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Extremum seeking (ES) optimization approach has been very popular due to its non-model based analysis and implementation. This approach has been mostly used with gradient based search algorithms. Since least squares (LS) algorithms are…

Systems and Control · Electrical Eng. & Systems 2020-03-10 Nursefa Zengin , Baris Fidan

Broadband frequency-selective fading channels usually have the inherent sparse nature. By exploiting the sparsity, adaptive sparse channel estimation (ASCE) algorithms, e.g., least mean square with reweighted L1-norm constraint (LMS-RL1)…

Information Theory · Computer Science 2015-04-29 Guan Gui , Li Xu

We propose a new iteratively reweighted least squares (IRLS) algorithm for the recovery of a matrix $X \in \mathbb{C}^{d_1\times d_2}$ of rank $r \ll\min(d_1,d_2)$ from incomplete linear observations, solving a sequence of low complexity…

Numerical Analysis · Mathematics 2018-02-28 Christian Kümmerle , Juliane Sigl

This paper presents novel adaptive space-time reduced-rank interference suppression least squares algorithms based on joint iterative optimization of parameter vectors. The proposed space-time reduced-rank scheme consists of a joint…

Information Theory · Computer Science 2013-01-15 Rodrigo C. de Lamare , Raimundo Sampaio-Neto

In this paper, we propose a sparse least squares (SLS) optimization model for solving multilinear equations, in which the sparsity constraint on the solutions can effectively reduce storage and computation costs. By employing variational…

Optimization and Control · Mathematics 2023-10-10 Xin Li , Ziyan Luo , Yang Chen

The Broad Learning System (BLS) has gained significant attention for its computational efficiency and less network parameters compared to deep learning structures. However, the standard BLS relies on the pseudoinverse solution, which…

Systems and Control · Electrical Eng. & Systems 2025-11-25 Zijing Li

We propose a version of least-mean-square (LMS) algorithm for sparse system identification. Our algorithm called online linearized Bregman iteration (OLBI) is derived from minimizing the cumulative prediction error squared along with an…

Information Theory · Computer Science 2012-10-03 Tao Hu , Dmitri B. Chklovskii

Sparse structures are widely recognized and utilized in channel estimation. Two typical mechanisms, namely proportionate updating (PU) and zero-attracting (ZA) techniques, achieve better performance, but their computational complexity are…

Signal Processing · Electrical Eng. & Systems 2023-05-08 Zhen Qin

Iteratively reweighted least square (IRLS) is a popular approach to solve sparsity-enforcing regression problems in machine learning. State of the art approaches are more efficient but typically rely on specific coordinate pruning schemes.…

Machine Learning · Statistics 2022-10-03 Clarice Poon , Gabriel Peyré

Traditional recursive least square (RLS) adaptive filtering is widely used to estimate the impulse responses (IR) of an unknown system. Nevertheless, the RLS estimator shows poor performance when tracking rapidly time-varying systems. In…

Signal Processing · Electrical Eng. & Systems 2021-10-25 Mohammad Towliat , Zheng Guo , Leonard J. Cimini , Xiang-Gen Xia , Aijun Song

We study the problem of recovering sparse signals from compressed linear measurements. This problem, often referred to as sparse recovery or sparse reconstruction, has generated a great deal of interest in recent years. To recover the…

Methodology · Statistics 2016-01-01 Jian Wang , Ping Li

Partial Least Squares (PLS) methods have been heavily exploited to analyse the association between two blocs of data. These powerful approaches can be applied to data sets where the number of variables is greater than the number of…

Machine Learning · Statistics 2017-02-24 Pierre Lafaye de Micheaux , Benoit Liquet , Matthew Sutton

To exploit the sparsity of the considered system, the diffusion proportionate-type least mean square (PtLMS) algorithms assign different gains to each tap in the convergence stage while the diffusion sparsity-constrained LMS (ScLMS)…

Information Theory · Computer Science 2017-03-27 Zongsheng Zheng , Zhigang Liu

In this paper, a new family of proportionate normalized least mean square (PNLMS) adaptive algorithms that improve the performance of identifying block-sparse systems is proposed. The main proposed algorithm, called block-sparse PNLMS…

Information Theory · Computer Science 2015-12-01 Jianming Liu , Steven L. Grant

Partial least squares (PLS) regression combines dimensionality reduction and prediction using a latent variable model. Since partial least squares regression (PLS-R) does not require matrix inversion or diagonalization, it can be applied to…

Methodology · Statistics 2014-08-05 Tzu-Yu Liu , Laura Trinchera , Arthur Tenenhaus , Dennis Wei , Alfred O. Hero

We study the sparse entropy-regularized reinforcement learning (ERL) problem in which the entropy term is a special form of the Tsallis entropy. The optimal policy of this formulation is sparse, i.e.,~at each state, it has non-zero…

Artificial Intelligence · Computer Science 2018-02-13 Ofir Nachum , Yinlam Chow , Mohammad Ghavamzadeh

This paper studies regularized least square recovery of signals whose samples' prior distributions are nonidentical, e.g., signals with time-variant sparsity. For this model, Bayesian framework suggests to regularize the least squares term…

Information Theory · Computer Science 2018-05-31 Ali Bereyhi , Mohammad Ali Sedaghat , Ralf R. Müller

High-dimensional data common in genomics, proteomics, and chemometrics often contains complicated correlation structures. Recently, partial least squares (PLS) and Sparse PLS methods have gained attention in these areas as dimension…

Machine Learning · Statistics 2012-04-19 Genevera I. Allen , Christine Peterson , Marina Vannucci , Mirjana Maletic-Savatic

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

The classical sparse parameter identification methods are usually based on the iterative basis selection such as greedy algorithms, or the numerical optimization of regularized cost functions such as LASSO and Bayesian posterior probability…

Systems and Control · Electrical Eng. & Systems 2026-05-05 Yanxin Fu , Wenxiao Zhao