13 accepted papers
Hyperspectral image (HSI) deconvolution is a challenging ill-posed inverse problem, made difficult by the data's high dimensionality.We propose a parameter-parsimonious framework based on a low-rank Canonical Polyadic Decomposition (CPD) of the entire latent HSI $\mathbf{\mathcal{X}} \in \mathbb{R}^…
We propose a robust activity detection for grant free random access using greedy covariance-learning-based matching pursuit (RCL-MP) algorithm. The method incorporates a robust loss function into the Gaussian negative log-likelihood function, and uses matching pursuit framework for greedily selectin…
Robust hybrid beamforming for integrated sensing and communications (ISAC) system under bounded uncertainties in sensing reception is developed using algorithm unrolling technique. First, the robust hybrid beamforming design problem is formulated as an optimization problem that jointly maximizes the…
Expectation-Maximization (EM) algorithm is a widely used iterative algorithm for computing (local) maximum likelihood estimate (MLE). It can be used in an extensive range of problems, including the clustering of data based on the Gaussian mixture model (GMM). Numerical instability and convergence pr…
Recent investigations indicate that Sparse Bayesian Learning (SBL) is lacking in robustness. We derive a robust and sparse Direction of Arrival (DOA) estimation framework based on the assumption that the array data has a centered (zero-mean) complex elliptically symmetric (ES) distribution with fini…
With a change of signal notion to graph signal, new means of performing blind source separation (BSS) appear. Particularly, existing independent component analysis (ICA) methods exploit the non-Gaussianity of the signals or other types of prior information. For graph signals, such prior information…
A popular regularized (shrinkage) covariance estimator is the shrinkage sample covariance matrix (SCM) which shares the same set of eigenvectors as the SCM but shrinks its eigenvalues toward its grand mean. In this paper, a more general approach is considered in which the SCM is replaced by an M-est…
In this paper, we propose a new regularized (penalized) covariance matrix estimator which encourages grouping of the eigenvalues by penalizing large differences (gaps) between successive eigenvalues. This is referred to as fusing eigenvalues (eFusion). The proposed penalty function utilizes Tukey's…
Recovering a graph signal from samples is a central problem in graph signal processing. Least mean squares (LMS) method for graph signal estimation is computationally efficient adaptive method. In this paper, we introduce a technique to robustify LMS with respect to mismatches in the presumed graph…
We propose a modification of linear discriminant analysis, referred to as compressive regularized discriminant analysis (CRDA), for analysis of high-dimensional datasets. CRDA is especially designed for feature elimination purpose and can be used as gene selection method in microarray studies. CRDA…
The first step in any graph signal processing (GSP) task is to learn the graph signal representation, i.e., to capture the dependence structure of the data into an adjacency matrix. Indeed, the adjacency matrix is typically not known a priori and has to be learned. However, it is learned with errors…
The paper considers the problem of estimating the covariance matrices of multiple classes in a low sample support condition, where the data dimensionality is comparable to, or larger than, the sample sizes of the available data sets. In such conditions' a common approach is to shrink the class sampl…
In scaled lasso, the unknown regression coefficients and the scale parameter of the error distribution are estimated jointly. In lasso, the optimal penalty parameter is well-known to depend on the error scale, and it is therefore typically chosen using cross-validation. The main benefit of scaled la…