Related papers: A Probabilistic Framework for Moving-Horizon Estim…
We consider the estimation of a density at a fixed point under a local differential privacy constraint, where the observations are anonymised before being available for statistical inference. We propose both a privatised version of a…
Differential privacy is a mathematical concept that provides an information-theoretic security guarantee. While differential privacy has emerged as a de facto standard for guaranteeing privacy in data sharing, the known mechanisms to…
We consider the problem of collaborative personalized mean estimation under a privacy constraint in an environment of several agents continuously receiving data according to arbitrary unknown agent-specific distributions. In particular, we…
We propose sequential Monte Carlo based algorithms for maximum likelihood estimation of the static parameters in hidden Markov models with an intractable likelihood using ideas from approximate Bayesian computation. The static parameter…
Latent manifolds provide a compact characterization of neural population activity and of shared co-variability across brain areas. Nonetheless, existing statistical tools for extracting neural manifolds face limitations in terms of…
In this work, we consider the problem of online (real-time, single-shot) estimation of static or slow-varying parameters along quantum trajectories in quantum dynamical systems. Based on the measurement signal of a continuously-monitored…
This paper addresses the challenge of probabilistic parameter estimation given measurement uncertainty in real-time. We provide a general formulation and apply this to pose estimation for an autonomous visual landing system. We present…
Hidden Markov models (HMMs) are probabilistic functions of finite Markov chains, or, put in other words, state space models with finite state space. In this paper, we examine subspace estimation methods for HMMs whose output lies a finite…
In this paper, we consider the filtering and smoothing recursions in nonparametric finite state space hidden Markov models (HMMs) when the parameters of the model are unknown and replaced by estimators. We provide an explicit and time…
Theoretical guarantees are established for a standard estimator in a semi-parametric finite mixture model, where each component density is modeled as a product of univariate densities under a conditional independence assumption. The focus…
Many real-life dynamical systems change abruptly followed by almost stationary periods. In this paper, we consider streams of data with such abrupt behavior and investigate the problem of tracking their statistical properties in an online…
In Moving Horizon Estimation (MHE) the computed estimate is found by solving a constrained finite-time optimal estimation problem in real-time at each sample in a receding horizon fashion. The constrained estimation problem can be solved…
We present the first review of methods to overapproximate the set of reachable states of linear time-invariant systems subject to uncertain initial states and input signals for short time horizons. These methods are fundamental to…
A new modification of the minimum-contrast estimator (the weighted MCE) of drift parameter in a linear stochastic evolution equation with additive fractional noise is introduced in the setting of the spectral approach (Fourier coordinates…
In this paper, we introduce a privacy-preserving stable diffusion framework leveraging homomorphic encryption, called HE-Diffusion, which primarily focuses on protecting the denoising phase of the diffusion process. HE-Diffusion is a…
Human pose estimation (HPE) is crucial for various applications. However, deploying HPE algorithms in surveillance contexts raises significant privacy concerns due to the potential leakage of sensitive personal information (SPI) such as…
As machine learning (ML) models become increasingly deployed through cloud infrastructures, the confidentiality of user data during inference poses a significant security challenge. Homomorphic Encryption (HE) has emerged as a compelling…
The operational reliability of a high performance marine vessel depends critically on the health of its marine propulsion systems, which are increasingly subjected to diverse operational loads and environmental stressors. This paper…
Private machine learning involves addition of noise while training, resulting in lower accuracy. Intuitively, greater stability can imply greater privacy and improve this privacy-utility tradeoff. We study this role of stability in private…
We introduce new algorithms and convergence guarantees for privacy-preserving non-convex Empirical Risk Minimization (ERM) on smooth $d$-dimensional objectives. We develop an improved sensitivity analysis of stochastic gradient descent on…