相关论文: System Identification Using Reweighted Zero Attrac…

We consider estimation of a deterministic unknown parameter vector in a linear model with non-Gaussian noise. In the Gaussian case, dimensionality reduction via a linear matched filter provides a simple low dimensional sufficient statistic…

In many application of noise cancellation, the changes in signal characteristics could be quite fast. This requires the utilization of adaptive algorithms, which converge rapidly. Least Mean Squares (LMS) and Normalized Least Mean Squares…

The classical iteratively reweighted least-squares (IRLS) algorithm aims to recover an unknown signal from linear measurements by performing a sequence of weighted least squares problems, where the weights are recursively updated at each…

It is now well understood that (1) it is possible to reconstruct sparse signals exactly from what appear to be highly incomplete sets of linear measurements and (2) that this can be done by constrained L1 minimization. In this paper, we…

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…

The paper addresses the problem of low-rank trace norm minimization. We propose an algorithm that alternates between fixed-rank optimization and rank-one updates. The fixed-rank optimization is characterized by an efficient factorization…

In many application of noise cancellation, the changes in signal characteristics could be quite fast. This requires the utilization of adaptive algorithms, which converge rapidly. Least Mean Squares (LMS) adaptive filters have been used in…

We study the problem of identifying the dynamics of a linear system when one has access to samples generated by a similar (but not identical) system, in addition to data from the true system. We use a weighted least squares approach and…

The success of nonlinear noise reduction applied to a single channel recording of human voice is measured in terms of the recognition rate of a commercial speech recognition program in comparison to the optimal linear filter. The overall…

We consider a setting, where the output of a linear dynamical system (LDS) is, with an unknown but fixed probability, replaced by noise. There, we present a robust method for the prediction of the outputs of the LDS and identification of…

We present a randomized Kaczmarz method for linear discriminant analysis (rkLDA), an iterative randomized approach to binary-class Gaussian model linear discriminant analysis (LDA) for very large data. We harness a least squares formulation…

We propose a novel mechanism for real-time (human-in-the-loop) feedback focused on false positive reduction to enhance anomaly detection models. It was designed for the lightweight deployment of a behavioral network anomaly detection model.…

We consider the problem of estimating the state transition matrix of a linear time-invariant (LTI) system, given access to multiple independent trajectories sampled from the system. Several recent papers have conducted a non-asymptotic…

Traditional reconstruction-based methods have struggled to achieve competitive performance in anomaly detection. In this paper, we introduce Denoising Diffusion Anomaly Detection (DDAD), a novel denoising process for image reconstruction…

We propose a federated averaging Langevin algorithm (FA-LD) for uncertainty quantification and mean predictions with distributed clients. In particular, we generalize beyond normal posterior distributions and consider a general class of…

High false-positive rate is a long-standing challenge for anomaly detection algorithms, especially in high-stake applications. To identify the true anomalies, in practice, analysts or domain experts will be employed to investigate the top…

In the classic sparsity-driven problems, the fundamental L-1 penalty method has been shown to have good performance in reconstructing signals for a wide range of problems. However this performance relies on a good choice of penalty weight…

In this paper, we propose two novel p-norm penalty least mean square (Lp-LMS) algorithms as supplements of the conventional Lp-LMS algorithm established for sparse adaptive filtering recently. A gradient comparator is employed to…

Motivated by the observation that a given signal $\boldsymbol{x}$ admits sparse representations in multiple dictionaries $\boldsymbol{\Psi}_d$ but with varying levels of sparsity across dictionaries, we propose two new algorithms for the…

Nonlinear sparse sensing (NSS) techniques have been adopted for realizing compressive sensing (CS) in many applications such as Radar imaging and sparse channel estimation. Unlike the NSS, in this paper, we propose an adaptive sparse…