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Self-driving laboratories (SDLs) consist of multiple stations that perform material synthesis and characterisation tasks. To minimize station downtime and maximize experimental throughput, it is practical to run experiments in asynchronous…

Machine Learning · Computer Science 2023-12-07 Hao Wen , Jakob Zeitler , Connor Rupnow

We consider the problem of accurate channel estimation for OTFS based systems with few transmit/receive antennas, where additional sparsity due to large number of antennas is not a possibility. For such systems the sparsity of the effective…

Information Theory · Computer Science 2024-10-28 Imran Ali Khan , Saif Khan Mohammed

Solving partial differential equations (PDEs) by numerical methods meet computational cost challenge for getting the accurate solution since fine grids and small time steps are required. Machine learning can accelerate this process, but…

Numerical Analysis · Mathematics 2025-01-28 Qi Wang , Yuan Mi , Haoyun Wang , Yi Zhang , Ruizhi Chengze , Hongsheng Liu , Ji-Rong Wen , Hao Sun

Accurate forecasting of an insurer's outstanding liabilities is vital for the solvency of insurance companies and the financial stability of the insurance sector. For health and disability insurance, the liabilities are intimately linked…

Statistics Theory · Mathematics 2025-08-12 K. Buchardt , C. Furrer , O. L. Sandqvist

We study the problem of parameter estimation for a univariate discretely observed ergodic diffusion process given as a solution to a stochastic differential equation. The estimation procedure we propose consists of two steps. In the first…

Statistics Theory · Mathematics 2018-04-17 Shota Gugushvili , Peter Spreij

In this note we study the asymptotic mean-square stability for two-step schemes applied to a scalar stochastic differential equation (sde) and applied to systems of sdes. We derive necessary and sufficient conditions for the asymptotic…

Numerical Analysis · Mathematics 2017-04-28 Ioannis S. Stamatiou

We prove the asymptotic mixed normality of the least absolute deviation (LAD) estimator for a locally $\alpha$-stable stochastic differential equation (SDE) observed at high frequency, where $\alpha\in(0,2)$. We investigate both ergodic and…

Statistics Theory · Mathematics 2026-03-31 Oleksii M. Kulyk , Hiroki Masuda

Exact MLE for generalized linear mixed models (GLMMs) is a long-standing problem unsolved until today. The proposed research solves the problem. In this problem, the main difficulty is caused by intractable integrals in the likelihood…

Methodology · Statistics 2024-10-14 Tonglin Zhang

We propose an accurate data-driven numerical scheme to solve Stochastic Differential Equations (SDEs), by taking large time steps. The SDE discretization is built up by means of a polynomial chaos expansion method, on the basis of…

Numerical Analysis · Mathematics 2021-09-24 Shuaiqiang Liu , Lech A. Grzelak , Cornelis W. Oosterlee

We present an implicit Split-Step explicit Euler type Method (dubbed SSM) for the simulation of McKean-Vlasov Stochastic Differential Equations (MV-SDEs) with drifts of superlinear growth in space, Lipschitz in measure and non-constant…

Numerical Analysis · Mathematics 2022-05-10 Xingyuan Chen , Goncalo dos Reis

In scalable machine learning systems, model training is often parallelized over multiple nodes that run without tight synchronization. Most analysis results for the related asynchronous algorithms use an upper bound on the information…

Machine Learning · Computer Science 2022-04-12 Xuyang Wu , Sindri Magnusson , Hamid Reza Feyzmahdavian , Mikael Johansson

We introduce a new estimator SMUCE (simultaneous multiscale change-point estimator) for the change-point problem in exponential family regression. An unknown step function is estimated by minimizing the number of change-points over the…

Methodology · Statistics 2013-08-13 Klaus Frick , Axel Munk , Hannes Sieling

In this paper we consider Bayesian parameter inference associated to a class of partially observed stochastic differential equations (SDE) driven by jump processes. Such type of models can be routinely found in applications, of which we…

Neurons and Cognition · Quantitative Biology 2024-12-03 Mohamed Maama , Ajay Jasra , Kengo Kamatani

Anomaly estimation, or the problem of finding a subset of a dataset that differs from the rest of the dataset, is a classic problem in machine learning and data mining. In both theoretical work and in applications, the anomaly is assumed to…

Machine Learning · Computer Science 2021-06-14 Uthsav Chitra , Kimberly Ding , Jasper C. H. Lee , Benjamin J. Raphael

Moment estimation for stochastic differential equations (SDEs) is fundamental to the formal reasoning and verification of stochastic dynamical systems, yet remains challenging and is rarely available in closed form. In this paper, we study…

Systems and Control · Electrical Eng. & Systems 2026-03-04 Shenghua Feng , Jie An , Naijun Zhan , Fanjiang Xu

Current Targeted Maximum Likelihood Estimation (TMLE) methods used to analyze time-to-event data estimate the survival probability for each time point separately, which result in estimates that are not necessarily monotone. In this paper,…

Methodology · Statistics 2019-06-14 Weixin Cai , Mark J. van der Laan

Solving partial differential equations (PDEs) using an annealing-based approach involves solving generalized eigenvalue problems. Discretizing a PDE yields a system of linear equations (SLE). Solving an SLE can be formulated as a general…

Numerical Analysis · Mathematics 2026-05-11 Kazue Kudo

We present a numerical method for convergence acceleration for multifidelity models of parameterized ordinary differential equations. The hierarchy of models is defined as trajectories computed using different timesteps in a time…

Numerical Analysis · Mathematics 2018-08-13 Vahid Keshavarzzadeh , Robert M. Kirby , Akil Narayan

This paper deals with the numerical integration of well-posed multiscale systems of ODEs or evolutionary PDEs. As these systems appear naturally in engineering problems, time-subcycling techniques are widely used every day to improve…

Analysis of PDEs · Mathematics 2015-10-07 Guillaume Dujardin , Pauline Lafitte

This paper introduces a novel deep metric learning-based semi-supervised regression (DML-S2R) method for parameter estimation problems. The proposed DML-S2R method aims to mitigate the problems of insufficient amount of labeled samples…

Computer Vision and Pattern Recognition · Computer Science 2023-01-24 Adina Zell , Gencer Sumbul , Begüm Demir