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Related papers: Minimax Concave Penalty Regularized Adaptive Syste…

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We propose a new penalized method for variable selection and estimation that explicitly incorporates the correlation patterns among predictors. This method is based on a combination of the minimax concave penalty and Laplacian quadratic…

Statistics Theory · Mathematics 2011-12-16 Jian Huang , Shuangge Ma , Hongzhe Li , Cun-Hui Zhang

The problem of estimating a random vector x from noisy linear measurements y = A x + w with unknown parameters on the distributions of x and w, which must also be learned, arises in a wide range of statistical learning and linear inverse…

Information Theory · Computer Science 2017-06-20 Alyson K. Fletcher , Mojtaba Sahraee-Ardakan , Philip Schniter , Sundeep Rangan

Many attempts took place to improve the adaptive filters that can also be useful to improve backpropagation (BP). Normalized least mean squares (NLMS) is one of the most successful algorithms derived from Least mean squares (LMS). However,…

Machine Learning · Computer Science 2021-01-05 Naeem Paeedeh , Kamaledin Ghiasi-Shirazi

The recursive least-squares (RLS) algorithm has well-documented merits for reducing complexity and storage requirements, when it comes to online estimation of stationary signals as well as for tracking slowly-varying nonstationary…

Networking and Internet Architecture · Computer Science 2013-10-01 Gonzalo Mateos , Georgios B. Giannakis

Distributed adaptive signal processing has attracted much attention in the recent decade owing to its effectiveness in many decentralized real-time applications in networked systems. Because many natural signals are highly sparse with most…

Optimization and Control · Mathematics 2017-11-22 Xuanyu Cao , K. J. Ray Liu

We introduce a novel optimization algorithm for image recovery under learned sparse and low-rank constraints, which we parameterize as weighted extensions of the $\ell_p^p$-vector and $\mathcal S_p^p$ Schatten-matrix quasi-norms for…

Computer Vision and Pattern Recognition · Computer Science 2023-04-21 Stamatios Lefkimmiatis , Iaroslav Koshelev

In this paper, we consider a recursive estimation problem for linear regression where the signal to be estimated admits a sparse representation and measurement samples are only sequentially available. We propose a convergent parallel…

Optimization and Control · Mathematics 2017-12-12 Yang Yang , Mengyi Zhang , Marius Pesavento , Daniel P. Palomar

We consider estimating a piecewise-constant image, or a gradient-sparse signal on a general graph, from noisy linear measurements. We propose and study an iterative algorithm to minimize a penalized least-squares objective, with a penalty…

Machine Learning · Statistics 2019-05-16 Sheng Xu , Zhou Fan

We consider a distributed learning setup where a sparse signal is estimated over a network. Our main interest is to save communication resource for information exchange over the network and reduce processing time. Each node of the network…

Machine Learning · Statistics 2018-04-03 Ahmed Zaki , Saikat Chatterjee , Partha P. Mitra , Lars K. Rasmussen

One-bit measurements widely exist in the real world, and they can be used to recover sparse signals. This task is known as the problem of learning halfspaces in learning theory and one-bit compressive sensing (1bit-CS) in signal processing.…

Machine Learning · Computer Science 2017-11-08 Xiaolin Huang , Ming Yan

Robust estimators for linear regression require non-convex objective functions to shield against adverse affects of outliers. This non-convexity brings challenges, particularly when combined with penalization in high-dimensional settings.…

Computation · Statistics 2025-08-08 David Kepplinger , Siqi Wei

In this paper, we present the convergence analysis of proportionate-type least mean square (Pt-LMS) algorithm that identifies the sparse system effectively and more suitable for real time VLSI applications. Both first and second order…

Systems and Control · Computer Science 2015-12-15 Vinay Chakravarthi Gogineni , Subrahmanyam Mula

The least trimmed squares (LTS) is a reasonable formulation of robust regression whereas it suffers from high computational cost due to the nonconvexity and nonsmoothness of its objective function. The most frequently used FAST-LTS…

Computation · Statistics 2024-10-08 Shotaro Yagishita

Recently, quaternion-valued signal processing has received more and more attention. In this paper, the quaternion-valued sparse system identification problem is studied for the first time and a zero-attracting quaternion-valued least mean…

Numerical Analysis · Mathematics 2014-06-24 Mengdi Jiang , Wei Liu , Yi Li

We introduce an iterative optimization scheme for convex objectives consisting of a linear loss and a non-separable penalty, based on the expectation-consistent approximation and the vector approximate message-passing (VAMP) algorithm.…

Machine Learning · Statistics 2018-09-18 Andre Manoel , Florent Krzakala , Gaël Varoquaux , Bertrand Thirion , Lenka Zdeborová

We consider the problem of adaptive Model Predictive Control (MPC) for uncertain linear-systems with additive disturbances and with state and input constraints. We present STT-MPC (Self-Tuning Tube-based Model Predictive Control), an online…

Systems and Control · Electrical Eng. & Systems 2023-10-10 Damianos Tranos , Alexandre Proutiere

This paper introduces a novel adaptive framework for processing dynamic flow signals over simplicial complexes, extending classical least-mean-squares (LMS) methods to high-order topological domains. Building on discrete Hodge theory, we…

Signal Processing · Electrical Eng. & Systems 2025-05-30 Lorenzo Marinucci , Claudio Battiloro , Paolo Di Lorenzo

To estimate multiple-input multiple-output (MIMO) channels, invariable step-size normalized least mean square (ISSNLMS) algorithm was applied to adaptive channel estimation (ACE). Since the MIMO channel is often described by sparse channel…

Information Theory · Computer Science 2014-07-24 Guan Gui , Li Xu , Lin Shan , Fumiyuki Adachi

This article proposes novel sparsity-aware space-time adaptive processing (SA-STAP) algorithms with $l_1$-norm regularization for airborne phased-array radar applications. The proposed SA-STAP algorithms suppose that a number of samples of…

Information Theory · Computer Science 2013-04-16 Z. Yang , R. C. de Lamare

Sparse reconstruction approaches using the re-weighted l1-penalty have been shown, both empirically and theoretically, to provide a significant improvement in recovering sparse signals in comparison to the l1-relaxation. However, numerical…

Machine Learning · Statistics 2013-12-06 Dmitry Malioutov , Aleksandr Aravkin