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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…
In this letter, we propose an algorithm for recovery of sparse and low rank components of matrices using an iterative method with adaptive thresholding. In each iteration, the low rank and sparse components are obtained using a thresholding…
Based on the methodological similarity between sparse signal reconstruction and system identification, a new approach for sparse signal reconstruction in compressive sensing (CS) is proposed in this paper. This approach employs a stochastic…
This paper proposes a sparse regression method that continuously interpolates between Forward Stepwise selection (FS) and the LASSO. When tuned appropriately, our solutions are much sparser than typical LASSO fits but, unlike FS fits,…
This work presents a new variation of the commonly used Least Mean Squares Algorithm (LMS) for the identification of sparse signals with an a-priori known sparsity using a hard threshold operator in every iteration. It examines some useful…
Broadband frequency-selective fading channels usually have the inherent sparse nature. By exploiting the sparsity, adaptive sparse channel estimation (ASCE) methods, e.g., reweighted L1-norm least mean square (RL1-LMS), could bring a…
The adaptive LASSO has been used for consistent variable selection in place of LASSO in the linear regression model. In this article, we propose a modified LARS algorithm to combine adaptive LASSO with some biased estimators, namely the…
Compressive sensing claims that the sparse signals can be reconstructed exactly from many fewer measurements than traditionally believed necessary. One of issues ensuring the successful compressive sensing is to deal with the…
Finding the sparset solution of an underdetermined system of linear equations $y=Ax$ has attracted considerable attention in recent years. Among a large number of algorithms, iterative thresholding algorithms are recognized as one of the…
Recovering a sparse signal from an undersampled set of random linear measurements is the main problem of interest in compressed sensing. In this paper, we consider the case where both the signal and the measurements are complex. We study…
For multiple index models, it has recently been shown that the sliced inverse regression (SIR) is consistent for estimating the sufficient dimension reduction (SDR) space if and only if $\rho=\lim\frac{p}{n}=0$, where $p$ is the dimension…
In this paper, we consider the problem of recovering an unknown sparse signal $\xv_0 \in \mathbb{R}^n$ from noisy linear measurements $\yv = \Hm \xv_0+ \zv \in \mathbb{R}^m$. A popular approach is to solve the $\ell_1$-norm regularized…
Modern variable selection procedures make use of penalization methods to execute simultaneous model selection and estimation. A popular method is the LASSO (least absolute shrinkage and selection operator), the use of which requires…
Optimization approaches based on operator splitting are becoming popular for solving sparsity regularized statistical machine learning models. While many have proposed fast algorithms to solve these problems for a single regularization…
Least mean square (LMS) type adaptive algorithms have attracted much attention due to their low computational complexity. In the scenarios of sparse channel estimation, zero-attracting LMS (ZA-LMS), reweighted ZA-LMS (RZA-LMS) and…
Iterative methods have led to better understanding and solving problems such as missing sampling, deconvolution, inverse systems, impulsive and Salt and Pepper noise removal problems. However, the challenges such as the speed of convergence…
This work has been submitted to the IEEE for possible publication. Copyright may be transferred without notice, after which this version may no longer be accessible. Numerous renowned algorithms for tackling the compressed sensing problem…
Inferring network structures remains an interesting question for its importance on the understanding and controlling collective dynamics of complex systems. The existing shrinking methods such as Lasso-type estimation can not suitably…
We introduce a novel scheme for choosing the regularization parameter in high-dimensional linear regression with Lasso. This scheme, inspired by Lepski's method for bandwidth selection in non-parametric regression, is equipped with both…
Traditionally, adaptive filters have been deployed to achieve AEC by estimating the acoustic echo response using algorithms such as the Normalized Least-Mean-Square (NLMS) algorithm. Several approaches have been proposed over recent years…