16 citations · 16 across the 3 of their papers we have counts for
3 papers
Low-rank MMSE filters, Kronecker-product representation, and regularization: a new perspective
Daniel Gomes de Pinho Zanco, Leszek Szczecinski, Jacob Benesty +1
In this work, we propose a method to efficiently find the regularization parameter for low-rank MMSE filters based on a Kronecker-product representation. We show that the regulariz…
A Unified Bayesian Perspective for Conventional and Robust Adaptive Filters
Leszek Szczecinski, Jacob Benesty, Eduardo Vinicius Kuhn
In this work, we present a new perspective on the origin and interpretation of adaptive filters. By applying Bayesian principles of recursive inference from the state-space model a…
Stochastic analysis of the Elo rating algorithm in round-robin tournaments
Daniel Gomes de Pinho Zanco, Leszek Szczecinski, Eduardo Vinicius Kuhn +1
The Elo algorithm, renowned for its simplicity, is widely used for rating in sports tournaments and other applications. However, despite its widespread use, a detailed understandin…