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We study the problem of parameter estimation for a univariate discretely observed ergodic diffusion process given as a solution to a stochastic differential equation. The estimation procedure we propose consists of two steps. In the first…

Statistics Theory · Mathematics 2018-04-17 Shota Gugushvili , Peter Spreij

Quick simulations for iterative evaluations of multi-design variables and boundary conditions are essential to find the optimal acoustic conditions in building design. We propose to use the reduced basis method (RBM) for realistic room…

Computational Engineering, Finance, and Science · Computer Science 2023-02-01 Hermes Sampedro Llopis , Cheol-Ho Jeong , Allan P. Engsig-Karup

We present an optimization-based method for the joint estimation of system parameters and noise covariances of linear time-variant systems. Given measured data, this method maximizes the likelihood of the parameters. We solve the…

Optimization and Control · Mathematics 2023-03-21 Léo Simpson , Andrea Ghezzi , Jonas Asprion , Moritz Diehl

We compare the accuracy, precision and reliability of different methods for estimating key system parameters for two-level systems subject to Hamiltonian evolution and decoherence. It is demonstrated that the use of Bayesian modelling and…

Quantum Physics · Physics 2019-10-15 Sophie Schirmer , Frank Langbein

Recently, sparsity-based algorithms are proposed for super-resolution spectrum estimation. However, to achieve adequately high resolution in real-world signal analysis, the dictionary atoms have to be close to each other in frequency,…

Machine Learning · Statistics 2015-06-05 Yiyuan She , Huanghuang Li , Jiangping Wang , Dapeng Wu

Previous results pertaining to algebraic state and parameter estimation of linear systems based on a special construction of a forward-backward kernel representation of linear differential invariants are extended to handle large noise in…

Systems and Control · Electrical Eng. & Systems 2021-02-02 Debarshi Patanjali Ghoshal , Hannah Michalska

The focus of this work is on the analysis of transmit beamforming schemes with a low-rate feedback link in wireless sensor/relay networks, where nodes in the network need to implement beamforming in a distributed manner. Specifically, the…

Distributed, Parallel, and Cluster Computing · Computer Science 2010-07-14 C. Lin , V. V. Veeravalli , S. Meyn

This paper develops a two-stage method for inference on partially identified parameters in moment inequality models with separable nuisance parameters. In the first stage, the nuisance parameters are estimated separately, and in the second…

Econometrics · Economics 2025-08-28 Xunkang Tian

Two major bottlenecks to the solution of large-scale Bayesian inverse problems are the scaling of posterior sampling algorithms to high-dimensional parameter spaces and the computational cost of forward model evaluations. Yet incomplete or…

Computation · Statistics 2016-05-03 Tiangang Cui , Youssef M. Marzouk , Karen E. Willcox

In porous media physics, calibrating model parameters through experiments is a challenge. This process is plagued with errors that come from modelling, measurement and computation of the macroscopic observables through random homogenization…

Optimization and Control · Mathematics 2014-02-06 F. Legoll , W. Minvielle , A. Obliger , M. Simon

A parameter estimation method is devised for a slow-fast stochastic dynamical system, where often only the slow component is observable. By using the observations only on the slow component, the system parameters are estimated by working on…

Dynamical Systems · Mathematics 2013-03-20 Jian Ren , Jinqiao Duan

4D Flow MRI is the state of the art technique for measuring blood flow, and it provides valuable information for inverse problems in the cardiovascular system. However, 4D Flow MRI has a very long acquisition time, straining healthcare…

Numerical Analysis · Mathematics 2025-12-09 Miriam Löcke , Pim van Ooij , Cristóbal Bertoglio

Robust parameter estimation is a crucial task in several 3D computer vision pipelines such as Structure from Motion (SfM). State-of-the-art algorithms for robust estimation, however, still suffer from difficulties in converging to…

Computer Vision and Pattern Recognition · Computer Science 2021-02-23 Huu Le , Christopher Zach

In the linear minimum mean square error (LMMSE) estimation for orthogonal frequency division multiplexing (OFDM) systems, the problem about the determination of the algorithm's parameters, especially those related with channel frequency…

Signal Processing · Electrical Eng. & Systems 2021-07-13 Kai Mei , Jun Liu , Xiaoran Liu , Jun Xiong , Xiaoying Zhang , Jibo Wei

Achieving quantum-enhanced performances when measuring unknown quantities requires developing suitable methodologies for practical scenarios, that include noise and the availability of a limited amount of resources. Here, we report on the…

The quest for precision in parameter estimation is a fundamental task in different scientific areas. The relevance of this problem thus provided the motivation to develop methods for the application of quantum resources to estimation…

Quantum Physics · Physics 2024-06-18 Valeria Cimini , Emanuele Polino , Mauro Valeri , Nicolò Spagnolo , Fabio Sciarrino

Fitting a simplifying model with several parameters to real data of complex objects is a highly nontrivial task, but enables the possibility to get insights into the objects physics. Here, we present a method to infer the parameters of the…

Data Analysis, Statistics and Probability · Physics 2018-12-21 Johannes Oberpriller , T. A. Enßlin

In this article, we present a method for increasing adaptivity of an existing robust estimation algorithm by learning two parameters to better fit the residual distribution. The analyzed method uses these two parameters to calculate weights…

Robotics · Computer Science 2023-06-27 Shounak Das , Jason Gross

The article considers the problem of identifying the variable frequency of a sinusoidal signal. To obtain a regression model of the signal, an iterative differentiation of the original analytical expression is performed, and the swapping…

Systems and Control · Electrical Eng. & Systems 2021-09-21 S. I. Nizovtsev , S. V. Shavetov , A. A. Pyrkin

The spatial dependent unknown acoustic source is reconstructed according noisy multiple frequency data on a remote closed surface. Assume that the unknown function is supported on a bounded domain. To determine the support, we present a…

Numerical Analysis · Mathematics 2019-07-30 Zhiliang Deng , Xiaomei Yang