Now showing items 1-2 of 2

    • Iteratively Re-weighted Schemes for Non-smooth Optimization 

      He, Daiwei
      Iteratively Re-weighted Least Squares (IRLS) has long been used to solve both convex optimization problems, including l_1 regression and compressed sensing, as well as non-convex optimization problems, including l_p ...
    • Optimization Enabled Kalman Smoothing 

      Jonker, Jonathan
      Kalman smoothing has tremendous importance in a wide range of time series analysis applications. Classic algorithms use Gaussian assumptions to simplify estimation but optimization tools can be used to unlock more modeling ...