163 citations · 704 across the 74 of their papers we have counts for
10 papers · 2 filters
Outlier robust system identification: a Bayesian kernel-based approach
Giulio Bottegal, Aleksandr Y. Aravkin, Hakan Hjalmarsson +1
In this paper, we propose an outlier-robust regularized kernel-based method for linear system identification. The unknown impulse response is modeled as a zero-mean Gaussian proces…
Iterative Log Thresholding
Dmitry Malioutov, Aleksandr Aravkin
Sparse reconstruction approaches using the re-weighted l1-penalty have been shown, both empirically and theoretically, to provide a significant improvement in recovering sparse sig…
Generalized system identification with stable spline kernels
Aleksandr Y. Aravkin, James V. Burke, Gianluigi Pillonetto
Regularized least-squares approaches have been successfully applied to linear system identification. Recent approaches use quadratic penalty terms on the unknown impulse response d…
Semistochastic Quadratic Bound Methods
Aleksandr Y. Aravkin, Anna Choromanska, Tony Jebara +1
Partition functions arise in a variety of settings, including conditional random fields, logistic regression, and latent gaussian models. In this paper, we consider semistochastic…
Fast Dual Variational Inference for Non-Conjugate LGMs
Mohammad Emtiyaz Khan, Aleksandr Y. Aravkin, Michael P. Friedlander +1
Latent Gaussian models (LGMs) are widely used in statistics and machine learning. Bayesian inference in non-conjugate LGMs is difficult due to intractable integrals involving the G…
Linear system identification using stable spline kernels and PLQ penalties
Aleksandr Y. Aravkin, James V. Burke, Gianluigi Pillonetto
The classical approach to linear system identification is given by parametric Prediction Error Methods (PEM). In this context, model complexity is often unknown so that a model ord…