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The estimation of unknown values of parameters (or hidden variables, control variables) that characterise a physical system often relies on the comparison of measured data with synthetic data produced by some numerical simulator of the…

Machine Learning · Computer Science 2019-01-28 Xi Chen , Mike Hobson

Probabilistic programming has emerged as a powerful paradigm in statistics, applied science, and machine learning: by decoupling modelling from inference, it promises to allow modellers to directly reason about the processes generating…

Machine Learning · Statistics 2019-06-10 Maria I. Gorinova , Dave Moore , Matthew D. Hoffman

Programming a robot manipulator should be as intuitive as possible. To achieve that, the paradigm of teaching motion skills by providing few demonstrations has become widely popular in recent years. Probabilistic versions thereof take into…

Robotics · Computer Science 2023-12-07 Julian Richter , João Oliveira , Christian Scheurer , Jochen Steil , Niels Dehio

We introduce a double/debiased machine learning estimator for the impulse response function in settings where a time series of interest is subjected to multiple discrete treatments, assigned over time, which can have a causal effect on…

Econometrics · Economics 2025-12-17 Daniele Ballinari , Alexander Wehrli

An important class of dynamical systems with several practical applications is linear systems with quadratic outputs. These models have the same state equation as standard linear time-invariant systems but differ in their output equations,…

Systems and Control · Electrical Eng. & Systems 2024-08-13 Umair Zulfiqar , Zhi-Hua Xiao , Qiu-Yan Song , Mohammad Monir Uddin , Victor Sreeram

In a standard optimization approach, the underlying process model is first identified at a given set of operating conditions and this updated model is, then, used to calculate the optimal conditions for the process. This two-step procedure…

Optimization and Control · Mathematics 2015-08-27 Jasdeep S. Mandur , Hector M. Budman

This paper extends the RRT* algorithm, a recently developed but widely-used sampling-based optimal motion planner, in order to effectively handle nonlinear kinodynamic constraints. Nonlinearity in kinodynamic differential constraints often…

Robotics · Computer Science 2016-03-15 Jung-Su Ha , Han-Lim Choi , Jeong hwan Jeon

In this work, we address the problem of Hessian inversion bias in distributed second-order optimization algorithms. We introduce a novel shrinkage-based estimator for the resolvent of gram matrices which is asymptotically unbiased, and…

Optimization and Control · Mathematics 2024-02-06 Fangzhao Zhang , Mert Pilanci

This paper studies the problem of online parameter estimation for cyber-physical systems with binary outputs that may be subject to adversarial data tampering. Existing methods are primarily offline and unsuitable for real-time learning. To…

Systems and Control · Electrical Eng. & Systems 2025-11-13 Jian Guo , Lihong Pei , Wenchao Xue , Yanlong Zhao , Ji-Feng Zhang

A popular technique for selecting and tuning machine learning estimators is cross-validation. Cross-validation evaluates overall model fit, usually in terms of predictive accuracy. In causal inference, the optimal choice of estimator…

Methodology · Statistics 2021-07-07 Dominik Rothenhäusler

We introduce an iterative method to search for time-optimal Hamiltonians that drive a quantum system between two arbitrary, and in general mixed, quantum states. The method is based on the idea of progressively improving the efficiency of…

Quantum Physics · Physics 2019-12-25 Francesco Campaioli , William Sloan , Kavan Modi , Felix Alexander Pollock

Achieving ultimate bounds in estimation processes is the main objective of quantum metrology. In this context, several problems require measurement of multiple parameters by employing only a limited amount of resources. To this end,…

A two-stage batch estimation algorithm for solving a class of nonlinear, static parameter estimation problems that appear in aerospace engineering applications is proposed. It is shown how these problems can be recast into a form suitable…

Signal Processing · Electrical Eng. & Systems 2020-02-18 Kerry Sun , Demoz Gebre-Egziabher

Fixed effect estimators of nonlinear panel data models suffer from the incidental parameter problem. This leads to two undesirable consequences in applied research: (1) point estimates are subject to large biases, and (2) confidence…

Econometrics · Economics 2022-04-18 Shuowen Chen

We propose a new estimator for the high-dimensional linear regression model with observation error in the design where the number of coefficients is potentially larger than the sample size. The main novelty of our procedure is that the…

Methodology · Statistics 2019-09-09 Alexandre Belloni , Abhishek Kaul , Mathieu Rosenbaum

Many algorithms for data analysis exist, especially for classification problems. To solve a data analysis problem, a proper algorithm should be chosen, and also its hyperparameters should be selected. In this paper, we present a new method…

Machine Learning · Computer Science 2016-11-08 Valeria Efimova , Andrey Filchenkov , Anatoly Shalyto

Inference for doubly intractable distributions is challenging because the intractable normalizing functions of these models include parameters of interest. Previous auxiliary variable MCMC algorithms are infeasible for multi-dimensional…

Computation · Statistics 2020-08-07 Jaewoo Park

Embedded controllers for cyber-physical systems are often parameterized by look-up maps representing discretizations of continuous functions on metric spaces. For example, a non-linear control action may be represented as a table of…

Systems and Control · Computer Science 2017-10-10 Jyotirmoy V. Deshmukh , Xiaoqing Jin , Rupak Majumdar , Vinayak S. Prabhu

Learning Automata (LA) are considered as one of the most powerful tools in the field of reinforcement learning. The family of estimator algorithms is proposed to improve the convergence rate of LA and has made great achievements. However,…

Artificial Intelligence · Computer Science 2017-12-04 Chong Di

Temporal graphs represent graph evolution over time, and have been receiving considerable research attention. Work on expressing temporal graph patterns or discovering temporal motifs typically assumes relatively simple temporal…

Databases · Computer Science 2022-05-31 Amir Pouya Aghasadeghi , Jan Van den Bussche , Julia Stoyanovich