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Optimum parameter estimation methods require knowledge of a parametric probability density that statistically describes the available observations. In this work we examine Bayesian and non-Bayesian parameter estimation problems under a…

Applications · Statistics 2022-02-01 George V. Moustakides

We develop a new approach to robust adaptive beamforming in the presence of signal steering vector errors. Since the signal steering vector is known imprecisely, its presumed (prior) value is used to find a more accurate estimate of the…

Information Theory · Computer Science 2012-05-15 Arash Khabbazibasmenj , Sergiy A. Vorobyov , Aboulnasr Hassanien

We consider power allocation for an access-controlled transmitter with energy harvesting capability based on causal observations of the channel fading state. We assume that the system operates in a time-slotted fashion and the channel gain…

Information Theory · Computer Science 2017-08-04 Zhe Wang , Vaneet Aggarwal , Xiaodong Wang

An approach based on the Fisher information (FI) is developed to quantify the maximum information gain and optimal experimental design in neutron reflectometry experiments. In these experiments, the FI can be analytically calculated and…

Data Analysis, Statistics and Probability · Physics 2021-08-03 James H. Durant , Lucas Wilkins , Keith Butler , Joshaniel F. K. Cooper

A weak value is an effective description of the influence of a pre and post-selected 'principal' system on another 'meter' system to which it is weakly coupled. Weak values can describe anomalously large deflections of the meter, and…

Quantum Physics · Physics 2018-08-13 George C. Knee , G. Andrew D. Briggs

In this contribution we apply an adaptive model hierarchy, consisting of a full-order model, a reduced basis reduced order model, and a machine learning surrogate, to parametrized linear-quadratic optimal control problems. The involved…

Optimization and Control · Mathematics 2024-02-19 Hendrik Kleikamp

To cope with fast-fluctuating distributed energy resources (DERs) and uncontrolled loads, this paper formulates a time-varying optimization problem for distribution grids with DERs and develops a novel non-iterative algorithm to track the…

Systems and Control · Electrical Eng. & Systems 2024-10-28 J. Wu , M. Liu , W. Lu , K. Xie , M. Xie

Fine-tuning and naturalness, the sensitivity of low-energy observables to small changes in the fundamental parameters of a theory, are cornerstones of physics beyond the Standard Model. We propose a new measure of fine-tuning based on…

High Energy Physics - Theory · Physics 2026-05-04 James Halverson , Thomas R. Harvey , Michael Nee

Feature selection is one of the most fundamental problems in machine learning. An extensive body of work on information-theoretic feature selection exists which is based on maximizing mutual information between subsets of features and class…

Machine Learning · Statistics 2016-06-10 Shuyang Gao , Greg Ver Steeg , Aram Galstyan

When additional information sources are available in decision making problems that allow stochastic optimization formulations, an important question is how to optimally use the information the sources are capable of providing. A framework…

Data Analysis, Statistics and Probability · Physics 2013-02-04 Eugene Perevalov , David Grace

In several applications such as databases, planning, and sensor networks, parameters such as selectivity, load, or sensed values are known only with some associated uncertainty. The performance of such a system (as captured by some…

Data Structures and Algorithms · Computer Science 2010-01-28 Sudipto Guha , Kamesh Munagala

We propose a novel iterative algorithm for estimating a deterministic but unknown parameter vector in the presence of model uncertainties. This iterative algorithm is based on a system model where an overall noise term describes both, the…

Statistics Theory · Mathematics 2017-11-27 Oliver Lang , Michael Lunglmayr , Mario Huemer

Solving the optimal power flow problem is one of the main objectives in electrical power systems analysis and design. The modern optimization algorithms such as the evolutionary algorithms are also adopted to solve this problem, especially…

Computational Engineering, Finance, and Science · Computer Science 2016-01-19 Mohamed Abuella , Constantine Hatziadoniu

In this paper, we introduce a method to optimally estimate time-varying frequency bias. Current industry practice is to assume that frequency bias is changing only on annual basis. We suggest that this improved time-dependent bias estimate…

Systems and Control · Electrical Eng. & Systems 2023-02-08 Miroslav Kosanic , Marija Ilic , Daniel Baker , Harvey Scribner , Casey Cathey

We propose a novel approach to input design for identification of nonlinear state space models. The optimal input sequence is obtained by maximizing a scalar cost function of the Fisher information matrix. Since the Fisher information…

Optimization and Control · Mathematics 2016-03-18 Patricio E. Valenzuela , Johan Dahlin , Cristian R. Rojas , Thomas B. Schön

Effective resource allocation in sensor networks, IoT systems, and distributed computing is essential for applications such as environmental monitoring, surveillance, and smart infrastructure. Sensors or agents must optimize their resource…

Machine Learning · Computer Science 2024-09-26 Yu-Zhen Janice Chen , Daniel S. Menasché , Don Towsley

Lithium-ion (Li-ion) batteries are ubiquitous in modern energy storage systems, highlighting the critical need to comprehend and optimize their performance. Yet, battery models often exhibit poor parameter identifiability which hinders the…

Systems and Control · Electrical Eng. & Systems 2024-06-14 Jorge Espin , Yuichi Kajiura , Dong Zhang

The Fisher information matrix summarizes the amount of information in a set of data relative to the quantities of interest. There are many applications of the information matrix in statistical modeling, system identification and parameter…

Computation · Statistics 2014-05-08 Xumeng Cao

Long questionnaires increase the response burden for patients and healthcare workers. In the treatment of Parkinson's disease, the MDS-UPDRS questionnaire to track disease progression may be underutilized due to time requirements. While…

Methodology · Statistics 2026-04-14 Karl Sigfrid , Ellinor Fackle-Fornius , Frank Miller

D-Optimal designs for estimating parameters of response models are derived by maximizing the determinant of the Fisher information matrix. For non-linear models, the Fisher information matrix depends on the unknown parameter vector of…

Methodology · Statistics 2026-01-16 Suvrojit Ghosh , Koulik Khamaru , Tirthankar Dasgupta