Related papers: Mean-square Analysis of the NLMS Algorithm

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In this work, we revisit the problem of estimating the mean and covariance of an unknown $d$-dimensional Gaussian distribution in the presence of an $\varepsilon$-fraction of adversarial outliers. The pioneering work of [DKK+16] gave a…

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Sequential Bayesian Filtering aims to estimate the current state distribution of a Hidden Markov Model, given the past observations. The problem is well-known to be intractable for most application domains, except in notable cases such as…