Kernel mean embeddings, a widely used technique in machine learning, map probability distributions to elements of a reproducing kernel Hilbert space (RKHS). For supervised learning problems, where input-output pairs are observed, the conditional distribution of outputs given the inputs is a key object. The input dependent conditional distribution of an output can be encoded with an RKHS valued function, the conditional kernel mean map. In this paper we present a new recursive algorithm to estimate the conditional kernel mean map in a Hilbert space valued $L_2$ space, that is in a Bochner space. We prove the weak and strong $L_2$ consistency of our recursive estimator under mild conditions. The idea is to generalize Stone's theorem for Hilbert space valued regression in a locally compact Polish space. We present new insights about conditional kernel mean embeddings and give strong asymptotic bounds regarding the convergence of the proposed recursive method. Finally, the results are demonstrated on three application domains: for inputs coming from Euclidean spaces, Riemannian manifolds and locally compact subsets of function spaces.

What is normal for a machine (or the System under observation) is environment-dependent and ever-changing in real life!

We introduce a recursive algorithm for performing compressed sensing on streaming data. The approach consists of a) recursive encoding, where we sample the input stream via overlapping windowing and make use of the previous measurement in obtaining the next one, and b) recursive decoding, where the signal estimate from the previous window is utilized in order to achieve faster convergence in an iterative optimization scheme applied to decode the new one. To remove estimation bias, a two-step estimation procedure is proposed comprising support set detection and signal amplitude estimation. Estimation accuracy is enhanced by a non-linear voting method and averaging estimates over multiple windows. We analyze the computational complexity and estimation error, and show that the normalized error variance asymptotically goes to zero for sublinear sparsity. Our simulation results show speed up of an order of magnitude over traditional CS, while obtaining significantly lower reconstruction error under mild conditions on the signal magnitudes and the noise level.

In this paper, recursive estimation algorithms for dynamic modular networks are developed. The models are based on Gaussian RBF networks and the gating network is considered in two stages: At first, it is simply a time-varying scalar and in the second, it is based on the state, as in the mixture of local experts scheme. The resulting algorithm uses Kalman filter estimation for the model estimation and the gating probability estimation. Both, 'hard' and'soft' competition based estimation schemes are developed where in the former, the most probable network is adapted and in the latter all networks are adapted by appropriate weighting of the data. 1 INTRODUCTION The problem of learning multiple modes in a complex nonlinear system is increasingly being studied by various researchers [2, 3, 4, 5, 6], The use of a mixture of local experts [5, 6], and a conditional mixture density network [3] have been developed to model various modes of a system. The development has mainly been on model estimation from a given set of block data, with the model likelihood dependent on the input to the networks.

In this paper, recursive estimation algorithms for dynamic modular networks are developed. The models are based on Gaussian RBF networks and the gating network is considered in two stages: At first, it is simply a time-varying scalar and in the second, it is based on the state, as in the mixture of local experts scheme. The resulting algorithm uses Kalman filter estimation for the model estimation and the gating probability estimation. Both, 'hard' and'soft' competition based estimation schemes are developed where in the former, the most probable network is adapted and in the latter all networks are adapted by appropriate weighting of the data. 1 INTRODUCTION The problem of learning multiple modes in a complex nonlinear system is increasingly being studied by various researchers [2, 3, 4, 5, 6], The use of a mixture of local experts [5, 6], and a conditional mixture density network [3] have been developed to model various modes of a system. The development has mainly been on model estimation from a given set of block data, with the model likelihood dependent on the input to the networks.

'soft' competition based estimation schemes are developed where in