A Fast Tracking Algorithm for Generalized LARS/LASSO

A fast algorithm for subspace tracking

Fast estimation and tracking of the principal subspace of a sequence of random vectors is a classic problem, widely encountered in areas such as radar, sonar and speech processing, data compression, data filtering, parameter estimation, pattern recognition, neural analysis, wireless communications, to name just a few. Among the most robust algorithms for subspace tracking there are the so calle...

Fast frequency tracking algorithm for OFDM applications

Fast Algorithm for Mining Generalized Association Rules

In this paper, we present a new algorithm for mining generalized association rules. We develop the algorithm which scans database one time only and use Tidset to compute the support of generalized itemset faster. A tree structure called GIT-tree, an extension of IT-tree, is developed to store database for mining frequent itemsets from hierarchical database. Our algorithm is often faster than MM...

A Fast and Robust Point Tracking Algorithm

We present an algorithm that efficiently tracks a predefined set of landmark points in a time sequence of images. The algorithm iteratively optimizes the correspondences between the point measurements in the images, while allowing for spurious and missing point measurements. This trajectory based approach hypothesizes missing points by interpolation. Spurious measurements are either left out be...

A Parallelizable and Fast Algorithm for Very Large Generalized Eigenproblems

We discuss a novel iterative approach for the computation of a number of eigenvalues and eigenvectors of the generalized eigenproblem A x = ABx . Our method is based on a combination of the JacobiDavidson method and the QZ-method. For that reason we refer to the method as JDQZ. The effectiveness of the method is illustrated by a numerical example.