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We consider an $\ell_2$-regularized non-convex optimization problem for recovering signals from their noisy phaseless observations. We design and study the performance of a message passing algorithm that aims to solve this optimization…

Information Theory · Computer Science 2018-06-11 Junjie Ma , Ji Xu , Arian Maleki

In this paper we propose a new efficient message passing algorithm for decoding LDPC transmitted over a channel with strong phase noise. The algorithm performs approximate bayesian inference on a factor graph representation of the channel…

Information Theory · Computer Science 2012-04-13 Shachar Shayovitz , Dan Raphaeli

The Extended Randomized Kaczmarz method is a well known iterative scheme which can find the Moore-Penrose inverse solution of a possibly inconsistent linear system and requires only one additional column of the system matrix in each…

Numerical Analysis · Mathematics 2022-07-21 Frank Schöpfer , Dirk A Lorenz , Lionel Tondji , Maximilian Winkler

Multitarget tracking in the interference environments suffers from the nonuniform, unknown and time-varying clutter, resulting in dramatic performance deterioration. We address this challenge by proposing a robust multitarget tracking…

Systems and Control · Electrical Eng. & Systems 2022-12-15 Xianglong Bai , Hua Lan , Zengfu Wang , Quan Pan , Yuhang Hao , Can Li

This paper focuses on the problem of recursive nonlinear least squares parameter estimation in multi-agent networks, in which the individual agents observe sequentially over time an independent and identically distributed (i.i.d.)…

Optimization and Control · Mathematics 2016-10-20 Anit Kumar Sahu , Soummya Kar , Jose' M. F. Moura , H. Vincent Poor

Robust matrix completion aims to recover a low-rank matrix from a subset of noisy entries perturbed by complex noises, where traditional methods for matrix completion may perform poorly due to utilizing $l_2$ error norm in optimization. In…

Information Theory · Computer Science 2020-02-19 Yicong He , Fei Wang , Yingsong Li , Jing Qin , Badong Chen

We consider adaptive system identification problems with convex constraints and propose a family of regularized Least-Mean-Square (LMS) algorithms. We show that with a properly selected regularization parameter the regularized LMS provably…

Methodology · Statistics 2010-12-24 Yilun Chen , Yuantao Gu , Alfred O. Hero

In this paper, we study the distributed adaptive estimation problem of continuous-time stochastic dynamic systems over sensor networks where each agent can only communicate with its local neighbors. A distributed least squares (LS)…

Systems and Control · Electrical Eng. & Systems 2023-09-07 Xinghua Zhu , Zhixin Liu

Many data dissemination and publish-subscribe systems that guarantee the privacy and authenticity of the participants rely on symmetric key cryptography. An important problem in such a system is to maintain the shared group key as the group…

Data Structures and Algorithms · Computer Science 2009-04-28 Agnes Chan , Rajmohan Rajaraman , Zhifeng Sun , Feng Zhu

We study the problem of high-dimensional sparse mean estimation in the presence of an $\epsilon$-fraction of adversarial outliers. Prior work obtained sample and computationally efficient algorithms for this task for identity-covariance…

Data Structures and Algorithms · Computer Science 2024-07-08 Ilias Diakonikolas , Daniel M. Kane , Sushrut Karmalkar , Ankit Pensia , Thanasis Pittas

The problem of time series approximation by series of finite rank is considered from the viewpoint of signal extraction. For signal estimation, a weighted least-squares method is applied to the trajectory matrix of the considered time…

Methodology · Statistics 2016-09-29 Nikita Zvonarev , Nina Golyandina

Synchronization and localization are critical challenges for the coherent functioning of a wireless network, which are conventionally solved independently. Recently, various estimators have been proposed for pairwise synchronization between…

Applications · Statistics 2015-04-15 Raj Thilak Rajan , Alle-Jan van der Veen

The paper is devoted to the solution of a weighted nonlinear least-squares problem for low-rank signal estimation, which is related to Hankel structured low-rank approximation problems. A modified weighted Gauss-Newton method, which uses…

Numerical Analysis · Mathematics 2020-12-01 N. Zvonarev , N. Golyandina

Motivated by a series of applications in data integration, language translation, bioinformatics, and computer vision, we consider spherical regression with two sets of unit-length vectors when the data are corrupted by a small fraction of…

Methodology · Statistics 2019-09-05 Xu Shi , Xiaoou Li , Tianxi Cai

This paper introduces an iterative scheme for acoustic model inversion where the notion of proximity of two traces is not the usual least-squares distance, but instead involves registration as in image processing. Observed data are matched…

Optimization and Control · Mathematics 2013-04-22 Hyoungsu Baek , Henri Calandra , Laurent Demanet

The group synchronization problem involves estimating a collection of group elements from noisy measurements of their pairwise ratios. This task is a key component in many computational problems, including the molecular reconstruction…

Signal Processing · Electrical Eng. & Systems 2022-12-09 Noam Janco , Tamir Bendory

We propose fast and communication-efficient optimization algorithms for multi-robot rotation averaging and translation estimation problems that arise from collaborative simultaneous localization and mapping (SLAM), structure-from-motion…

Robotics · Computer Science 2023-08-17 Yulun Tian , Jonathan P. How

The objective of this work is to establish an upper bound for the almost sure convergence rate for a class of push-sum algorithms. The current work extends the methods and results of the authors on a similar low-complexity bound on push-sum…

Probability · Mathematics 2025-07-23 Balázs Gerencsér , Miklós Kornyik

In this paper, we consider a general cooperative wireless sensor network (WSN) with multiple hops and the problem of channel estimation. Two matrix-based set-membership algorithms are developed for the estimation of the complex matrix…

Information Theory · Computer Science 2013-03-18 T. Wang , R. C. de Lamare , P. D. Mitchell

Power system state estimation is heavily subjected to measurement error, which comes from the noise of measuring instruments, communication noise, and some unclear randomness. Traditional weighted least square (WLS), as the most universal…

Signal Processing · Electrical Eng. & Systems 2020-04-07 Haosen Yang , Robert C. Qiu , Lei Chu , Tiebin Mi , Xin Shi , Chaoyuan Mary Liu
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