Title | ||
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A Stochastic Majorize-Minimize Subspace Algorithm for Online Penalized Least Squares Estimation |
Abstract | ||
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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 Chouzenoux | 1 | 202 | 26.37 |
Jean-Christophe Pesquet | 2 | 560 | 46.10 |