The recursive least-squares (RLS) algorithm is one of the most well-known algorithms used in adaptive filtering, system identification and adaptive control. Its popularity is main...
Let {Sm} be an infinite sequence whose limit or antilimit S can be approximated very efficiently by applying a suitable extrapolation method E0 to {Sm}. Assume that the Sm and henc...
In this paper we propose and analyze a Stochastic-Collocation method to solve elliptic Partial Differential Equations with random coefficients and forcing terms (input data of the...
We study a class of generalized bundle methods for which the stabilizing term can be any closed convex function satisfying certain properties. This setting covers several algorithm...
We consider Bayesian analysis of data from multivariate linear regression models whose errors have a distribution that is a scale mixture of normals. Such models are used to analy...