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Hidden Markov models (HMMs) are probabilistic functions of finite Markov chains, or, put in other words, state space models with finite state space. In this paper, we examine subspace estimation methods for HMMs whose output lies a finite…

Statistics Theory · Mathematics 2009-11-20 Sofia Andersson , Tobias Rydén

In many signal processing problems, it may be fruitful to represent the signal under study in a frame. If a probabilistic approach is adopted, it becomes then necessary to estimate the hyper-parameters characterizing the probability…

Methodology · Statistics 2015-05-14 L. Chaâri , J. -C. Pesquet , J. -Y. Tourneret , Ph. Ciuciu , A. Benazza-Benyahia

A hybrid dynamical system switches between dynamic regimes at time- or state-triggered events. We propose an offline algorithm that simultaneously estimates discrete and continuous components of a hybrid system's state. We formulate state…

Optimization and Control · Mathematics 2019-05-23 Jize Zhang , Andrew M. Pace , Samuel A. Burden , Aleksandr Aravkin

This paper proposes a new framework for constructing interval-valued state estimators for discrete-time linear and switched linear systems. Our main results are (i) the derivation of the tightest interval-valued estimator for linear…

Systems and Control · Electrical Eng. & Systems 2022-05-18 Laurent Bako , Vincent Andrieu

Parametric system identification methods estimate the parameters of explicitly defined physical systems from data. Yet, they remain constrained by the need to provide an explicit function space, typically through a predefined library of…

Machine Learning · Computer Science 2026-03-17 Markus W. Baumgartner , Anson Lei , Joe Watson , Ingmar Posner

Particle filtering is used to compute good nonlinear estimates of complex systems. It samples trajectories from a chosen distribution and computes the estimate as a weighted average. Easy-to-sample distributions often lead to degenerate…

Machine Learning · Computer Science 2021-10-07 Fernando Gama , Nicolas Zilberstein , Richard G. Baraniuk , Santiago Segarra

This paper considers a strongly connected network of agents, each capable of partially observing and controlling a discrete-time linear time-invariant (LTI) system that is jointly observable and controllable. Additionally, agents…

Systems and Control · Electrical Eng. & Systems 2024-02-29 Camilla Fioravanti , Evagoras Makridis , Gabriele Oliva , Maria Vrakopoulou , Themistoklis Charalambous

The simulation of complex quantum systems on a quantum computer is studied, taking the kicked Harper model as an example. This well-studied system has a rich variety of dynamical behavior depending on parameters, displays interesting…

Quantum Physics · Physics 2007-05-23 Benjamin Levi , Bertrand Georgeot

We consider the following problem of decentralized statistical inference: given i.i.d. samples from an unknown distribution, estimate an arbitrary quantile subject to limits on the number of bits exchanged. We analyze a standard…

Information Theory · Computer Science 2007-07-13 Ram Rajagopal , Martin J. Wainwright

We consider the decentralized control of a discrete-time, linear system subject to exogenous disturbances and polyhedral constraints on the state and input trajectories. The underlying system is composed of a finite collection of…

Optimization and Control · Mathematics 2020-04-08 Weixuan Lin , Eilyan Bitar

Generative diffusion models learn probability densities over diverse image datasets by estimating the score with a neural network trained to remove noise. Despite their remarkable success in generating high-quality images, the internal…

Computer Vision and Pattern Recognition · Computer Science 2025-10-16 Zahra Kadkhodaie , Stéphane Mallat , Eero Simoncelli

Stochastic multi-level compositional optimization problems cover many new machine learning paradigms, e.g., multi-step model-agnostic meta-learning, which require efficient optimization algorithms for large-scale data. This paper studies…

Machine Learning · Computer Science 2024-06-03 Hongchang Gao

The goal of decentralized optimization over a network is to optimize a global objective formed by a sum of local (possibly nonsmooth) convex functions using only local computation and communication. It arises in various application domains,…

Optimization and Control · Mathematics 2015-03-17 John Duchi , Alekh Agarwal , Martin Wainwright

We apply a notion of static renormalization to the preparation of entangled states for quantum computing, exploiting ideas from percolation theory. Such a strategy yields a novel way to cope with the randomness of non-deterministic quantum…

Quantum Physics · Physics 2009-11-13 K. Kieling , T. Rudolph , J. Eisert

State estimation is the task of approximately reconstructing a solution $u$ of a parametric partial differential equation when the parameter vector $y$ is unknown and the only information is $m$ linear measurements of $u$. In [Cohen et.…

Numerical Analysis · Mathematics 2021-03-09 James A. Nichols

Decentralized optimization is critical for solving large-scale machine learning problems over distributed networks, where multiple nodes collaborate through local communication. In practice, the variances of stochastic gradient estimators…

Optimization and Control · Mathematics 2026-02-13 Hongxu Chen , Ke Wei , Luo Luo

The problem of distributed identification of linear stochastic system with unknown coefficients over time-varying networks is considered. For estimating the unknown coefficients, each agent in the network can only access the input and the…

Systems and Control · Electrical Eng. & Systems 2021-08-04 Kewei Fu , Han-Fu Chen , Wenxiao Zhao

This paper presents an approximate method for performing Bayesian inference in models with conditional independence over a decentralized network of learning agents. The method first employs variational inference on each individual learning…

Machine Learning · Computer Science 2014-06-13 Trevor Campbell , Jonathan P. How

In semi-symbolic (control-explicit data-symbolic) model checking the state-space explosion problem is fought by representing sets of states by first-order formulas over the bit-vector theory. In this model checking approach, most of the…

Programming Languages · Computer Science 2017-11-27 Jan Mrázek , Martin Jonáš , Jiří Barnat

It is often desirable to assess how well a given dataset is described by a given model. In network science, for instance, one often wants to say that a given real-world network appears to come from a particular network model. In statistical…