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In this paper, we present a novel Newton-based extremum seeking controller for the solution of multivariable model-free optimization problems in static maps. Unlike existing asymptotic and fixed-time results in the literature, we present a…

Optimization and Control · Mathematics 2020-12-25 Jorge I. Poveda , Miroslav Krstic

Building on existing $hp$-adaptive algorithms driven by equilibrated-flux estimators from [ESAIM Math. Model. Numer. Anal. 57 (2023), 329--366] and the references therein, we propose a novel $h$-adaptive algorithm for a fixed polynomial…

Numerical Analysis · Mathematics 2026-03-11 Théophile Chaumont-Frelet , Zhaonan Dong , Gregor Gantner , Martin Vohralík

This paper develops a new automatic and location-adaptive procedure for estimating regression in a Functional Single-Index Model (FSIM). This procedure is based on $k$-Nearest Neighbours ($k$NN) ideas. The asymptotic study includes results…

Statistics Theory · Mathematics 2024-01-29 Silvia Novo , Germán Aneiros , Philippe Vieu

We study the problem of estimating the value of a known smooth function $f$ at an unknown point $\boldsymbol{\mu} \in \mathbb{R}^n$, where each component $\mu_i$ can be sampled via a noisy oracle. Sampling more frequently components of…

Machine Learning · Computer Science 2022-03-22 Tavor Z. Baharav , Gary Cheng , Mert Pilanci , David Tse

This paper introduces extremum seeking (ES) algorithms designed to achieve perfect tracking of arbitrary time-varying extremum. In contrast to classical ES approaches that employ constant frequencies and controller gains, our algorithms…

Optimization and Control · Mathematics 2024-02-23 Cemal Tugrul Yilmaz , Mamadou Diagne , Miroslav Krstic

Within the field of optimal experimental design, \emph{sensor placement} refers to the act of finding the optimal locations of data collecting sensors, with the aim to optimise reconstruction of an unknown parameter from finite data. In…

Optimization and Control · Mathematics 2025-09-26 Christian Aarset , Tram Thi Ngoc Nguyen

Given a loss function $F:\mathcal{X} \rightarrow \R^+$ that can be written as the sum of losses over a large set of inputs $a_1,\ldots, a_n$, it is often desirable to approximate $F$ by subsampling the input points. Strong theoretical…

Optimization and Control · Mathematics 2020-03-20 Anant Raj , Cameron Musco , Lester Mackey

We develop a fast method for optimally designing experiments in the context of statistical seismic source inversion. In particular, we efficiently compute the optimal number and locations of the receivers or seismographs. The seismic source…

Computation · Statistics 2023-07-19 Quan Long , Mohammad Motamed , Raul Tempone

This paper studies the performative prediction problem which optimizes a stochastic loss function with data distribution that depends on the decision variable. We consider a setting where the agent(s) provides samples adapted to the…

Optimization and Control · Mathematics 2021-10-05 Qiang Li , Hoi-To Wai

The problem of finding the expected value of a statistic of a locally stable point process in a bounded region is addressed. We propose an adaptive importance sampling for solving the problem. In our proposal, we restrict the importance…

Machine Learning · Statistics 2025-03-04 Hee-Geon Kang , Sunggon Kim

In stochastic zeroth-order optimization, a problem of practical relevance is understanding how to fully exploit the local geometry of the underlying objective function. We consider a fundamental setting in which the objective function is…

Machine Learning · Computer Science 2023-12-27 Qian Yu , Yining Wang , Baihe Huang , Qi Lei , Jason D. Lee

In this article we propose a locally adaptive strategy for estimating a function from its Exponential Radon Transform (ERT) data, without prior knowledge of the smoothness of functions that are to be estimated. We build a non-parametric…

Statistics Theory · Mathematics 2020-11-16 Anuj Abhishek , Sakshi Arya

This paper presents a Newton-based stochastic extremum-seeking control method for real-time optimization in multi-input systems with distinct input delays. It combines predictor-based feedback and Hessian inverse estimation via stochastic…

Optimization and Control · Mathematics 2025-02-04 Paulo Cesar Souza Silva , Paulo Cesar Pellanda , Tiago Roux Oliveira

This paper proposes feasible asymptotically efficient estimators for a certain class of Gaussian noises with self-similar and stationary properties, which includes the fractional Gaussian noise, under high frequency observations. In this…

Statistics Theory · Mathematics 2016-11-23 Masaaki Fukasawa , Tetsuya Takabatake

This paper presents a methodology for enhancing actuator performance in older devices or retrofitting devices with haptic feedback actuators. The approach is versatile, accommodating various actuator and mounting positions. Through a…

Human-Computer Interaction · Computer Science 2024-11-11 Kevin Fischler , Seungjae Oh , Seokhee Jeon

We consider signal source localization from range-difference measurements. First, we give some readily-checked conditions on measurement noises and sensor deployment to guarantee the asymptotic identifiability of the model and show the…

Signal Processing · Electrical Eng. & Systems 2023-09-26 Guangyang Zeng , Biqiang Mu , Ling Shi , Jiming Chen , Junfeng Wu

Einmahl, de Haan and Zhou (2016, Journal of the Royal Statistical Society: Series B, 78(1), 31-51) recently introduced a stochastic model that allows for heteroscedasticity of extremes. The model is extended to the situation where the…

Statistics Theory · Mathematics 2022-04-21 Axel Bücher , Tobias Jennessen

This paper describes an adaptive method in continuous time for the estimation of external fields by a team of $N$ agents. The agents $i$ each explore subdomains $\Omega^i$ of a bounded subset of interest $\Omega\subset X := \mathbb{R}^d$.…

Systems and Control · Electrical Eng. & Systems 2021-03-24 Jia Guo , Michael E. Kepler , Sai Tej Paruchuri , Haoran Wang , Andrew J. Kurdila , Daniel J. Stilwell

The ubiquitous time-delay estimation (TDE) problem becomes nontrivial when sensors are non-co-located and communication between them is limited. Building on the recently proposed "extremum encoding" compression-estimation scheme, we address…

Signal Processing · Electrical Eng. & Systems 2024-12-25 Amir Weiss , Yuval Kochman , Gregory W. Wornell

In explainable artificial intelligence, discriminative feature localization is critical to reveal a blackbox model's decision-making process from raw data to prediction. In this article, we use two real datasets, the MNIST handwritten…

Machine Learning · Statistics 2022-11-21 Ben Dai , Xiaotong Shen , Lin Yee Chen , Chunlin Li , Wei Pan
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