Related papers: Smooth Online Parameter Estimation for time varyin…
In this paper we propose a recursive online algorithm for estimating the parameters of a time-varying ARCH process. The estimation is done by updating the estimator at time point $t-1$ with observations about the time point $t$ to yield an…
Stochastic reaction networks (SRNs) are a general class of continuous-time Markov jump processes used to model a wide range of systems, including biochemical dynamics in single cells, ecological and epidemiological populations, and queueing…
We study sensor scheduling for continuous-discrete Kalman filtering with Poisson measurement arrivals and propose an information-form deterministic surrogate for scalable offline design. Unlike the covariance-form surrogate, the sensing…
We present a novel method for the estimation of variance parameters in generalised linear mixed models. The method has its roots in Harville (1977)'s work, but it is able to deal with models that have a precision matrix for the…
The complexities of information processing across Dynamic Data Driven Applications Systems drive the development and adoption of Artificial Intelligence-based optimization solutions. Traditional solvers often suffer from slow response times…
In a wide range of applications, the stochastic properties of the observed time series change over time. The changes often occur gradually rather than abruptly: the properties are (approximately) constant for some time and then slowly start…
Analogy Based Effort Estimation (ABE) is one of the prominent methods for software effort estimation. The fundamental concept of ABE is closer to the mentality of expert estimation but with an automated procedure in which the final estimate…
Real-time imaging sonar is crucial for underwater monitoring where optical sensing fails, but its use is limited by low uplink bandwidth and severe sonar-specific artifacts (speckle, motion blur, reverberation, acoustic shadows) affecting…
$B_1^+$ and $B_0$ field-inhomogeneities can significantly reduce accuracy and robustness of MRF's quantitative parameter estimates. Additional $B_1^+$ and $B_0$ calibration scans can mitigate this but add scan time and cannot be applied…
Network modeling has become increasingly popular for analyzing genomic data, to aid in the interpretation and discovery of possible mechanistic components and therapeutic targets. However, genomic-scale networks are high-dimensional models…
The classical sparse parameter identification methods are usually based on the iterative basis selection such as greedy algorithms, or the numerical optimization of regularized cost functions such as LASSO and Bayesian posterior probability…
This paper presents a new methodology, called AFSSEN, to simultaneously select significant predictors and produce smooth estimates in a high-dimensional function-on-scalar linear model with a sub-Gaussian errors. Outcomes are assumed to lie…
This paper presents an LMI-based design framework for multirate steady-state Kalman filters in systems with sensors operating at different sampling rates. The multirate system is formulated as a periodic time-varying system, where the…
Quantum parameter estimation has many applications, from gravitational wave detection to quantum key distribution. We present the first experimental demonstration of the time-symmetric technique of quantum smoothing. We consider both…
We show that the popular reinforcement learning (RL) strategy of estimating the state-action value (Q-function) by minimizing the mean squared Bellman error leads to a regression problem with confounding, the inputs and output noise being…
Supervised machine learning approaches require the formulation of a loss functional to be minimized in the training phase. Sequential data are ubiquitous across many fields of research, and are often treated with Euclidean distance-based…
We propose an efficient online approximate Bayesian inference algorithm for estimating the parameters of a nonlinear function from a potentially non-stationary data stream. The method is based on the extended Kalman filter (EKF), but uses a…
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…
We introduce a new estimator for the vector of coefficients $\beta$ in the linear model $y=X\beta+z$, where $X$ has dimensions $n\times p$ with $p$ possibly larger than $n$. SLOPE, short for Sorted L-One Penalized Estimation, is the…
Multivariable time series forecasting methods can integrate information from exogenous variables, leading to significant prediction accuracy gains. The transformer architecture has been widely applied in various time series forecasting…