A Comprehensive Approach to Universal Piecewise Nonlinear Regression Based on Trees

Cataloged from PDF version of article.In this paper, we investigate adaptive nonlinear regression and introduce tree based piecewise linear regression algorithms that are highly efficient and provide significantly improved performance with guaranteed upper bounds in an individual sequence manner. We use a tree notion in order to partition the space of regressors in a nested structure. The introduced algorithms adapt not only their regression functions but also the complete tree structure while achieving the performance of the “best” linear mixture of a doubly exponential number of partitions, with a computational complexity only polynomial in the number of nodes of the tree. While constructing these algorithms, we also avoid using any artificial “weighting” of models (with highly data dependent parameters) and, instead, directly minimize the final regression error, which is the ultimate performance goal. The introduced methods are generic such that they can readily incorporate different tree construction methods such as random trees in their framework and can use different regressor or partitioning functions as demonstrated in the paper

Robust Least Squares Methods Under Bounded Data Uncertainties

Cataloged from PDF version of article.We study the problem of estimating an unknown deterministic signal that is observed through an unknown deterministic data matrix under additive noise. In particular, we present a minimax optimization framework to the least squares problems, where the estimator has imperfect data matrix and output vector information. We define the performance of an estimator relative to the performance of the optimal least squares (LS) estimator tuned to the underlying unknown data matrix and output vector, which is defined as the regret of the estimator. We then introduce an efficient robust LS estimation approach that minimizes this regret for the worst possible data matrix and output vector, where we refrain from any structural assumptions on the data. We demonstrate that minimizing this worst-case regret can be cast as a semi-definite programming (SDP) problem. We then consider the regularized and structured LS problems and present novel robust estimation methods by demonstrating that these problems can also be cast as SDP problems. We illustrate the merits of the proposed algorithms with respect to the well-known alternatives in the literature through our simulations

Optimum Power Allocation for Average Power Constrained Jammers in the Presense of Non-Gaussian Noise

Cataloged from PDF version of article.We study the problem of determining the optimum power allocation policy for an average power constrained jammer operating over an arbitrary additive noise channel, where the aim is to minimize the detection probability of an instantaneously and fully adaptive receiver employing the Neyman-Pearson (NP) criterion. We show that the optimum jamming performance can be achieved via power randomization between at most two different power levels. We also provide sufficient conditions for the improvability and nonimprovability of the jamming performance via power randomization in comparison to a fixed power jamming scheme. Numerical examples are presented to illustrate theoretical results