Yingsong Li

Ying Li, Zhidi Lin, Yuhao Liu et al.

Random feature latent variable models (RFLVMs) represent the state-of-the-art in latent variable models, capable of handling non-Gaussian likelihoods and effectively uncovering patterns in high-dimensional data. However, their heavy reliance on Monte Carlo sampling results in scalability issues which makes it difficult to use these models for datasets with a massive number of observations. To scale up RFLVMs, we turn to the optimization-based variational Bayesian inference (VBI) algorithm which is known for its scalability compared to sampling-based methods. However, implementing VBI for RFLVMs poses challenges, such as the lack of explicit probability distribution functions (PDFs) for the Dirichlet process (DP) in the kernel learning component, and the incompatibility of existing VBI algorithms with RFLVMs. To address these issues, we introduce a stick-breaking construction for DP to obtain an explicit PDF and a novel VBI algorithm called ``block coordinate descent variational inference" (BCD-VI). This enables the development of a scalable version of RFLVMs, or in short, SRFLVM. Our proposed method shows scalability, computational efficiency, superior performance in generating informative latent representations and the ability of imputing missing data across various real-world datasets, outperforming state-of-the-art competitors.

Yi Yu, Tao Yang, Hongyang Chen et al.

In this paper, we propose and analyze the sparsity-aware sign subband adaptive filtering with individual weighting factors (S-IWF-SSAF) algorithm, and consider its application in acoustic echo cancellation (AEC). Furthermore, we design a joint optimization scheme of the step-size and the sparsity penalty parameter to enhance the S-IWF-SSAF performance in terms of convergence rate and steady-state error. A theoretical analysis shows that the S-IWF-SSAF algorithm outperforms the previous sign subband adaptive filtering with individual weighting factors (IWF-SSAF) algorithm in sparse scenarios. In particular, compared with the existing analysis on the IWF-SSAF algorithm, the proposed analysis does not require the assumptions of large number of subbands, long adaptive filter, and paraunitary analysis filter bank, and matches well the simulated results. Simulations in both system identification and AEC situations have demonstrated our theoretical analysis and the effectiveness of the proposed algorithms.

Badong Chen, Yuqing Xie, Zhuang Li et al.

In recent years, correntropy has been seccessfully applied to robust adaptive filtering to eliminate adverse effects of impulsive noises or outliers. Correntropy is generally defined as the expectation of a Gaussian kernel between two random variables. This definition is reasonable when the error between the two random variables is symmetrically distributed around zero. For the case of asymmetric error distribution, the symmetric Gaussian kernel is however inappropriate and cannot adapt to the error distribution well. To address this problem, in this brief we propose a new variant of correntropy, named asymmetric correntropy, which uses an asymmetric Gaussian model as the kernel function. In addition, a robust adaptive filtering algorithm based on asymmetric correntropy is developed and its steady-state convergence performance is analyzed. Simulations are provided to confirm the theoretical results and good performance of the proposed algorithm.