Title
A Stochastic Majorize-Minimize Subspace Algorithm for Online Penalized Least Squares Estimation
Abstract
Stochastic approximation techniques play an important role in solving many problems encountered in machine learning or adaptive signal processing. In these contexts, the statistics of the data are often unknown a priori or their direct computation is too intensive, and they have thus to be estimated online from the observed signals. For batch optimization of an objective function being the sum of ...
Year
DOI
Venue
2017
10.1109/TSP.2017.2709265
IEEE Transactions on Signal Processing
Keywords
DocType
Volume
Signal processing algorithms,Convergence,Context,Approximation algorithms,Optimization,Algorithm design and analysis,Stochastic processes
Journal
65
Issue
ISSN
Citations 
18
1053-587X
6
PageRank 
References 
Authors
0.46
35
2
Name
Order
Citations
PageRank
Emilie Chouzenoux120226.37
Jean-Christophe Pesquet256046.10