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Regularly varying stochastic processes model extreme dependence between process values at different locations and/or time points. For such processes we propose a two-step parameter estimation of the extremogram, when some part of the domain…

Statistics Theory · Mathematics 2018-08-28 Sven Buhl , Claudia Klüppelberg

We investigate stochastic averaging theory for locally Lipschitz discrete-time nonlinear systems with stochastic perturbation and its applications to convergence analysis of discrete-time stochastic extremum seeking algorithms. Firstly, by…

Optimization and Control · Mathematics 2015-02-18 Shu-Jun Liu , Miroslav Krstic

We present an algorithm for $hp$-adaptive collocation-based mesh-free numerical analysis of partial differential equations. Our solution procedure follows a well-established iterative solve-estimate-mark-refine paradigm. The solve phase…

Numerical Analysis · Mathematics 2023-01-25 Mitja Jančič , Gregor Kosec

We consider an inhomogeneous Poisson process $X$ on $[0,T]$. The intensity function of $X$ is supposed to be strictly positive and smooth on $[0,T]$ except at the point $\theta$, in which it has either a 0-type singularity (tends to 0 like…

Statistics Theory · Mathematics 2007-06-13 Serguei Dachian

Local loss-landscape stabilization under sample growth is typically measured either pointwise or through isotropic averaging in the full parameter space. Despite practical value, both choices probe directions that contribute little to the…

Machine Learning · Computer Science 2026-04-17 Nikita Kiselev , Andrey Grabovoy

A nonlinear Helmholtz (NLH) equation with high frequencies and corner singularities is discretized by the linear finite element method (FEM). After deriving some wave-number-explicit stability estimates and the singularity decomposition for…

Numerical Analysis · Mathematics 2024-05-28 Run Jiang , Haijun Wu , Yifeng Xu , Jun Zou

Determining the positions of neurons in an extracellular recording is useful for investigating functional properties of the underlying neural circuitry. In this work, we present a Bayesian modelling approach for localizing the source of…

Neurons and Cognition · Quantitative Biology 2022-01-28 Cole L. Hurwitz , Kai Xu , Akash Srivastava , Alessio P. Buccino , Matthias H. Hennig

This paper studies a stochastic extremum seeking method to steer a nonholonomic vehicle to the unknown source of a static spatially distributed filed in a plane. The key challenge lies in the lack of vehicle's position information and the…

Optimization and Control · Mathematics 2016-11-16 Jinbiao Lin , Shiji Song , Keyou You , Miroslav Krstic

Important applications in robotic and sensor networks require distributed algorithms to solve the so-called relative localization problem: a node-indexed vector has to be reconstructed from measurements of differences between neighbor…

Systems and Control · Computer Science 2013-03-26 Wilbert Samuel Rossi , Paolo Frasca , Fabio Fagnani

The main focus of beam alignment is to find the optimal beam which yields the largest received signal strength (RSS) with faster speed.In this paper, we demonstrate an efficient beam alignment scheme with our testbed. The algorithm we…

Signal Processing · Electrical Eng. & Systems 2020-03-09 Junyeol Hong , Hyeonjin Chung , Sunwoo Kim

We propose a formalism to take account of the correction of the spatial fluctuations to the local self-energy obtained by the dynamical mean-field approximation. For this purpose, the approximate dynamical susceptibility in the framework of…

Strongly Correlated Electrons · Physics 2009-11-11 Hiroaki Kusunose

We consider a sensor scheduling and remote estimation problem with one sensor and one estimator. At each time step, the sensor makes an observation on the state of a source, and then decides whether to transmit its observation to the…

Systems and Control · Computer Science 2015-10-02 Xiaobin Gao , Emrah Akyol , Tamer Basar

The recently proposed statistical finite element (statFEM) approach synthesises measurement data with finite element models and allows for making predictions about the unknown true system response. We provide a probabilistic error analysis…

Statistics Theory · Mathematics 2025-06-17 Toni Karvonen , Fehmi Cirak , Mark Girolami

Motivated by the limitation of analyzing oscillatory signals composed of multiple components with fast-varying instantaneous frequency, we approach the time-frequency analysis problem by optimization. Based on the proposed adaptive harmonic…

Numerical Analysis · Mathematics 2016-03-22 Matthieu Kowalski , Adrien Meynard , Hau-tieng Wu

We consider 1-dimensional location estimation, where we estimate a parameter $\lambda$ from $n$ samples $\lambda + \eta_i$, with each $\eta_i$ drawn i.i.d. from a known distribution $f$. For fixed $f$ the maximum-likelihood estimate (MLE)…

Statistics Theory · Mathematics 2022-07-20 Shivam Gupta , Jasper C. H. Lee , Eric Price , Paul Valiant

This paper addresses the distributed localization problem for a network of sensors placed in a three-dimensional space, in which sensors are able to perform range measurements, i.e., measure the relative distance between them, and exchange…

Systems and Control · Electrical Eng. & Systems 2025-10-21 Jinze Wu , Lorenzo Zino , Zhiyun Lin , Alessandro Rizzo

The Kohn-Sham equation is a powerful, widely used approach for computation of ground state electronic energies and densities in chemistry, materials science, biology, and nanosciences. In this paper, we study the adaptive finite element…

Numerical Analysis · Mathematics 2013-11-22 Huajie Chen , Xiaoying Dai , Xingao Gong , Lianhua He , Aihui Zhou

We consider the problem of seismic velocity change estimation using ambient noise recordings. Motivated by [23] we study how the velocity change estimation is affected by seasonal fluctuations in the noise sources. More precisely, we…

Geophysics · Physics 2016-05-04 E. Daskalakis , C. P. Evangelidis , J. Garnier , N. S. Melis , G. Papanicolaou , C. Tsogka

We introduce a new class of extremum seeking controllers able to achieve fixed time convergence to the solution of optimization problems defined by static and dynamical systems. Unlike existing approaches in the literature, the convergence…

Optimization and Control · Mathematics 2019-12-17 Jorge I. Poveda , Miroslav Krstic

In this article, we propose a novel method for sampling potential functions based on noisy observation data of a finite number of observables in quantum canonical ensembles, which leads to the accurate sampling of a wide class of test…

Numerical Analysis · Mathematics 2020-04-08 Ziheng Chen , Zhennan Zhou