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On-line estimation plays an important role in process control and monitoring. Obtaining a theoretical solution to the simultaneous state-parameter estimation problem for non-linear stochastic systems involves solving complex…

Computation · Statistics 2013-07-15 Aditya Tulsyan , Biao Huang , R. Bhushan Gopaluni , J. Fraser Forbes

Estimation of multiple parameters in an unknown Hamiltonian is investigated. We present upper and lower bounds on the time required to complete the estimation within a prescribed tolerance $\delta$. The lower bound is given on the basis of…

Quantum Physics · Physics 2018-01-10 Naoto Kura , Masahito Ueda

Mathematical modelling has become an established tool for studying the dynamics of biological systems. Current applications range from building models that reproduce quantitative data to identifying systems with predefined qualitative…

Molecular Networks · Quantitative Biology 2018-02-07 Carsten Conradi , Elisenda Feliu , Maya Mincheva , Carsten Wiuf

We present an extension to the robust phase estimation protocol, which can identify incorrect results that would otherwise lie outside the expected statistical range. Robust phase estimation is increasingly a method of choice for…

Uncertainty quantification plays an important role in problems that involve inferring a parameter of an initial value problem from observations of the solution. Conrad et al.\ (\textit{Stat.\ Comput.}, 2017) proposed randomisation of…

Numerical Analysis · Mathematics 2022-03-01 Han Cheng Lie , Martin Stahn , T. J. Sullivan

It is known that the frame error rate of turbo codes on quasi-static fading channels can be accurately approximated using the convergence threshold of the corresponding iterative decoder. This paper considers quasi-static fading channels…

Information Theory · Computer Science 2022-03-08 Ioannis Chatzigeorgiou , Ian J. Wassell , Rolando Carrasco

This work introduces novel unconditionally stable operator splitting methods for solving the time dependent nonlinear Poisson-Boltzmann (NPB) equation for the electrostatic analysis of solvated biomolecules. In a pseudo-transient…

Numerical Analysis · Mathematics 2014-10-13 Leighton Wilson , Shan Zhao

When the target of statistical inference is chosen in a data-driven manner, the guarantees provided by classical theories vanish. We propose a solution to the problem of inference after selection by building on the framework of algorithmic…

Statistics Theory · Mathematics 2022-03-16 Tijana Zrnic , Michael I. Jordan

We consider the problem of learning error covariance matrices for robotic state estimation. The convergence of a state estimator to the correct belief over the robot state is dependent on the proper tuning of noise models. During inference,…

Robotics · Computer Science 2023-09-19 Mohamad Qadri , Zachary Manchester , Michael Kaess

We employ the variational formulation and the Euler-Lagrange equations to study the steady-state error in linear non-causal estimators (smoothers). We give a complete description of the steady-state error for inputs that are polynomial in…

Optimization and Control · Mathematics 2008-02-04 D. Ezri , B. Z. Bobrovsky , Z. Schuss

This article presents a general and novel approach to the automation of goal-oriented error control in the solution of nonlinear stationary finite element variational problems. The approach is based on automated linearization to obtain the…

Numerical Analysis · Mathematics 2012-05-01 Marie E. Rognes , Anders Logg

Robotic systems often use predictive uncertainty to decide whether to act autonomously or defer to a fallback policy. In threshold-gated autonomy, uncertainty matters mainly through its ability to rank likely errors. Standard metrics such…

Robotics · Computer Science 2026-05-19 Johannes A. Gaus , Jhon P. F. Charaja , Daniel Haeufle

Phase estimation is a quantum algorithm for measuring the eigenvalues of a Hamiltonian. We propose and rigorously analyse a randomized phase estimation algorithm with two distinctive features. First, our algorithm has complexity independent…

Quantum Physics · Physics 2022-08-09 Kianna Wan , Mario Berta , Earl T. Campbell

Thanks to the singularity of the solution of linear subdiffusion problems, most time-stepping methods on uniform meshes can result in $O(\tau)$ accuracy where $\tau$ denotes the time step. The present work aims to discover the reason why…

Numerical Analysis · Mathematics 2023-11-07 Baoli Yin , Yang Liu , Hong Li

Classical trust region methods were designed to solve problems in which function and gradient information are exact. This paper considers the case when there are bounded errors (or noise) in the above computations and proposes a simple…

Optimization and Control · Mathematics 2022-01-05 Shigeng Sun , Jorge Nocedal

We consider performing phase estimation under the following conditions: we are given only one copy of the input state, the input state does not have to be an eigenstate of the unitary, and the state must not be measured. Most quantum…

Quantum Physics · Physics 2022-12-13 Patrick Rall

This algorithm is designed to perform numerical transforms to convert data from the temporal domain into the spectral domain. This algorithm obtains the spectral magnitude and phase by studying the Coefficient of Determination of a series…

Optics · Physics 2026-05-20 Matthew David Marko

A formulation for evaluating the performance of quantum error correcting codes for a general error model is presented. In this formulation, the correlation between errors is quantified by a Hamiltonian description of the noise process. We…

Quantum Physics · Physics 2009-11-13 A. Shabani

An increasing body of research focuses on using neural networks to model time series. A common assumption in training neural networks via maximum likelihood estimation on time series is that the errors across time steps are uncorrelated.…

Machine Learning · Computer Science 2021-10-12 Fan-Keng Sun , Christopher I. Lang , Duane S. Boning

Motivated by the widespread use of temporal-difference (TD-) and Q-learning algorithms in reinforcement learning, this paper studies a class of biased stochastic approximation (SA) procedures under a mild "ergodic-like" assumption on the…

Machine Learning · Statistics 2020-09-02 Gang Wang , Bingcong Li , Georgios B. Giannakis