274 citations · 408 across the 10 of their papers we have counts for
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stat.ME2010★ 83 cited
Regularized Least-Mean-Square Algorithms
Yilun Chen, Yuantao Gu, Alfred O. Hero
We consider adaptive system identification problems with convex constraints and propose a family of regularized Least-Mean-Square (LMS) algorithms. We show that with a properly sel…
stat.ME2010★ 274 cited
Robust Shrinkage Estimation of High-dimensional Covariance Matrices
Yilun Chen, Ami Wiesel, Alfred O. Hero
We address high dimensional covariance estimation for elliptical distributed samples, which are also known as spherically invariant random vectors (SIRV) or compound-Gaussian proce…