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Support vector machine (SVM) has proved to be a successful approach for machine learning. Two typical SVM models are the L1-loss model for support vector classification (SVC) and $\epsilon$-L1-loss model for support vector regression (SVR).…

Optimization and Control · Mathematics 2020-03-09 Yinqiao Yan , Qingna Li

We analyze the computational complexity of Quantum Sparse Support Vector Machine, a linear classifier that minimizes the hinge loss and the $L_1$ norm of the feature weights vector and relies on a quantum linear programming solver instead…

Machine Learning · Computer Science 2022-04-26 Seyran Saeedi , Tom Arodz

In recent years, large language models (LLMs) have driven advances in natural language processing. Still, their growing scale has increased the computational burden, necessitating a balance between efficiency and performance. Low-rank…

Computation and Language · Computer Science 2025-02-25 Yixin Ji , Yang Xiang , Juntao Li , Qingrong Xia , Zi Ye , Xinyu Duan , Zhefeng Wang , Kehai Chen , Min Zhang

The Kalman filter is the most powerful tool for estimation of the states of a linear Gaussian system. In addition, using this method, an expectation maximization algorithm can be used to estimate the parameters of the model. However, this…

Computation · Statistics 2020-06-01 Tsuyoshi Ishizone , Kazuyuki Nakamura

Support matrix machine (SMM) is a successful supervised classification model for matrix-type samples. Unlike support vector machines, it employs low-rank regularization on the regression matrix to effectively capture the intrinsic structure…

Optimization and Control · Mathematics 2024-12-12 Can Wu , Dong-Hui Li , Defeng Sun

This paper designs novel nonparametric Bellman mappings in reproducing kernel Hilbert spaces (RKHSs) for reinforcement learning (RL). The proposed mappings benefit from the rich approximating properties of RKHSs, adopt no assumptions on the…

Signal Processing · Electrical Eng. & Systems 2024-04-01 Yuki Akiyama , Minh Vu , Konstantinos Slavakis

State estimation in stochastic dynamical systems with noisy measurements is a challenge. While the Kalman filter is optimal for linear systems with independent Gaussian white noise, real-world conditions often deviate from these…

Signal Processing · Electrical Eng. & Systems 2025-09-12 Hassan Mortada , Cyril Falcon , Yanis Kahil , Mathéo Clavaud , Jean-Philippe Michel

We introduce a principal support vector machine (PSVM) approach that can be used for both linear and nonlinear sufficient dimension reduction. The basic idea is to divide the response variables into slices and use a modified form of support…

Statistics Theory · Mathematics 2012-03-14 Bing Li , Andreas Artemiou , Lexin Li

Over the last decade, both the neural network and kernel adaptive filter have successfully been used for nonlinear signal processing. However, they suffer from high computational cost caused by their complex/growing network structures. In…

Machine Learning · Statistics 2018-01-03 Jiashu Zhang , Sheng Zhang , Defang Li

Support vector machines (SVMs) are successful modeling and prediction tools with a variety of applications. Previous work has demonstrated the superiority of the SVMs in dealing with the high dimensional, low sample size problems. However,…

Optimization and Control · Mathematics 2021-02-04 Dunbiao Niu , Chengjing Wang , Peipei Tang , Qingsong Wang , Enbin Song

The support vector machine (SVM) is a popular machine learning classification method which produces a nonlinear decision boundary in a feature space by constructing linear boundaries in a transformed Hilbert space. It is well known that…

Quantum Physics · Physics 2017-10-31 Rupak Chatterjee , Ting Yu

We study the linear filtering problem for systems driven by continuous Gaussian processes with memory described by two parameters. The driving processes have the virtue that they possess stationary increments and simple semimartingale…

Probability · Mathematics 2007-05-23 Akihiko Inoue , Yumiharu Nakano , Vo Van Anh

We consider the problem of performing Bayesian inference for logistic regression using appropriate extensions of the ensemble Kalman filter. Two interacting particle systems are proposed that sample from an approximate posterior and prove…

Machine Learning · Statistics 2024-07-02 Diksha Bhandari , Jakiw Pidstrigach , Sebastian Reich

For solving linear inverse problems, particularly of the type that appears in tomographic imaging and compressive sensing, this paper develops two new approaches. The first approach is an iterative algorithm that minimizes a regularized…

Signal Processing · Electrical Eng. & Systems 2023-11-30 Carter Lyons , Raghu G. Raj , Margaret Cheney

Improvement of statistical learning models in order to increase efficiency in solving classification or regression problems is still a goal pursued by the scientific community. In this way, the support vector machine model is one of the…

Machine Learning · Statistics 2019-11-22 Anderson Ara , Mateus Maia , Samuel Macêdo , Francisco Louzada

In this work, we present a new perspective on the origin and interpretation of adaptive filters. By applying Bayesian principles of recursive inference from the state-space model and using a series of simplifications regarding the structure…

Information Retrieval · Computer Science 2025-07-02 Leszek Szczecinski , Jacob Benesty , Eduardo Vinicius Kuhn

Support Vector Machines (SVMs) are among the most popular and the best performing classification algorithms. Various approaches have been proposed to reduce the high computation and memory cost when training and predicting based on…

Machine Learning · Computer Science 2020-07-24 Chen Jiang , Qingna Li

Recent advances in counter-adversarial systems have garnered significant research attention to inverse filtering from a Bayesian perspective. For example, interest in estimating the adversary's Kalman filter tracked estimate with the…

Optimization and Control · Mathematics 2023-08-15 Himali Singh , Arpan Chattopadhyay , Kumar Vijay Mishra

In this study, we consider the numerical solution of large systems of linear equations obtained from the stochastic Galerkin formulation of stochastic partial differential equations. We propose an iterative algorithm that exploits the…

Numerical Analysis · Mathematics 2016-05-18 Kookjin Lee , Howard C. Elman

We present a theory-first framework that interprets inference-time adaptation in large language models (LLMs) as online Bayesian state estimation. Rather than modeling rapid adaptation as implicit optimization or meta-learning, we formulate…

Machine Learning · Computer Science 2026-01-13 Andrew Kiruluta