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Recently Asimit et. al used an EM algorithm to estimate Marshall-Olkin bivariate Pareto distribution. The distribution has seven parameters. We describe few alternative approaches of EM algorithm. A numerical simulation is performed to…

Methodology · Statistics 2017-08-01 Arabin Kumar Dey , Biplab Paul

We consider a network of sensors deployed to sense a spatio-temporal field and estimate a parameter of interest. We are interested in the case where the temporal process sensed by each sensor can be modeled as a state-space process that is…

Distributed, Parallel, and Cluster Computing · Computer Science 2008-04-12 S. Sundhar Ram , V. V. Veeravalli , A. Nedic

We consider the problem of detecting an odd process among a group of Poisson point processes, all having the same rate except the odd process. The actual rates of the odd and non-odd processes are unknown to the decision maker. We consider…

Information Theory · Computer Science 2015-09-24 Nidhin Koshy Vaidhiyan , Rajesh Sundaresan

The efficient optimization method for locally Lipschitz continuous multiobjective optimization problems from [1] is extended from finite-dimensional problems to general Hilbert spaces. The method iteratively computes Pareto critical points,…

Optimization and Control · Mathematics 2024-02-12 Konstantin Sonntag , Bennet Gebken , Georg Müller , Sebastian Peitz , Stefan Volkwein

Multiobjective design optimization problems require multiobjective optimization techniques to solve, and it is often very challenging to obtain high-quality Pareto fronts accurately. In this paper, the recently developed flower pollination…

Optimization and Control · Mathematics 2014-08-25 Xin-She Yang , M. Karamanoglu , X. S. He

Random variables of the generalized Pareto distribution, can be transformed to that of the Pareto distribution. Explicit expressions exist for the maximum likelihood estimators of the parameters of the Pareto distribution. The performance…

Computational Finance · Quantitative Finance 2018-11-06 J. Martin van Zyl

In this work, we propose a novel method to tackle the problem of multiobjective optimization under parameteric uncertainties, by considering the Conditional Pareto Sets and Conditional Pareto Fronts. Based on those quantities we can define…

Optimization and Control · Mathematics 2026-01-15 Victor Trappler , Céline Helbert , Rodolphe Le Riche

Frequent false alarms impede the promotion of unsupervised anomaly detection algorithms in industrial applications. Potential characteristics of false alarms depending on the trained detector are revealed by investigating density…

Computer Vision and Pattern Recognition · Computer Science 2023-02-03 Ji Qiu , Hongmei Shi , Yu Hen Hu , Zujun Yu

Machine Learning (ML) algorithms that perform classification may predict the wrong class, experiencing misclassifications. It is well-known that misclassifications may have cascading effects on the encompassing system, possibly resulting in…

Machine Learning · Computer Science 2023-08-24 Tommaso Zoppi , Andrea Ceccarelli , Andrea Bondavalli

Stochastic alternating algorithms for bi-objective optimization are considered when optimizing two conflicting functions for which optimization steps have to be applied separately for each function. Such algorithms consist of applying a…

Optimization and Control · Mathematics 2023-01-09 Suyun Liu , Luis Nunes Vicente

While it's always possible to compute a variational approximation to a posterior distribution, it can be difficult to discover problems with this approximation. We propose two diagnostic algorithms to alleviate this problem. The…

Machine Learning · Statistics 2018-10-15 Yuling Yao , Aki Vehtari , Daniel Simpson , Andrew Gelman

f-divergence estimation is an important problem in the fields of information theory, machine learning, and statistics. While several divergence estimators exist, relatively few of their convergence rates are known. We derive the MSE…

Information Theory · Computer Science 2015-03-16 Kevin R. Moon , Alfred O. Hero

The problem of sequential change diagnosis is considered, where observations are obtained on-line, an abrupt change occurs in their distribution, and the goal is to quickly detect the change and accurately identify the post-change…

Statistics Theory · Mathematics 2022-11-24 Austin Warner , Georgios Fellouris

Moving object detection is a key to intelligent video analysis. On the one hand, what moves is not only interesting objects but also noise and cluttered background. On the other hand, moving objects without rich texture are prone not to be…

Computer Vision and Pattern Recognition · Computer Science 2015-10-01 Yanwei Pang , Li Ye , Xuelong Li , Jing Pan

The matched filter (MF) is widely used to detect signals hidden within the noise. If the noise is Gaussian, its performances are well-known and describable in an elegant analytical form. The treatment of non-Gaussian noises is often…

Instrumentation and Methods for Astrophysics · Physics 2018-08-08 Roberto Vio , Paola Andreani

This paper proposes a simple multi-cycle cyclostationary based signal detection (spectrum sensing) algorithm for Orthogonal Frequency Division Multiplexed (OFDM) signals in cognitive radio networks. We assume that the noise samples are…

Applications · Statistics 2013-11-26 Tadilo Endeshaw Bogale , Luc Vandendorpe

The Sorted L-One Estimator (SLOPE) is a popular regularization method in regression, which induces clustering of the estimated coefficients. That is, the estimator can have coefficients of identical magnitude. In this paper, we derive an…

Statistics Theory · Mathematics 2023-04-17 Ivan Hejný , Jonas Wallin , Małgorzata Bogdan

This paper provides a closed form expression for the pairwise score vector for the multivariate ordered probit model. This result has several implications in likelihood-based inference. It is indeed used both to speed-up gradient based…

Methodology · Statistics 2019-01-30 Martina Bravo , Antonio Canale

Under Markovian assumptions, we leverage a Central Limit Theorem (CLT) for the empirical measure in the test statistic of the composite hypothesis Hoeffding test so as to establish weak convergence results for the test statistic, and,…

Systems and Control · Computer Science 2018-02-14 Jing Zhang , Ioannis Ch. Paschalidis

In a multiobjective optimization problem a solution is called Pareto-optimal if no criterion can be improved without deteriorating at least one of the other criteria. Computing the set of all Pareto-optimal solutions is a common task in…

Data Structures and Algorithms · Computer Science 2020-10-22 Heiko Röglin