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math.OC2020
GraphEM: EM algorithm for blind Kalman filtering under graphical sparsity constraints
Émilie Chouzenoux, Víctor Elvira
Modeling and inference with multivariate sequences is central in a number of signal processing applications such as acoustics, social network analysis, biomedical, and finance, to…
math.OC2018
A probabilistic incremental proximal gradient method
Ömer Deniz Akyildiz, Émilie Chouzenoux, Víctor Elvira +1
In this paper, we propose a probabilistic optimization method, named probabilistic incremental proximal gradient (PIPG) method, by developing a probabilistic interpretation of the…