We are concerned with the problem of sequential prediction using a givenhypothesis class of continuously-manyprediction strategies. An eectiveperformance measure is the minimax re...
Abstract--This paper investigates the impulse response estimation of linear time-invariant (LTI) systems when only noisy finitelength input-output data of the system is available. ...
We study the convergence properties of an alternating proximal minimization algorithm for nonconvex structured functions of the type: L(x, y) = f(x)+Q(x, y)+g(y), where f : Rn → ...