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In this work we propose and numerically analyze an algorithm for detection of a contaminant source using a dynamic sensor network. The algorithm is motivated using a global probabilistic optimization problem and is based on the analysis of…

Probability · Mathematics 2015-10-21 Sergio A. Almada Monter , Amarjit Budhiraja , Jan Hannig

Source separation is one of the signal processing's main emerging domain. Many techniques such as maximum likelihood (ML), Infomax, cumulant matching, estimating function, etc. have been used to address this difficult problem.…

Mathematical Physics · Physics 2009-10-31 Ali Mohammad-Djafari

The problem of finding the optimal set of source nodes in a diffusion network that maximizes the spread of information, influence, and diseases in a limited amount of time depends dramatically on the underlying temporal dynamics of the…

Social and Information Networks · Computer Science 2012-05-09 Manuel Gomez Rodriguez , Bernhard Schölkopf

In this article, a general problem of sequential statistical inference for general discrete-time stochastic processes is considered. The problem is to minimize an average sample number given that Bayesian risk due to incorrect decision does…

Statistics Theory · Mathematics 2010-10-18 Andrey Novikov

Causal inference provides an analytical framework to identify and quantify cause-and-effect relationships among a network of interacting agents. This paper offers a novel framework for analyzing cascading failures in power transmission…

Systems and Control · Electrical Eng. & Systems 2024-10-28 Shiuli Subhra Ghosh , Anmol Dwivedi , Ali Tajer , Kyongmin Yeo , Wesley M. Gifford

Spreading processes on graphs arise in a host of application domains, from the study of online social networks to viral marketing to epidemiology. Various discrete-time probabilistic models for spreading processes have been proposed. These…

Social and Information Networks · Computer Science 2021-09-24 Abram Magner , Carolyn Kaminski , Petko Bogdanov

Estimating the entropy rate of discrete time series is a challenging problem with important applications in numerous areas including neuroscience, genomics, image processing and natural language processing. A number of approaches have been…

Methodology · Statistics 2023-03-22 Ioannis Papageorgiou , Ioannis Kontoyiannis

A Bayesian network is a widely used probabilistic graphical model with applications in knowledge discovery and prediction. Learning a Bayesian network (BN) from data can be cast as an optimization problem using the well-known…

Artificial Intelligence · Computer Science 2018-11-14 Zhenyu A. Liao , Charupriya Sharma , James Cussens , Peter van Beek

We propose a new method to estimate a root-directed spanning tree from extreme data. A prominent example is a river network, to be discovered from extreme flow measured at a set of stations. Our new algorithm utilizes qualitative aspects of…

Machine Learning · Statistics 2023-12-29 Ngoc Mai Tran , Johannes Buck , Claudia Klüppelberg

We consider an optimal stopping problem with n correlated offers where the goal is to design a (randomized) stopping strategy that maximizes the expected value of the offer in the sequence at which we stop. Instead of assuming to know the…

Optimization and Control · Mathematics 2025-07-08 Pieter Kleer , Daan Noordenbos

The probability distribution of the proper delay times during scattering on a chaotic system is derived in the framework of the random matrix approach and the supersymmetry method. The result obtained is valid for an arbitrary number of…

Disordered Systems and Neural Networks · Physics 2007-05-23 Hans-Juergen Sommers , Dmitry V. Savin , Valentin V. Sokolov

For real time evaluation of a Bayesian network when there is not sufficient time to obtain an exact solution, a guaranteed response time, approximate solution is required. It is shown that nontraditional methods utilizing estimators based…

Artificial Intelligence · Computer Science 2013-02-18 Robert L. Welch

When is optimal estimation linear? It is well known that, when a Gaussian source is contaminated with Gaussian noise, a linear estimator minimizes the mean square estimation error. This paper analyzes, more generally, the conditions for…

Information Theory · Computer Science 2015-03-19 Emrah Akyol , Kumar Viswanatha , Kenneth Rose

In this work, a new Bayesian framework for OFDM channel estimation is proposed. Using Jaynes' maximum entropy principle to derive prior information, we successively tackle the situations when only the channel delay spread is a priori known,…

Information Theory · Computer Science 2008-11-06 Romain Couillet , Merouane Debbah

The problem of tracking the source of a passive scalar in a turbulent flow is relevant to flying insect behavior and several other applications. Extensive previous work has shown that certain Bayesian strategies, such as "infotaxis," can be…

Fluid Dynamics · Physics 2025-03-07 Robin A. Heinonen , Luca Biferale , Antonio Celani , Massimo Vergassola

We consider the problem of designing almost optimal predictors for dynamical systems from a finite sequence of noisy observations and incomplete knowledge of the dynamics and the noise. We first discuss the properties of the optimal (Bayes)…

Chaotic Dynamics · Physics 2007-07-30 Marian Anghel , Ingo Steinwart

Causal discovery from empirical data is a fundamental problem in many scientific domains. Observational data allows for identifiability only up to Markov equivalence class. In this paper we first propose a polynomial time algorithm for…

Machine Learning · Computer Science 2019-08-19 Kevin Bello , Jean Honorio

Source enumeration, the task of estimating the number of sources from the signal received by the array of antennas, is a critical problem in array signal processing. Numerous methods have been proposed to estimate the number of sources…

Signal Processing · Electrical Eng. & Systems 2025-07-03 Gokularam Muthukrishnan , Siva Shanmugam , Sheetal Kalyani

This paper investigates the location-based relay selection problem, where the source node chooses its relay from a set of spatially deployed decode-and-forward relays. The advantages of location-based relay selection are the elimination of…

Signal Processing · Electrical Eng. & Systems 2019-02-13 Saman Atapattu , Hazer Inaltekin , Jamie Evans

In the \textsc{Waypoint Routing Problem} one is given an undirected capacitated and weighted graph $G$, a source-destination pair $s,t\in V(G)$ and a set $W\subseteq V(G)$, of \emph{waypoints}. The task is to find a walk which starts at the…

Data Structures and Algorithms · Computer Science 2021-09-27 Šimon Schierreich , Ondřej Suchý