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This paper describes recursive algorithms for state estimation of linear dynamical systems when measurements are noisy with unknown bias and/or outliers. For situations with noisy and biased measurements, algorithms are proposed that…

Systems and Control · Electrical Eng. & Systems 2025-03-11 Krishan Mohan Nagpal

Bayesian optimization is an approach to optimizing objective functions that take a long time (minutes or hours) to evaluate. It is best-suited for optimization over continuous domains of less than 20 dimensions, and tolerates stochastic…

Machine Learning · Statistics 2018-07-10 Peter I. Frazier

We prove an exact relationship between the optimal denoising function and the data distribution in the case of additive Gaussian noise, showing that denoising implicitly models the structure of data allowing it to be exploited in the…

Neural and Evolutionary Computing · Computer Science 2017-09-11 Heikki Arponen , Matti Herranen , Harri Valpola

Optimization of sensor selection has been studied to monitor complex and large-scale systems with data-driven linear reduced-order modeling. An algorithm for greedy sensor selection is presented under the assumption of correlated noise in…

Signal Processing · Electrical Eng. & Systems 2022-07-14 Keigo Yamada , Yuji Saito , Taku Nonomura , Keisuke Asai

This study addresses limited attention allocation in a stochastic linear quadratic system with multiplicative noise. Our approach enables strategic resource allocation to enhance noise estimation and improve control decisions. We provide…

Optimization and Control · Mathematics 2024-03-28 Xiangyu Cui , Jianjun Gao , Lingjie Kong

A novel stochastic technique combining a dilute source grid of $\mathbb{Z}_3$ noise with iterative momentum-smearing is used to study the proton correlation function at rest and in boosted frames on two lattice volumes. The technique makes…

High Energy Physics - Lattice · Physics 2018-12-05 J. -J. Wu , W. Kamleh , D. ~B. Leinweber , R. D. Young , J. M. Zanotti

An additive noise channel is considered, in which the distribution of the noise is nonparametric and unknown. The problem of learning encoders and decoders based on noise samples is considered. For uncoded communication systems, the problem…

Information Theory · Computer Science 2021-11-17 Nir Weinberger

In this paper, quantizer design for weak-signal detection under arbitrary binary channel in generalized Gaussian noise is studied. Since the performances of the generalized likelihood ratio test (GLRT) and Rao test are asymptotically…

Signal Processing · Electrical Eng. & Systems 2018-05-09 Guanyu Wang , Jiang Zhu , Zhiwei Xu

In this paper we study functions with low influences on product probability spaces. The analysis of boolean functions with low influences has become a central problem in discrete Fourier analysis. It is motivated by fundamental questions…

Probability · Mathematics 2007-05-23 Elchanan Mossel , Ryan O'Donnell , Krzysztof Oleszkiewicz

In practice functional data are sampled on a discrete set of observation points and often susceptible to noise. We consider in this paper the setting where such data are used as explanatory variables in a regression problem. If the primary…

Methodology · Statistics 2021-12-14 Siegfried Hörmann , Fatima Jammoul

Consider a control problem with a communication channel connecting the observer of a linear stochastic system to the controller. The goal of the controller is to minimize a quadratic cost function in the state variables and control signal,…

Information Theory · Computer Science 2018-11-27 Victoria Kostina , Babak Hassibi

We consider a dynamical system with finitely many equilibria and perturbed by small noise, in addition to being controlled by an `expensive' control. The controlled process is optimal for an ergodic criterion with a running cost that…

Probability · Mathematics 2019-03-20 Ari Arapostathis , Anup Biswas , Vivek S. Borkar

We study an online linear regression setting in which the observed feature vectors are corrupted by noise and the learner can pay to reduce the noise level. In practice, this may happen for several reasons: for example, because features can…

Machine Learning · Computer Science 2025-11-12 Nadav Merlis , Kyoungseok Jang , Nicolò Cesa-Bianchi

We consider the minimization of submodular functions subject to ordering constraints. We show that this optimization problem can be cast as a convex optimization problem on a space of uni-dimensional measures, with ordering constraints…

Machine Learning · Computer Science 2017-07-31 Francis Bach

The focus of this paper is directed towards optimal control of multi-agent systems consisting of one leader and a number of followers in the presence of noise. The dynamics of every agent is assumed to be linear, and the performance index…

Optimization and Control · Mathematics 2020-12-02 Jalal Arabneydi , Mohammad M. Baharloo , Amir G. Aghdam

This paper presents a novel model-free and fully data-driven policy iteration scheme for quadratic regulation of linear dynamics with state- and input-multiplicative noise. The implementation is similar to the least-squares temporal…

Optimization and Control · Mathematics 2022-12-05 Peter Coppens , Panagiotis Patrinos

The dynamical organization in the presence of noise of a Boolean neural network with random connections is analyzed. For low levels of noise, the system reaches a stationary state in which the majority of its elements acquire the same…

Disordered Systems and Neural Networks · Physics 2007-05-23 Cristian Huepe , Maximino Aldana

We consider communications through a Gaussian noise channel between an encoder and a decoder which have subjective probabilistic models on the source distribution. Although they consider the same cost function, the induced expected costs…

Information Theory · Computer Science 2021-11-23 Ertan Kazıklı , Serkan Sarıtaş , Sinan Gezici , Serdar Yüksel

Given a compact parameter set $Y\subset R^p$, we consider polynomial optimization problems $(P_y$) on $R^n$ whose description depends on the parameter $y\inY$. We assume that one can compute all moments of some probability measure $\phi$ on…

Optimization and Control · Mathematics 2009-05-18 Jean B. Lasserre

We conjecture that Borda count is the ranked choice voting method that best preserves the outcome of an election with randomly corrupted votes, among all fair voting methods with small influences satisfying the Condorcet Loser Criterion.…

Computer Science and Game Theory · Computer Science 2022-09-23 Steven Heilman