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...
In this paper, we propose an acceleration technique of the adaptive filtering scheme called adaptive proximal forward-backward splitting method. For accelerating the convergence ...
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...
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...
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...