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We consider an adversarial Bayesian signal processing problem involving "us" and an "adversary". The adversary observes our state in noise; updates its posterior distribution of the state and then chooses an action based on this posterior.…

Signal Processing · Electrical Eng. & Systems 2020-02-19 Vikram Krishnamurthy , Muralidhar Rangaswamy

It is commonly required to detect change points in sequences of random variables. In the most difficult setting of this problem, change detection must be performed sequentially with new observations being constantly received over time.…

Methodology · Statistics 2015-05-08 Gordon J Ross

The sequential multiple testing problem is considered under two generalized error metrics. Under the first one, the probability of at least $k$ mistakes, of any kind, is controlled. Under the second, the probabilities of at least $k_1$…

Statistics Theory · Mathematics 2019-02-18 Yanglei Song , Georgios Fellouris

We propose a new approach to sequential testing which is an adaptive (on-line) extension of the (off-line) framework developed in [10]. It relies upon testing of pairs of hypotheses in the case where each hypothesis states that the vector…

Statistics Theory · Mathematics 2017-02-27 Anatoli Juditsky , Arkadi Nemirovski

This paper addresses a detection problem where several spatially distributed sensors independently observe a time-inhomogeneous stochastic process. The task is to decide between two hypotheses regarding the statistics of the observed…

Probability · Mathematics 2012-10-05 Chetan D. Pahlajani , Ioannis Poulakakis , Herbert G. Tanner

We consider the sequential experimental design problem in the predict-then-optimize paradigm. In this paradigm, the outputs of the prediction model are used as coefficient vectors in a downstream linear optimization problem. Traditional…

Machine Learning · Statistics 2026-02-06 Beichen Wan , Mo Liu , Paul Grigas , Zuo-Jun Max Shen

In many Phase II statistical process control (SPC) problems, the main concern is not whether a monitored process has ever changed, but whether it is currently operating at an acceptable level. This distinction is especially important when…

Computation · Statistics 2026-05-06 Gordon J. Ross

A two-terminal distributed binary hypothesis testing problem over a noisy channel is studied. The two terminals, called the observer and the decision maker, each has access to $n$ independent and identically distributed samples, denoted by…

Other Statistics · Statistics 2023-02-07 Sreejith Sreekumar , Deniz Gündüz

In many derivative-free optimization algorithms, a sufficient decrease condition decides whether to accept a trial step in each iteration. This condition typically requires that the potential objective function value decrease of the trial…

Optimization and Control · Mathematics 2025-09-19 Anjie Ding , Francesco Rinaldi , Luis Nunes Vicente

This paper gives a new solution to the output feedback H_2 model matching problem for a large class of delayed information sharing patterns. Existing methods for such problems typically reduce the decentralized problem to a centralized…

Systems and Control · Computer Science 2012-09-18 Andrew Lamperski , John C. Doyle

We consider a model of Bayesian observational learning in which a sequence of agents receives a private signal about an underlying binary state of the world. Each agent makes a decision based on its own signal and its observations of…

Machine Learning · Computer Science 2025-04-29 Shuo Wu , Pawan Poojary , Randall Berry

This paper studies the problem of designing sampled-data observers and observer-based, sampled-data, output feedback stabilizers for systems with both discrete and distributed, state and output time-delays. The obtained results can be…

Optimization and Control · Mathematics 2019-07-17 Tarek Ahmed-Ali , Iasson Karafyllis , Fouad Giri

Semantic communication aims to convey meaning rather than bit-perfect reproduction, representing a paradigm shift from traditional communication. This paper investigates distribution learning in semantic communication where receivers must…

Machine Learning · Computer Science 2025-08-15 Samer Lahoud , Kinda Khawam

We investigate the scenario where a perturbed nonlinear system transmits its output measurements to a remote observer via a packet-based communication network. The sensors are grouped into N nodes and each of these nodes decides when its…

Systems and Control · Electrical Eng. & Systems 2022-10-10 E. Petri , R. Postoyan , D. Astolfi , D. Nešić , W. P. M. H. Heemels

We formulate a model for intermittent communication that can capture bursty transmissions or a sporadically available channel, where in either case the receiver does not know a priori when the transmissions will occur. Focusing on the…

Information Theory · Computer Science 2017-03-20 Mostafa Khoshnevisan , J Nicholas Laneman

A crucial challenge in decentralized systems is state estimation in the presence of unknown inputs, particularly within heterogeneous sensor networks with dynamic topologies. While numerous consensus algorithms have been introduced, they…

Systems and Control · Electrical Eng. & Systems 2024-12-13 Zida Wu , Ankur Mehta

Online recommender systems often face long delays in receiving feedback, especially when optimizing for some long-term metrics. While mitigating the effects of delays in learning is well-understood in stationary environments, the problem…

Machine Learning · Statistics 2020-08-12 Claire Vernade , Andras Gyorgy , Timothy Mann

While the design of optimal peak-to-peak controllers/observers for linear systems is known to be a difficult problem, this problem becomes interestingly much easier in the context of interval observers because of the positive nature of the…

Optimization and Control · Mathematics 2016-08-01 Corentin Briat , Mustafa Khammash

This paper concerns the distributed observer for the descriptor linear system. Unlike centralized descriptor system observers, in the case of distributed observers, each agent either finds it difficult to independently eliminate impulses,…

Dynamical Systems · Mathematics 2025-01-08 Shuai Liu , Haotian Xu

A random sequence having two segments being the homogeneous Markov processes is registered. Each segment has his own transition probability law and the length of the segment is unknown and random. The transition probabilities of each…

Statistics Theory · Mathematics 2020-11-17 A. Ochman-Gozdek , W. Sarnowski , K. J. Szajowski
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