A survey of stochastic simulation and optimization methods in signal processing

M Pereyra, P Schniter, E Chouzenoux… - IEEE Journal of …, 2015 - ieeexplore.ieee.org
Modern signal processing (SP) methods rely very heavily on probability and statistics to
solve challenging SP problems. SP methods are now expected to deal with ever more …

Proximal normalized subband adaptive filtering for acoustic echo cancellation

G Guo, Y Yu, RC de Lamare, Z Zheng… - … /ACM Transactions on …, 2021 - ieeexplore.ieee.org
In this paper, we propose a novel normalized subband adaptive filter algorithm suited for
sparse scenarios, which combines the proportionate and sparsity-aware mechanisms. The …

Online composite optimization with time-varying regularizers

R Hou, X Li, Y Shi - Journal of the Franklin Institute, 2024 - Elsevier
This paper investigates online composite optimization in dynamic environments, where each
objective or loss function contains a time-varying nondifferentiable regularizer. To resolve it …

Stochastic forward-backward and primal-dual approximation algorithms with application to online image restoration

PL Combettes, JC Pesquet - 2016 24th European Signal …, 2016 - ieeexplore.ieee.org
Stochastic approximation techniques have been used in various contexts in data science.
We propose a stochastic version of the forward-backward algorithm for minimizing the sum …

Online dictionary learning from big data using accelerated stochastic approximation algorithms

K Slavakis, GB Giannakis - 2014 IEEE International …, 2014 - ieeexplore.ieee.org
Applications involving large-scale dictionary learning tasks motivate well online optimization
algorithms for generally non-convex and non-smooth problems. In this big data context, the …

Sparsity-aware adaptive filters based on ℓp-norm inspired soft-thresholding technique

M Yukawa, Y Tawara, M Yamagishi… - … Symposium on Circuits …, 2012 - ieeexplore.ieee.org
We propose a novel sparsity-aware adaptive filtering algorithm based on iterative use of
weighted soft-thresholding. The weights are determined based on a rough local …

Dynamic Regret for Online Composite Optimization

R Hou, X Li, Y Shi - arXiv preprint arXiv:2303.12989, 2023 - arxiv.org
This paper investigates online composite optimization in dynamic environments, where each
objective or loss function contains a time-varying nondifferentiable regularizer. To resolve it …

A proximal splitting approach to regularized distributed adaptive estimation in diffusion networks

WM Wee, I Yamada - 2013 IEEE International Conference on …, 2013 - ieeexplore.ieee.org
We propose a proximal splitting approach to regularized distributed estimation over
networks employing diffusion adaptation strategies. Playing a central role in the proposed …

A sparse system identification by using adaptively-weighted total variation via a primal-dual splitting approach

S Ono, M Yamagishi, I Yamada - 2013 IEEE International …, 2013 - ieeexplore.ieee.org
Observing that sparse systems are almost smooth, we propose to utilize the newly-
introduced adaptively-weighted total variation (AWTV) for sparse system identification. In our …

Adaptive proximal forward-backward splitting for sparse system identification under impulsive noise

T Yamamoto, M Yamagishi… - 2012 Proceedings of the …, 2012 - ieeexplore.ieee.org
In this paper, we propose a robust sparsity-aware adaptive filtering algorithm under
impulsive noise environment, by using the Huber loss function in the frame of adaptive …