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A distributed estimation scheme where the sensors transmit with constant modulus signals over a multiple access channel is considered. The proposed estimator is shown to be strongly consistent for any sensing noise distribution in the…

Information Theory · Computer Science 2015-05-14 Cihan Tepedelenlioglu , Adarsh B. Narasimhamurthy

Risk-sensitive planning aims to identify policies maximizing some tail-focused metrics in Markov Decision Processes (MDPs). Such an optimization task can be very costly for the most widely used and interpretable metrics such as threshold…

Machine Learning · Statistics 2025-07-09 Alexandre Marthe , Samuel Bounan , Aurélien Garivier , Claire Vernade

We study two spiked models of random matrices under general frameworks corresponding respectively to additive deformation of random symmetric matrices and multiplicative perturbation of random covariance matrices. In both cases, the…

Probability · Mathematics 2020-10-14 Nathan Noiry

Invariant risk minimization (IRM) has received increasing attention as a way to acquire environment-agnostic data representations and predictions, and as a principled solution for preventing spurious correlations from being learned and for…

Machine Learning · Computer Science 2023-03-07 Yihua Zhang , Pranay Sharma , Parikshit Ram , Mingyi Hong , Kush Varshney , Sijia Liu

Importance sampling (IS) is a technique that enables statistical estimation of output performance at multiple input distributions from a single nominal input distribution. IS is commonly used in Monte Carlo simulation for variance reduction…

Methodology · Statistics 2025-05-07 Yijuan Liang , Guangxin Jiang , Michael C. Fu

The uncertainty of the sensing target brings great challenge to the beamforming design of the integrated sensing and communication (ISAC) system. To address this issue, we model the scattering coefficient and azimuth angle of the target as…

Signal Processing · Electrical Eng. & Systems 2025-02-12 Zongyao Zhao , Zhenyu Liu , Wei Dai , Xinke Tang , Xiao-Ping Zhang , Yuhan Dong

We observe n possibly dependent random variables, the distribution of which is presumed to be stationary even though this might not be true, and we aim at estimating the stationary distribution. We establish a non-asymptotic deviation bound…

Statistics Theory · Mathematics 2023-07-10 Alexandre Lecestre

Empirical Risk Minimization (ERM) based machine learning algorithms have suffered from weak generalization performance on data obtained from out-of-distribution (OOD). To address this problem, Invariant Risk Minimization (IRM) objective was…

Machine Learning · Computer Science 2021-03-25 Jun-Hyun Bae , Inchul Choi , Minho Lee

Randomized Controlled Trials (RCT) are the current gold standards to empirically measure the effect of a new drug. However, they may be of limited size and resorting to complementary non-randomized data, referred to as observational, is…

Methodology · Statistics 2025-06-11 Ahmed Boughdiri , Julie Josse , Erwan Scornet

Radio map estimation (RME) is the problem of inferring the value of a certain metric (e.g. signal power) across an area of interest given a collection of measurements. While most works tackle this problem from a purely non-Bayesian…

Signal Processing · Electrical Eng. & Systems 2025-08-11 Tien Ngoc Ha , Daniel Romero

Reflected diffusions in polyhedral domains are commonly used as approximate models for stochastic processing networks in heavy traffic. Stationary distributions of such models give useful information on the steady state performance of the…

Probability · Mathematics 2012-05-24 Amarjit Budhiraja , Jiang Chen , Sylvain Rubenthaler

Statistical modeling often involves identifying an optimal estimate to some underlying probability distribution known to satisfy some given constraints. I show here that choosing as estimate the centroid, or center of mass, of the set…

Methodology · Statistics 2013-10-11 Jonathan Landy

We axiomatically introduce risk-consistent conditional systemic risk measures defined on multidimensional risks. This class consists of those conditional systemic risk measures which can be decomposed into a state-wise conditional…

Risk Management · Quantitative Finance 2016-09-27 Hannes Hoffmann , Thilo Meyer-Brandis , Gregor Svindland

This paper considers statistical estimation problems where the probability distribution of the observed random variable is invariant with respect to actions of a finite topological group. It is shown that any such distribution must satisfy…

Machine Learning · Statistics 2015-06-23 Yu-Hui Chen , Dennis Wei , Gregory Newstadt , Marc DeGraef , Jeffrey Simmons , Alfred Hero

Distributed algorithms, particularly Diffusion Least Mean Square, are widely favored for their reliability, robustness, and fast convergence in various industries. However, limited observability of the target can compromise the integrity of…

Signal Processing · Electrical Eng. & Systems 2023-10-18 Mahdi Shamsi , Farokh Marvasti

This paper concerns a spectral estimation problem in which we want to find a spectral density function that is consistent with estimated second-order statistics. It is an inverse problem admitting multiple solutions, and selection of a…

Optimization and Control · Mathematics 2019-08-08 Bin Zhu

This work presents a novel general regularized distributed solution for the state estimation problem in networked systems. Resting on the graph-based representation of sensor networks and adopting a multivariate least-squares approach, the…

Systems and Control · Electrical Eng. & Systems 2021-11-17 Marco Fabris , Giulia Michieletto , Angelo Cenedese

We propose a Bayesian approach, called the posterior spectral embedding, for estimating the latent positions in random dot product graphs, and prove its optimality. Unlike the classical spectral-based adjacency/Laplacian spectral embedding,…

Statistics Theory · Mathematics 2019-04-30 Fangzheng Xie , Yanxun Xu

Using Monte Carlo simulation to calculate the Value at Risk (VaR) as a possible risk measure requires adequate techniques. One of these techniques is the application of a compound distribution for the aggregates in a portfolio. In this…

Computational Finance · Quantitative Finance 2017-02-16 M. Assadsolimani , D. Chetalova

Optimization under uncertainty and risk is indispensable in many practical situations. Our paper addresses stability of optimization problems using composite risk functionals which are subjected to measure perturbations. Our main focus is…

Optimization and Control · Mathematics 2022-01-06 Darinka Dentcheva , Yang Lin , Spiridon Penev
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