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Classically, Fisher information is the relevant object in defining optimal experimental designs. However, for models that lack certain regularity, the Fisher information does not exist and, hence, there is no notion of design optimality…

Statistics Theory · Mathematics 2019-12-04 Yi Lin , Ryan Martin , Min Yang

We study the optimality conditions of information transfer in systems with memory in the low signal-to-noise ratio regime of vanishing input amplitude. We find that the optimal mutual information is represented by a maximum-variance of the…

Neurons and Cognition · Quantitative Biology 2010-08-13 Lubomir Kostal , Petr Lansky

Linearized models of power systems are often desirable to formulate tractable control and optimization problems that still reflect real-world physics adequately under various operating conditions. In this paper, we propose an approach that…

Optimization and Control · Mathematics 2018-05-28 Marc Hohmann , Joseph Warrington , John Lygeros

Robust and Real-time State of Charge (SOC) estimation is essential for Lithium Iron Phosphate (LFP) batteries, which are widely used in electric vehicles (EVs) and energy storage systems due to safety and longevity. However, the flat Open…

Systems and Control · Electrical Eng. & Systems 2025-07-03 Junzhe Shi , Shida Jiang , Shengyu Tao , Jaewong Lee , Manashita Borah , Scott Moura

Understanding how the optimal value of an optimisation problem changes when its input data is modified is an old question in mathematical optimisation. This paper investigates the computation of the optimal values of a family of (possibly…

Optimization and Control · Mathematics 2026-03-02 Guillaume Derval , Damien Ernst , Quentin Louveaux , Bardhyl Miftari

Selecting the best regularization parameter in inverse problems is a classical and yet challenging problem. Recently, data-driven approaches have become popular to tackle this challenge. These approaches are appealing since they do require…

Statistics Theory · Mathematics 2025-10-22 Jonathan Chirinos Rodriguez , Ernesto De Vito , Cesare Molinari , Lorenzo Rosasco , Silvia Villa

The Bayesian decision-theoretic approach to design of experiments involves specifying a design (values of all controllable variables) to maximise the expected utility function (expectation with respect to the distribution of responses and…

Statistics Theory · Mathematics 2021-09-24 Antony M. Overstall

In this paper, we study an asymptotic approximation of the Fisher information for the estimation of a scalar parameter using quantized measurements. We show that, as the number of quantization intervals tends to infinity, the loss of Fisher…

Information Theory · Computer Science 2013-10-28 Rodrigo Cabral Farias , Jean-Marc Brossier

We consider a power-controlled wireless network with an established network topology in which the communication links (transmitter-receiver pairs) are corrupted by the co-channel interference and background noise. We have fairly general…

Information Theory · Computer Science 2009-07-21 Sławomir Stańczak , Michał Kaliszan , Nicholas Bambos , Marcin Wiczanowski

A relationship between the Fisher information and the characteristic function is established with the help of two inequalities. A necessary and sufficient condition for equality is found. These results are used to determine the asymptotic…

Information Theory · Computer Science 2010-07-12 Cihan Tepedelenlioglu , Mahesh K. Banavar , Andreas Spanias

Variational quantum metrology represents a powerful tool for optimizing generic estimation strategies, combining the principles of variational optimization with the techniques of quantum metrology. Such optimization procedures result…

Information and free-energy maximization are physics principles that provide general rules for an agent to optimize actions in line with specific goals and policies. These principles are the building blocks for designing decision-making…

Machine Learning · Computer Science 2025-03-21 Alex Barbier-Chebbah , Christian L. Vestergaard , Jean-Baptiste Masson

Parameter fitting of data to a proposed equation almost always consider these parameters as independent variables. Here, the method proposed optimizes an arbitrary number of variables by the minimization of a function of a single variable.…

Chemical Physics · Physics 2010-06-15 Christopher G. Jesudason

We consider the problem of reconstructing the dynamic state matrix of transmission power grids from time-stamped PMU measurements in the regime of ambient fluctuations. Using a maximum likelihood based approach, we construct a family of…

Systems and Control · Computer Science 2017-10-31 Andrey Y. Lokhov , Marc Vuffray , Dmitry Shemetov , Deepjyoti Deka , Michael Chertkov

Solving multi-objective optimization problems is important in various applications where users are interested in obtaining optimal policies subject to multiple, yet often conflicting objectives. A typical approach to obtain optimal policies…

Systems and Control · Electrical Eng. & Systems 2019-10-07 Huixin Zhan , Yongcan Cao

In this work the primary objective is to maximize the precision of the maximum likelihood estimate in a linear regression model through the efficient design of the experiment. One common measure of precision is the unconditional mean square…

Methodology · Statistics 2022-09-27 Adam Lane

It is well known that a suggestive relation exists that links Schr\"odinger's equation (SE) to the information-optimizing principle based on Fisher's information measure (FIM). We explore here an approach that will allow one to infer the…

Statistics Theory · Mathematics 2015-05-27 S. P. Flego , A. Plastino , A. R. Plastino

In this paper, we provide a mathematical framework for improving generalization in a class of learning problems which is related to point estimations for modeling of high-dimensional nonlinear functions. In particular, we consider a…

Optimization and Control · Mathematics 2024-12-13 Getachew K. Befekadu

This paper presents state estimation and stochastic optimal control gathered in one global optimization problem generating dual effect i.e. the control can improve the future estimation. As the optimal policy is impossible to compute, a…

Optimization and Control · Mathematics 2023-03-27 Emilien Flayac , Karim Dahia , Bruno Hérissé , Frédéric Jean

To solve complex real-world problems, heuristics and concept-based approaches can be used in order to incorporate information into the problem. In this study, a concept-based approach called variable functioning Fx is introduced to reduce…

Computational Engineering, Finance, and Science · Computer Science 2022-05-17 Amir H Gandomi , Kalyanmoy Deb , Ronald C Averill , Shahryar Rahnamayan , Mohammad Nabi Omidvar