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We address the problem of estimating the inputs of a dynamical system from measurements of the system's outputs. To this end, we introduce a novel estimation algorithm that explicitly trades off bias and variance to optimally reduce the…

Machine Learning · Computer Science 2019-09-20 Sebastian Curi , Kfir Y. Levy , Andreas Krause

This paper studies the performative prediction problem which optimizes a stochastic loss function with data distribution that depends on the decision variable. We consider a setting where the agent(s) provides samples adapted to the…

Optimization and Control · Mathematics 2021-10-05 Qiang Li , Hoi-To Wai

With a sustainable increase in the scale of power system, the number of states in the state space grows exponentially, and the reliability assessment of the power system faces enormous challenges. Traditional state-by-state assessment…

Systems and Control · Electrical Eng. & Systems 2025-07-01 Wenjie Wan , Han Hu , Feiyu Chen , Xiaoyu Liu , Kequan Zhao

Many statistical methods have been proposed for variable selection in the past century, but few balance inference and prediction tasks well. Here we report on a novel variable selection approach called Penalized regression with…

Methodology · Statistics 2021-06-16 Yi Zuo , Thomas G. Stewart , Jeffrey D. Blume

We consider the estimation of the state transition matrix in vector autoregressive models, when time sequence data is limited but nonsequence steady-state data is abundant. To leverage both sources of data, we formulate the least squares…

Optimization and Control · Mathematics 2018-09-21 Fu Lin , Jie Chen

We derive sufficient conditions for the solvability of the state estimation problem for a class of nonlinear control time-varying systems which includes those, whose dynamics have triangular structure. The state estimation is exhibited by…

Optimization and Control · Mathematics 2018-06-07 John Tsinias , Constantinos Kitsos

In this paper, we explore an efficient online algorithm for quantum state estimation based on a matrix-exponentiated gradient method previously used in the context of machine learning. The state update is governed by a learning rate that…

Quantum Physics · Physics 2019-03-28 Akram Youssry , Christopher Ferrie , Marco Tomamichel

Traditional largest normalize residual (LNR) test for bad data identification relies on state estimation residuals and thus can only be implemented after running Power System State Estimation (PSSE). LNR may fail to detect bad data in…

Optimization and Control · Mathematics 2018-04-17 Hossein Ghassempour Aghamolki , Zhixin Miao , Lingling Fan

Shrinkage can effectively improve the condition number and accuracy of covariance matrix estimation, especially for low-sample-support applications with the number of training samples smaller than the dimensionality. This paper investigates…

Information Theory · Computer Science 2018-10-22 Jun Tong , Rui Hu , Jiangtao Xi , Zhitao Xiao , Qinghua Guo , Yanguang Yu

Leverage score is a fundamental problem in machine learning and theoretical computer science. It has extensive applications in regression analysis, randomized algorithms, and neural network inversion. Despite leverage scores are widely used…

Machine Learning · Computer Science 2024-04-23 Zhihang Li , Zhao Song , Weixin Wang , Junze Yin , Zheng Yu

Accurate state estimation is a crucial requirement for the reliable operation and control of electric power systems. Here, we construct a data-driven, numerical method to infer missing power load values in large-scale power grids. Given…

Systems and Control · Electrical Eng. & Systems 2026-02-23 Philippe Jacquod , Laurent Pagnier , Daniel J. Gauthier

The ability to rigorously estimate the failure rates of large language models (LLMs) is a prerequisite for their safe deployment. Currently, however, practitioners often face a tradeoff between expensive human gold standards and potentially…

Computation and Language · Computer Science 2026-04-07 Minghe Shen , Ananth Balashankar , Adam Fisch , David Madras , Miguel Rodrigues

Optimal sensor placement is essential for minimizing costs and ensuring accurate state estimation in power systems. This paper introduces a novel method for optimal sensor placement for dynamic state estimation of power systems modeled by…

Systems and Control · Electrical Eng. & Systems 2025-02-06 Milos Katanic , Yi Guo , John Lygeros , Gabriela Hug

Variable selection in linear models plays a pivotal role in modern statistics. Hard-thresholding methods such as $l_0$ regularization are theoretically ideal but computationally infeasible. In this paper, we propose a new approach, called…

Machine Learning · Statistics 2015-03-20 Kun Yang

This paper presents an optimal calibration scheme and a weighted least squares (LS) localization algorithm for received signal strength (RSS) based visible light positioning (VLP) systems, focusing on the often overlooked impact of light…

Signal Processing · Electrical Eng. & Systems 2024-11-19 Fan Wu , Nobby Stevens , Lieven De Strycker , François Rottenberg

Intrinsically motivated artificial agents learn advantageous behavior without externally-provided rewards. Previously, it was shown that maximizing mutual information between agent actuators and future states, known as the empowerment…

Machine Learning · Computer Science 2021-05-11 Ruihan Zhao , Kevin Lu , Pieter Abbeel , Stas Tiomkin

The capability of a novel Kullback-Leibler divergence method is examined herein within the Kalman filter framework to select the input-parameter-state estimation execution with the most plausible results. This identification suffers from…

Signal Processing · Electrical Eng. & Systems 2025-11-05 Marios Impraimakis

As LLM-based agents grow more autonomous and multi-modal, ensuring they remain controllable, auditable, and faithful to deployer intent becomes critical. Prior benchmarks measured the propensity for misaligned behavior and showed that agent…

Multiagent Systems · Computer Science 2025-12-22 Abhivansh Gupta

We develop a new efficient sequential approximate leverage score algorithm, SALSA, using methods from randomized numerical linear algebra (RandNLA) for large matrices. We demonstrate that, with high probability, the accuracy of SALSA's…

Machine Learning · Statistics 2024-01-02 Ali Eshragh , Luke Yerbury , Asef Nazari , Fred Roosta , Michael W. Mahoney

Estimating hidden states in dynamical systems, also known as optimal filtering, is a long-standing problem in various fields of science and engineering. In this paper, we introduce a general filtering framework, \textbf{LLM-Filter}, which…

Machine Learning · Computer Science 2025-09-25 Shiqi Liu , Wenhan Cao , Chang Liu , Zeyu He , Tianyi Zhang , Shengbo Eben Li
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