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CORR
2008
Springer
149views Education» more  CORR 2008»
13 years 9 months ago
Gaussian Belief Propagation for Solving Systems of Linear Equations: Theory and Application
The canonical problem of solving a system of linear equations arises in numerous contexts in information theory, communication theory, and related fields. In this contribution, we...
Ori Shental, Danny Bickson, Paul H. Siegel, Jack K...
ICASSP
2011
IEEE
13 years 19 days ago
Acceleration of adaptive proximal forward-backward splitting method and its application to sparse system identification
In this paper, we propose an acceleration technique of the adaptive filtering scheme called adaptive proximal forward-backward splitting method. For accelerating the convergence ...
Masao Yamagishi, Masahiro Yukawa, Isao Yamada
SIAMNUM
2010
126views more  SIAMNUM 2010»
13 years 3 months ago
Solving BSDE with Adaptive Control Variate
We present and analyze an algorithm to solve numerically BSDEs based on Picard's iterations and on a sequential control variate technique. Its convergence is geometric. Moreov...
Emmanuel Gobet, Céline Labart
ICASSP
2011
IEEE
13 years 18 days ago
Worst-case based robust adaptive beamforming for general-rank signal models using positive semi-definite covariance constraint
In this paper, we develop a new approach to the robust beamforming for general-rank signal models. Our method is based on the worst-case performance optimization using a semi-de n...
Haihua Chen, Alex B. Gershman
NIPS
2001
13 years 10 months ago
The Unified Propagation and Scaling Algorithm
In this paper we will show that a restricted class of constrained minimum divergence problems, named generalized inference problems, can be solved by approximating the KL divergen...
Yee Whye Teh, Max Welling