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Gibbs/Metropolis algorithms on a convex polytope。
Given a sample covariance matrix, we examine the problem of maximizing the variance explained by a linear combination of the input variables while constraining the number of nonzero coefficients in th...
The classical Heron problem states: \emph{on a given straight line in the plane, find a point $C$ such that the sum of the distances from $C$ to the given points $A$ and $B$ is minimal}. This problem ...
A new framework for nonlinear system identification is presented in terms of optimal fitting of stable nonlinear state space equations to input/output/state data, with a performance objective defined ...
This paper develops a general framework for solving a variety of convex cone problems that frequently arise in signal processing, machine learning, statistics, and other elds. The approach works as ...
For a sequence in $\mathbb{L}^0_+$, we provide simple necessary and sufficient conditions to ensure that each sequence of its forward convex combinations converges to the same limit. These conditions ...

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