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Given any domain $X\subseteq \mathbb{R}^d$ and a probability measure $\rho$ on $X$, we study the problem of approximating in $L^2(X,\rho)$ a given function $u:X\to\mathbb{R}$, using its noiseless pointwise evaluations at random samples. For…

Numerical Analysis · Mathematics 2019-07-11 Giovanni Migliorati

In distributed, or privacy-preserving learning, we are often given a set of probabilistic models estimated from different local repositories, and asked to combine them into a single model that gives efficient statistical estimation. A…

Machine Learning · Statistics 2017-03-01 Jun Han , Qiang Liu

This paper presents a new approach to distributed linear filtering and prediction. The problem under consideration consists of a random dynamical system observed by a multi-agent network of sensors where the network is sparse. Inspired by…

Systems and Control · Electrical Eng. & Systems 2022-03-08 Subhro Das

We study the effect of fading in the communication channels between sensor nodes on the performance of the incremental least mean square (ILMS) algorithm, and derive steady state performance metrics, including the mean-square deviation…

Information Theory · Computer Science 2015-09-10 Azam Khalili , Amir Rastegarnia

We research adaptive maximum likelihood-type estimation for an ergodic diffusion process where the observation is contaminated by noise. This methodology leads to the asymptotic independence of the estimators for the variance of observation…

Statistics Theory · Mathematics 2018-05-30 Shogo H. Nakakita , Masayuki Uchida

This paper focuses on a networked state estimation problem for a spatially large linear system with a distributed array of sensors, each of which offers partial state measurements, and the transmission is lossy. We propose a measurement…

Systems and Control · Computer Science 2019-05-29 Tianju Sui , Damian Marelli , Ximing Sun , Minyue Fu

The machine learning literature contains several constructions for prediction intervals that are intuitively reasonable but ultimately ad-hoc in that they do not come with provable performance guarantees. We present methods from the…

Machine Learning · Statistics 2020-02-25 Danijel Kivaranovic , Kory D. Johnson , Hannes Leeb

We consider the problem of locating a jump discontinuity (change-point) in a smooth parametric regression model with a bounded covariate. It is assumed that one can sample the covariate at different values and measure the corresponding…

Statistics Theory · Mathematics 2009-08-14 Yan Lan , Moulinath Banerjee , George Michailidis

In this brief paper, we present a simple approach to estimate the variance of measurement noise with time-varying 1-D signals. The proposed approach exploits the relationship between the noise variance and the variance of the prediction…

Signal Processing · Electrical Eng. & Systems 2021-04-09 Qin Li , Junchan Zhao

This work presents distributed algorithms for estimation of time-varying random fields over multi-agent/sensor networks. A network of sensors makes sparse and noisy local measurements of the dynamic field. Each sensor aims to obtain…

Information Theory · Computer Science 2017-01-11 Subhro Das , José M. F. Moura

In this paper, we address the problem of controlling a network of mobile sensors so that a set of hidden states are estimated up to a user-specified accuracy. The sensors take measurements and fuse them online using an Information Consensus…

Robotics · Computer Science 2018-01-16 Charles Freundlich , Soomin Lee , Michael M. Zavlanos

The increasing distributed and renewable energy resources and controllable devices in distribution systems make fast distribution system state estimation (DSSE) crucial in system monitoring and control. We consider a large multi-phase…

Optimization and Control · Mathematics 2020-05-22 Xinyang Zhou , Zhiyuan Liu , Yi Guo , Changhong Zhao , Jianqiao Huang , Lijun Chen

This paper focuses on the state estimation problem in distributed sensor networks, where intermittent packet dropouts, corrupted observations, and unknown noise covariances coexist. To tackle this challenge, we formulate the joint…

Machine Learning · Statistics 2026-04-06 Peng Sun , Ruoyu Wang , Xue Luo

In this paper we present an approach to geometry calibration in wireless acoustic sensor networks, whose nodes are assumed to be equipped with a compact microphone array. The proposed approach solely works with estimates of the distances…

Audio and Speech Processing · Electrical Eng. & Systems 2021-04-15 Tobias Gburrek , Joerg Schmalenstroeer , Reinhold Haeb-Umbach

We propose a novel iterative algorithm for estimating a deterministic but unknown parameter vector in the presence of model uncertainties. This iterative algorithm is based on a system model where an overall noise term describes both, the…

Statistics Theory · Mathematics 2017-11-27 Oliver Lang , Michael Lunglmayr , Mario Huemer

We study the performance of centralized least mean-squares (CLMS) algorithms in wireless sensor networks where nodes transmit their data over fading channels to a central processing unit (e.g., fusion center or cluster head), for parameter…

Systems and Control · Computer Science 2016-11-18 Reza Abdolee , Benoit Champagne

Most studies of adaptive algorithm behavior consider performance measures based on mean values such as the mean-square error. The derived models are useful for understanding the algorithm behavior under different environments and can be…

Methodology · Statistics 2023-12-04 Marcos H. Maruo , José Carlos M. Bermudez

Integrated sensing and communication (ISAC) has garnered significant attention in recent years. In this paper, we delve into the topic of sensing-assisted communication within ISAC systems. More specifically, a novel sensing-assisted…

Signal Processing · Electrical Eng. & Systems 2026-01-21 Shuhan Wang , Aimin Tang , Xudong Wang , Wenze Qu

Most network studies rely on an observed network that differs from the underlying network which is obfuscated by measurement errors. It is well known that such errors can have a severe impact on the reliability of network metrics,…

Social and Information Networks · Computer Science 2020-01-09 Christoph Martin , Peter Niemeyer

In this paper, we propose an adaptive framework for the variable step size of the fractional least mean square (FLMS) algorithm. The proposed algorithm named the robust variable step size-FLMS (RVSS-FLMS), dynamically updates the step size…

Optimization and Control · Mathematics 2017-11-15 Shujaat Khan , Muhammad Usman , Imran Naseem , Roberto Togneri , Mohammed Bennamoun
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