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SIAMNUM
2010
126views more  SIAMNUM 2010»
15 years 1 months ago
Solving BSDE with Adaptive Control Variate
We present and analyze an algorithm to solve numerically BSDEs based on Picard's iterations and on a sequential control variate technique. Its convergence is geometric. Moreov...
Emmanuel Gobet, Céline Labart
TSP
2010
15 years 1 months ago
Timing estimation and resynchronization for amplify-and- forward communication systems
Abstract--This paper proposes a general framework to effectively estimate the unknown timing and channel parameters, as well as design efficient timing resynchronization algorithms...
Xiao Li, Chengwen Xing, Yik-Chung Wu, S. C. Chan
ICASSP
2011
IEEE
14 years 10 months ago
A reweighted least squares algorithm for detection of QAM signaling in MIMO channels
This paper proposes a reweighted least squares algorithm for quadrature amplitude modulation (QAM) detector in multiple-input multiple-output (MIMO) channels. Although the QAM det...
Katsumi Konishi, Toshihiro Furukawa
ICASSP
2011
IEEE
14 years 10 months ago
An ALPS view of sparse recovery
We provide two compressive sensing (CS) recovery algorithms based on iterative hard-thresholding. The algorithms, collectively dubbed as algebraic pursuits (ALPS), exploit the res...
Volkan Cevher
CORR
2010
Springer
159views Education» more  CORR 2010»
15 years 6 months ago
Outlier Detection Using Nonconvex Penalized Regression
This paper studies the outlier detection problem from the point of view of penalized regressions. Our regression model adds one mean shift parameter for each of the n data points....
Yiyuan She, Art B. Owen