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The process of dynamic state estimation (filtering) based on point process observations is in general intractable. Numerical sampling techniques are often practically useful, but lead to limited conceptual insight about optimal…

Machine Learning · Statistics 2016-09-13 Yuval Harel , Ron Meir , Manfred Opper

In this work, a new Bayesian framework for OFDM channel estimation is proposed. Using Jaynes' maximum entropy principle to derive prior information, we successively tackle the situations when only the channel delay spread is a priori known,…

Information Theory · Computer Science 2008-11-06 Romain Couillet , Merouane Debbah

Differentiable particle filters are an emerging class of particle filtering methods that use neural networks to construct and learn parametric state-space models. In real-world applications, both the state dynamics and measurements can…

Signal Processing · Electrical Eng. & Systems 2023-05-04 Wenhan Li , Xiongjie Chen , Wenwu Wang , Víctor Elvira , Yunpeng Li

This paper studies a nonlinear filtering problem over an infinite time interval. The signal to be estimated is driven by a stochastic partial differential equation involves unknown parameters. Based on discrete observation, strongly…

Statistics Theory · Mathematics 2021-07-12 Qizhu Liang , Jie Xiong , Xingqiu Zhao

Particle filters are a powerful and flexible tool for performing inference on state-space models. They involve a collection of samples evolving over time through a combination of sampling and re-sampling steps. The re-sampling step is…

Computation · Statistics 2017-03-17 Deborshee Sen , Alexandre Thiery , Ajay Jasra

Learning large scale nonlinear ordinary differential equation (ODE) systems from data is known to be computationally and statistically challenging. We present a framework together with the adaptive integral matching (AIM) algorithm for…

Statistics Theory · Mathematics 2017-10-27 Frederik Vissing Mikkelsen , Niels Richard Hansen

We present a novel approach for the problem of frequency estimation in data streams that is based on optimization and machine learning. Contrary to state-of-the-art streaming frequency estimation algorithms, which heavily rely on random…

Data Structures and Algorithms · Computer Science 2022-07-19 Dimitris Bertsimas , Vassilis Digalakis

This paper proposes a novel global optimization algorithm, Particle Filter-Based Optimization (PFO), designed for a class of stochastic optimization problems in which the objective function lacks an analytical form and is subject to noisy…

Optimization and Control · Mathematics 2025-06-23 Mostafa Eslami , Maryam Babazadeh

Low-cost air quality sensors (LCS) provide a practical alternative to expensive regulatory-grade instruments, making dense urban monitoring networks possible. Yet their adoption is limited by calibration challenges, including sensor drift,…

Machine Learning · Computer Science 2026-04-24 Arindam Sengupta , Tony Bush , Ben Marner , Jose Miguel Pérez , Soledad Le Clainche

Unseen noise signal which is not considered in a model training process is difficult to anticipate and would lead to performance degradation. Various methods have been investigated to mitigate unseen noise. In our previous work, an…

Audio and Speech Processing · Electrical Eng. & Systems 2022-10-24 Donghyeon Kim , Gwantae Kim , Bokyeung Lee , Jeong-gi Kwak , David K. Han , Hanseok Ko

State estimation or filtering serves as a fundamental task to enable intelligent decision-making in applications such as autonomous vehicles, robotics, healthcare monitoring, smart grids, intelligent transportation, and predictive…

Machine Learning · Computer Science 2025-06-16 Aamir Hussain Chughtai

Compressed Sensing algorithms often make use of the hard thresholding operator to pass from dense vectors to their best s-sparse approximations. However, the output of the hard thresholding operator does not depend on any information from a…

Numerical Analysis · Mathematics 2020-10-15 Jonathan Ashbrock

We introduce a probabilistic approach to the LMS filter. By means of an efficient approximation, this approach provides an adaptable step-size LMS algorithm together with a measure of uncertainty about the estimation. In addition, the…

Machine Learning · Statistics 2016-04-11 Jesus Fernandez-Bes , Víctor Elvira , Steven Van Vaerenbergh

Deploying tiny object perception on edge platforms is challenging because practical systems must satisfy both strict compute budgets and end-to-end latency constraints. A common strategy is to first select a small number of candidate…

Computer Vision and Pattern Recognition · Computer Science 2026-04-29 Xiong Zhouzhi , Zimo Zeng , Yi Chen , Shuqi Xu , Yunfeng Yan , Donglian Qi

In this paper, a new nonlinear identification framework is proposed to address the issue of off-line computation of moving-horizon observer estimate. The proposed structure merges the advantages of nonlinear approximators with the efficient…

Systems and Control · Computer Science 2016-11-17 Mazen Alamir

We study the intrinsic limitations of sequential convex optimization through the lens of feedback information theory. In the oracle model of optimization, an algorithm queries an {\em oracle} for noisy information about the unknown…

Information Theory · Computer Science 2011-09-12 Maxim Raginsky , Alexander Rakhlin

Recently proposed orthogonal time frequency space (OTFS) modulation has been considered as a promising candidate for accommodating various emerging communication and sensing applications in high-mobility environments. In this paper, we…

Information Theory · Computer Science 2021-01-12 Shuangyang Li , Weijie Yuan , Zhiqiang Wei , Jinhong Yuan

Many real-life optimization problems frequently contain one or more constraints or objectives for which there are no explicit formulas. If data is however available, these data can be used to learn the constraints. The benefits of this…

Machine Learning · Computer Science 2022-09-23 Adejuyigbe Fajemisin , Donato Maragno , Dick den Hertog

With the aggressive scaling of VLSI technology, the explosion of layout patterns creates a critical bottleneck for DFM applications like OPC. Pattern clustering is essential to reduce data complexity, yet existing methods struggle with…

Hardware Architecture · Computer Science 2025-12-16 Shuo Liu

Time delay estimation has long been an active area of research. In this work, we show that compressive sensing with interpolation may be used to achieve good estimation precision while lowering the sampling frequency. We propose an…

Information Theory · Computer Science 2013-06-12 Karsten Fyhn , Marco F. Duarte , Søren Holdt Jensen
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