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ICASSP
2011
IEEE
14 years 3 months ago
Proportionate affine projection sign algorithms for sparse system identification in impulsive interference
Two proportionate af ne projection sign algorithms (APSAs) are proposed for system identi cation applications, such as network echo cancellation (NEC), where the impulse response ...
Zengli Yang, Yahong Rosa Zheng, Steven L. Grant
SIAMMAX
2011
141views more  SIAMMAX 2011»
14 years 2 months ago
Best Low Multilinear Rank Approximation of Higher-Order Tensors, Based on the Riemannian Trust-Region Scheme
Higher-order tensors are used in many application fields, such as statistics, signal processing, and scientific computing. Efficient and reliable algorithms for manipulating thes...
Mariya Ishteva, Pierre-Antoine Absil, Sabine Van H...
AAAI
2012
13 years 2 months ago
Generalized Sampling and Variance in Counterfactual Regret Minimization
In large extensive form games with imperfect information, Counterfactual Regret Minimization (CFR) is a popular, iterative algorithm for computing approximate Nash equilibria. Whi...
Richard G. Gibson, Marc Lanctot, Neil Burch, Duane...
SCL
2008
68views more  SCL 2008»
14 years 11 months ago
Nonuniform in time state estimation of dynamic systems
In this paper it is shown that, if a time-varying uncertain system is robustly completely detectable, then there exists an estimator for this system, i.e. the state vector of the ...
Iasson Karafyllis, Costas Kravaris
ORL
2007
83views more  ORL 2007»
14 years 11 months ago
Large deviations bounds for estimating conditional value-at-risk
In this paper, we prove an exponential rate of convergence result for a common estimator of conditional value-at-risk for bounded random variables. The bound on optimistic deviati...
David B. Brown