ICASSP
2011
IEEE
14 years 3 months ago
2011
IEEE
A great deal of interest has been paid to the estimation of time-varying autoregressive (TVAR) parameters. However, when the observations are disturbed by an additive white measur...
87
Voted
JMLR
2010
14 years 6 months ago
2010
Given a matrix M of low-rank, we consider the problem of reconstructing it from noisy observations of a small, random subset of its entries. The problem arises in a variety of app...