Valin , Iain B. Collings

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…

Machine Learning · Computer Science 2015-06-18 Jie Chen , José Carlos M. Bermudez , Cédric Richard

As one of the recently proposed algorithms for sparse system identification, $l_0$ norm constraint Least Mean Square ($l_0$-LMS) algorithm modifies the cost function of the traditional method with a penalty of tap-weight sparsity. The…

Information Theory · Computer Science 2015-06-04 Guolong Su , Jian Jin , Yuantao Gu , Jian Wang

The massive amount of available data potentially used to discover patters in machine learning is a challenge for kernel based algorithms with respect to runtime and storage capacities. Local approaches might help to relieve these issues.…

Machine Learning · Statistics 2017-03-21 Florian Dumpert

The bias-compensated set-membership normalised LMS (BCSMNLMS) algorithm is proposed based on the concept of set-membership filtering, which incorporates the bias-compensation technique to mitigate the negative effect of noisy inputs.…

Systems and Control · Computer Science 2018-04-20 Kaili Yin , Haiquan Zhao , Lu Lu

The \(L_1/L_2\) norm ratio has gained significant attention as a measure of sparsity due to three merits: sharper approximation to the \(L_0\) norm compared to the \(L_1\) norm, being parameter-free and scale-invariant, and exceptional…

Optimization and Control · Mathematics 2024-11-14 Min Tao , Xiao-Ping Zhang , Yun-Bin Zhao

In this study, we investigated the stability of dynamic mode decomposition (DMD) algorithms to noisy data. To achieve a stable DMD algorithm, we applied the truncated total least squares (T-TLS) regression and optimal truncation level…

Machine Learning · Computer Science 2021-11-08 Yuya Ohmichi , Yosuke Sugioka , Kazuyuki Nakakita

Consider Least Squares Monte Carlo (LSM) algorithm, which is proposed by Longstaff and Schwartz (2001) for pricing American style securities. This algorithm is based on the projection of the value of continuation onto a certain set of basis…

Computational Finance · Quantitative Finance 2011-08-01 Oleksii Mostovyi

Algorithmic stability is a classical framework for analyzing the generalization error of learning algorithms. It predicts that an algorithm has small generalization error if it is insensitive to small perturbations in the training set such…

Machine Learning · Computer Science 2026-02-17 Ouns El Harzli , Yoonsoo Nam , Ilja Kuzborskij , Bernardo Cuenca Grau , Ard A. Louis

Recently, it was demonstrated in [CS2012,CS2013] that the robustness of the classical Non-Local Means (NLM) algorithm [BCM2005] can be improved by incorporating $\ell^p (0 < p \leq 2)$ regression into the NLM framework. This general…

Computer Vision and Pattern Recognition · Computer Science 2015-06-15 Kunal N. Chaudhury

We consider the model selection consistency or sparsistency of a broad set of $\ell_1$-regularized $M$-estimators for linear and non-linear statistical models in a unified fashion. For this purpose, we propose the local structured…

Statistics Theory · Mathematics 2014-10-29 Yen-Huan Li , Jonathan Scarlett , Pradeep Ravikumar , Volkan Cevher

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

This paper addresses to Sliding Mode Learning Control (SMLC) of uncertain nonlinear systems with Lyapunov stability analysis. In the control scheme, a conventional control term is used to provide the system stability in compact space while…

Systems and Control · Electrical Eng. & Systems 2021-03-23 Erkan Kayacan

Biased sampling and missing data complicates statistical problems ranging from causal inference to reinforcement learning. We often correct for biased sampling of summary statistics with matching methods and importance weighting. In this…

Statistics Theory · Mathematics 2022-06-02 James Sharpnack

In this work, we show that Latent Flow-Matching (LFM) models are robust to different types of perturbations, including data reduction and model capacity shrinkage. We characterize this stability by their tendency to generate similar outputs…

Machine Learning · Computer Science 2026-05-12 Rania Briq , Michael Kamp , Ohad Fried , Sarel Cohen , Stefan Kesselheim

Generalization analyses of deep learning typically assume that the training converges to a fixed point. But, recent results indicate that in practice, the weights of deep neural networks optimized with stochastic gradient descent often…

Machine Learning · Computer Science 2022-08-22 Nisha Chandramoorthy , Andreas Loukas , Khashayar Gatmiry , Stefanie Jegelka

In large-scale data processing scenarios, data often arrive in sequential streams generated by complex systems that exhibit drifting distributions and time-varying system parameters. This nonstationarity challenges theoretical analysis, as…

Machine Learning · Computer Science 2026-02-13 Yifei Jin , Xin Zheng , Lei Guo
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