This paper presents a novel time-adaptive estimation technique by revisiting the classical Wiener-Hopf equation. Any convex and not necessarily differentiable function can be used...
The batch least-absolute shrinkage and selection operator (Lasso) has well-documented merits for estimating sparse signals of interest emerging in various applications, where obse...
In this work a new online learning algorithm that uses automatic relevance determination (ARD) is proposed for fast adaptive nonlinear filtering. A sequential decision rule for i...
Thomas Buchgraber, Dmitriy Shutin, H. Vincent Poor