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We propose a new distributed optimization algorithm for solving a class of constrained optimization problems in which (a) the objective function is separable (i.e., the sum of local objective functions of agents), (b) the optimization…

Optimization and Control · Mathematics 2021-06-16 Van Sy Mai , Richard J. La , Tao Zhang , Abdella Battou

The problem of estimating a complex measure made up by a linear combination of Dirac distributions centered on points of the complex plane from a finite number of its complex moments affected by additive i.i.d. Gaussian noise is considered.…

Statistics Theory · Mathematics 2012-05-03 Piero Barone

A distributed inference scheme which uses bounded transmission functions over a Gaussian multiple access channel is considered. When the sensor measurements are decreasingly reliable as a function of the sensor index, the conditions on the…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-06-16 Sivaraman Dasarathan , Cihan Tepedelenlioglu

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

Let $\textbf{X} = (X_1,\ldots, X_p)$ be a stochastic vector having joint density function $f_{\textbf{X}}(x)$ with partitions $\textbf{X}_1 = (X_1,\ldots, X_k)$ and $\textbf{X}_2 = (X_{k+1},\ldots, X_p)$. A new method for estimating the…

Methodology · Statistics 2018-09-28 Håkon Otneim , Dag Tjøstheim

The increasing availability of sensing techniques provides a great opportunity for engineers to design state estimation methods, which are optimal for the system under observation and the observed noise patterns. However, these patterns…

Systems and Control · Electrical Eng. & Systems 2023-06-19 Jean-Sébastien Brouillon , Florian Dörfler , Giancarlo Ferrari-Trecate

Mutual information (MI) is one of the most general ways to measure relationships between random variables, but estimating this quantity for complex systems is challenging. Denoising diffusion models have recently set a new bar for density…

Machine Learning · Computer Science 2025-11-20 Longxuan Yu , Xing Shi , Xianghao Kong , Tong Jia , Greg Ver Steeg

We address the use of a single qubit as a quantum probe to characterize the properties of classical noise. In particular, we focus on the characterization of classical noise arising from the interaction with a stochastic field described by…

Quantum Physics · Physics 2015-10-07 Claudia Benedetti , Matteo G. A. Paris

The increased availability of massive data sets provides a unique opportunity to discover subtle patterns in their distributions, but also imposes overwhelming computational challenges. To fully utilize the information contained in big…

Statistics Theory · Mathematics 2018-04-12 Stanislav Volgushev , Shih-Kang Chao , Guang Cheng

Qubit noise spectroscopy is an important tool for the experimental investigation of open quantum systems. However, conventional techniques for noise spectroscopy are time-consuming, because they require measurements of the noise spectral…

Quantum Physics · Physics 2025-06-24 Kaixin Huang , Demitry Farfurnik , Alireza Seif , Mohammad Hafezi , Yi-Kai Liu

Noise is a result of stochastic processes that originate from quantum or classical sources. Higher-order cumulants of the probability distribution underlying the stochastic events are believed to contain details that characterize the…

Mesoscale and Nanoscale Physics · Physics 2009-07-01 Christian Flindt , Christian Fricke , Frank Hohls , Tomas Novotny , Karel Netocny , Tobias Brandes , Rolf J. Haug

Probability density estimation is a core problem of statistics and signal processing. Moment methods are an important means of density estimation, but they are generally strongly dependent on the choice of feasible functions, which severely…

Machine Learning · Statistics 2023-07-06 Guangyu Wu , Anders Lindquist

For a variant of the algorithm in [Pit19] (arXiv:1903.10816) to compute the approximate density or distribution function of a linear mixture of independent random variables known by a finite sample, it is presented a proof of the functional…

Statistics Theory · Mathematics 2019-06-19 Thomas Pitschel

In classical statistics and distribution testing, it is often assumed that elements can be sampled from some distribution $P$, and that when an element $x$ is sampled, the probability $P$ of sampling $x$ is also known. Recent work in…

Data Structures and Algorithms · Computer Science 2022-08-03 Talya Eden , Jakob Bæk Tejs Houen , Shyam Narayanan , Will Rosenbaum , Jakub Tětek

We establish some quantitative concentration estimates for the empirical measure of many independent variables, in transportation distances. As an application, we provide some error bounds for particle simulations in a model mean field…

Probability · Mathematics 2013-09-19 Francois Bolley , Arnaud Guillin , Cedric Villani

This paper studies the quantization of heavy-tailed data in some fundamental statistical estimation problems, where the underlying distributions have bounded moments of some order. We propose to truncate and properly dither the data prior…

Statistics Theory · Mathematics 2023-07-27 Junren Chen , Michael K. Ng , Di Wang

Several statistical models are given in the form of unnormalized densities, and calculation of the normalization constant is intractable. We propose estimation methods for such unnormalized models with missing data. The key concept is to…

Machine Learning · Statistics 2020-06-11 Masatoshi Uehara , Takeru Matsuda , Jae Kwang Kim

Diffusion probabilistic models have been successfully used to generate data from noise. However, most diffusion models are computationally expensive and difficult to interpret with a lack of theoretical justification. Random feature models…

Machine Learning · Statistics 2025-08-11 Esha Saha , Giang Tran

Quantization is an essential step in digitizing signals, and, therefore, an indispensable component of any modern acquisition system. This book chapter explores the interaction of quantization and compressive sensing and examines practical…

Information Theory · Computer Science 2014-11-26 Petros T. Boufounos , Laurent Jacques , Felix Krahmer , Rayan Saab

The quantum variables that can be accessed directly by experiments are described by observables. Therefore, physical parameters can only be evaluated indirectly, via estimations based on experimental measurement results. I show that the…

Quantum Physics · Physics 2012-12-12 B. M. Escher