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An adaptive multiband spectrum sensing procedure is developed for fast and reliably locating multiple idle ones among a large number of channels. Through an iterative exploration process to reduce the number of candidate channels, the limited sampling budget can be focused on the more promising locations of the spectrum, resulting in significant performance improvement over the non-adaptive sensing approach. Two adaptive multi-channel sensing schemes are developed based on the energy detection and the non-parametric Komogorov-Smirnov (K-S) test, respectively. Simulation results are provided to demonstrate the effectiveness of the proposed adaptive procedure.