Related papers: A new role for adaptive filters in Marchenko equat…
This paper proposes a new randomized strategy for adaptive MCMC using Bayesian optimization. This approach applies to non-differentiable objective functions and trades off exploration and exploitation to reduce the number of potentially…
In this paper, we derive a practical, general framework for creating adaptive iterative (linearization or splitting) algorithms to solve multi-physics problems. This means that, given an iterative method, we derive \textit{a posteriori}…
This paper proposes a hierarchical adaptive sampling scheme for passivity characterization of large-scale linear lumped macromodels. Here, large-scale is intended both in terms of dynamic order and especially number of input/output ports.…
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…
Collaborative filtering is widely used in modern recommender systems. Recent research shows that variational autoencoders (VAEs) yield state-of-the-art performance by integrating flexible representations from deep neural networks into…
Non-stationary signals are ubiquitous in real life. Many techniques have been proposed in the last decades which allow decomposing multi-component signals into simple oscillatory mono-components, like the groundbreaking Empirical Mode…
A novel compressive-sensing based signal multiplexing scheme is proposed in this paper to further improve the multiplexing gain for multiple input multiple output (MIMO) system. At the transmitter side, a Gaussian random measurement matrix…
Bayesian mixture models are widely applied for unsupervised learning and exploratory data analysis. Markov chain Monte Carlo based on Gibbs sampling and split-merge moves are widely used for inference in these models. However, both methods…
Recently, a new framework to compute the photoionization rate in streamer discharges accurately and efficiently using the integral form and the fast multipole method (FMM) was presented. This paper further improves the efficiency of this…
In this paper, adaptive hybrid beamforming methods are proposed for millimeter-wave range massive multiple-input-multiple-output (MIMO) systems considering single carrier wideband transmission in uplink data mode. A statistical analog…
A Green's function in an acoustic medium can be retrieved from reflection data by solving a multidimensional Marchenko equation. This procedure requires a-priori knowledge of the initial focusing function, which can be interpreted as the…
The classical Ka\v{c}anov scheme for the solution of nonlinear variational problems can be interpreted as a fixed point iteration method that updates a given approximation by solving a linear problem in each step. Based on this observation,…
Data assimilation algorithms integrate prior information from numerical model simulations with observed data. Ensemble-based filters, regarded as state-of-the-art, are widely employed for large-scale estimation tasks in disciplines such as…
This paper proposes a novel adaptive reduced-rank filtering scheme based on the joint iterative optimization of adaptive filters. The proposed scheme consists of a joint iterative optimization of a bank of full-rank adaptive filters that…
This paper studies adaptive algorithms for simultaneous regulation (i.e., control) and estimation (i.e., learning) of Multiple Input Multiple Output (MIMO) linear dynamical systems. It proposes practical, easy to implement control policies…
Automation of machine learning model development is increasingly becoming an established research area. While automated model selection and automated data pre-processing have been studied in depth, there is, however, a gap concerning…
Current model-free adaptive control (MFAC) can hardly deal with the time delay problem in multiple-input multiple-output (MIMO) systems. To solve this problem, a novel model-free adaptive predictive control (MFAPC) method is proposed.…
This paper introduces a new computational methodology for determining a-posteriori multi-objective error estimates for finite-element approximations, and for constructing corresponding (quasi-)optimal adaptive refinements of finite-element…
Many problems in the physical sciences, machine learning, and statistical inference necessitate sampling from a high-dimensional, multi-modal probability distribution. Markov Chain Monte Carlo (MCMC) algorithms, the ubiquitous tool for this…
We propose a new flexible tensor model for multiple-equation regression that accounts for latent regime changes. The model allows for dynamic coefficients and multi-dimensional covariates that vary across equations. We assume the…