Aníbal R. Figueiras-Vidal

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Combination approaches provide an interesting way to improve adaptive filter performance. In this paper, we study the mean-square performance of a convex combination of two transversal filters. The individual filters are independently adapted using their own error signals, while the combination is adapted by means of a stochastic gradient algorithm in order(More)
We present a new sparse Gaussian Process (GP) model for regression. The key novel idea is to sparsify the spectral representation of the GP. This leads to a simple, practical algorithm for regression tasks. We compare the achievable trade-offs between predictive accuracy and computational requirements, and show that these are typically superior to existing(More)
Among all adaptive filtering algorithms, Widrow and Hoff’s Least Mean Square (LMS) has probably become the most popular because of its robustness, good tracking properties and simplicity. A drawback of LMS is that the step size implies a compromise between speed of convergence and final misadjustment. To combine different speed LMS filters serves to(More)
In this communication, we generalize the Support Vector Machines (SVM) for regression estimation and function approximation to multi-dimensional problems. We propose a multi-dimensional Support Vector Regressor (MSVR) that uses a cost function with a hyperspherical insensitive zone, capable of obtaining better predictions than using an SVM independently for(More)
Pattern classification has been successfully applied in many problem domains, such as biometric recognition, document classification or medical diagnosis. Missing or unknown data are a common drawback that pattern recognition techniques need to deal with when solving real-life classification tasks. Machine learning approaches and methods imported from(More)
For least mean-square (LMS) algorithm applications, it is important to improve the speed of convergence vs the residual error trade-off imposed by the selection of a certain value for the step size. In this paper, we propose to use a mixture approach, adaptively combining two independent LMS filters with large and small step sizes to obtain fast convergence(More)
Adaptive filtering schemes are subject to different tradeoffs regarding their steady-state misadjustment, speed of convergence, and tracking performance. To alleviate these compromises, a new approach has recently been proposed, in which two filters with complementary capabilities adaptively mix their outputs to get an overall filter of improved(More)
Missing data is a common drawback in many real-life pattern classification scenarios. One of the most popular solutions is missing data imputation by the K nearest neighbours ðKNNÞ algorithm. In this article, we propose a novel KNN imputation procedure using a feature-weighted distance metric based on mutual information (MI). This method provides a missing(More)
Nonlinear system identification based on support vector machines (SVM) has been usually addressed by means of the standard SVM regression (SVR), which can be seen as an implicit nonlinear autoregressive and moving average (ARMA) model in some reproducing kernel Hilbert space (RKHS). The proposal of this letter is twofold. First, the explicit consideration(More)