Kernelized LASSO (Least Absolute Selection and Shrinkage Operator) has been investigated in two separate recent papers (Gao et al., 2008) and (Wang et al., 2007). This paper is co...
In kernel methods, an interesting recent development seeks to learn a good kernel from empirical data automatically. In this paper, by regarding the transductive learning of the k...
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
We describe a novel inference algorithm for sparse Bayesian PCA with a zero-norm prior on the model parameters. Bayesian inference is very challenging in probabilistic models of t...
Abstract. Polytope Faces Pursuit (PFP) is a greedy algorithm that approximates the sparse solutions recovered by 1 regularised least-squares (Lasso) [4,10] in a similar vein to (Or...