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This paper proposes a new Sequential Monte Carlo algorithm to perform online estimation in the context of state space models when either the transition density of the latent state or the conditional likelihood of an observation given a…

Applications · Statistics 2021-05-10 Alice Martin , Marie-Pierre Etienne , Pierre Gloaguen , Sylvain Le Corff , Jimmy Olsson

Optimal state transport across spin chains, which are proposed as quantum wires for information transfer in solid state quantum architectures, is an important topic for quantum technologies. In this work, we study {the remote restoring of a…

Quantum Physics · Physics 2024-01-19 E. B. Fel'dman , A. N. Pechen , A. I. Zenchuk

This paper considers the problem of decentralized optimization on compact submanifolds, where a finite sum of smooth (possibly non-convex) local functions is minimized by $n$ agents forming an undirected and connected graph. However, the…

Optimization and Control · Mathematics 2025-06-10 Jun Chen , Lina Liu , Tianyi Zhu , Yong Liu , Guang Dai , Yunliang Jiang , Ivor W. Tsang

We study the Inexact Restoration framework with random models for minimizing functions whose evaluation is subject to errors. We propose a constrained formulation that includes well-known stochastic problems and an algorithm applicable when…

Optimization and Control · Mathematics 2026-02-24 Benedetta Morini , Simone Rebegoldi

In this paper, we consider the problem of identifying a linear map from measurements which are subject to intermittent and arbitarily large errors. This is a fundamental problem in many estimation-related applications such as fault…

Systems and Control · Computer Science 2016-08-09 Laurent Bako , Henrik Ohlsson

A novel approach to solve the problem of distributed state estimation of linear time-invariant systems is proposed in this paper. It relies on the application of parameter estimation-based observers, where the state observation task is…

Systems and Control · Electrical Eng. & Systems 2020-05-28 Romeo Ortega , Emmanuel Nuño , Alexei Bobtsov

We propose a method for analyzing the distributed random coordinate descent algorithm for solving separable resource allocation problems in the context of an open multiagent system, where agents can be replaced during the process. In…

Multiagent Systems · Computer Science 2023-09-21 Charles Monnoyer de Galland , Renato Vizuete , Julien M. Hendrickx , Elena Panteley , Paolo Frasca

This paper investigates the state estimation problem for a class of complex networks, in which the dynamics of each node is subject to Gaussian noise, system uncertainties and nonlinearities. Based on a regularized least-squares approach,…

Systems and Control · Electrical Eng. & Systems 2021-03-16 Peihu Duan , Qishao Wang , Zhisheng Duan , Guanrong Chen

We address the problem of recovering a sparse signal from clipped or quantized measurements. We show how these two problems can be formulated as minimizing the distance to a convex feasibility set, which provides a convex and differentiable…

Signal Processing · Electrical Eng. & Systems 2018-12-05 Lucas Rencker , Francis Bach , Wenwu Wang , Mark D. Plumbley

In this paper, we discuss application of iterative Stochastic Optimization routines to the problem of sparse signal recovery from noisy observation. Using Stochastic Mirror Descent algorithm as a building block, we develop a multistage…

Machine Learning · Statistics 2022-03-31 Anatoli Juditsky , Andrei Kulunchakov , Hlib Tsyntseus

We study the multi-terminal remote estimation problem under a rate constraint, in which the goal of the encoder is to help each decoder estimate a function over a certain distribution -- while the distribution is known only to the encoder,…

Information Theory · Computer Science 2025-05-13 Maximilian Egger , Rawad Bitar , Antonia Wachter-Zeh , Nir Weinberger , Deniz Gündüz

The measured relative entropy and measured R\'enyi relative entropy are quantifiers of the distinguishability of two quantum states $\rho$ and $\sigma$. They are defined as the maximum classical relative entropy or R\'enyi relative entropy…

Quantum Physics · Physics 2025-11-25 Zixin Huang , Mark M. Wilde

Event-based sampling has been proposed as a general technique for lowering the average communication rate in remote state estimation, which can be important in scenarios with constraints on resources such as network bandwidth or sensor…

Systems and Control · Electrical Eng. & Systems 2022-09-29 Johan Ruuskanen , Anton Cervin

Data partitioning that maximizes/minimizes the Shannon entropy, or more generally the R\'enyi entropy is a crucial subroutine in data compression, columnar storage, and cardinality estimation algorithms. These partition algorithms can be…

Data Structures and Algorithms · Computer Science 2025-11-05 Aryan Esmailpour , Sanjay Krishnan , Stavros Sintos

In the theory of lossy compression, the rate-distortion (R-D) function $R(D)$ describes how much a data source can be compressed (in bit-rate) at any given level of fidelity (distortion). Obtaining $R(D)$ for a given data source establishes…

Information Theory · Computer Science 2023-10-31 Yibo Yang , Stephan Eckstein , Marcel Nutz , Stephan Mandt

In this paper, the convergence rates of two algorithms for the online quantum states reconstruction with Gaussian measurement noise in continuous weak measurement are studied, one is the online proximal gradient-based alternating direction…

Quantum Physics · Physics 2024-10-15 Shuang Cong , Weiyi Qin

We present an iterative inverse reinforcement learning algorithm to infer optimal cost functions in continuous spaces. Based on a popular maximum entropy criteria, our approach iteratively finds a weight improvement step and proposes a…

Machine Learning · Computer Science 2025-05-14 Sarmad Mehrdad , Avadesh Meduri , Ludovic Righetti

In this paper, the sparse sensor placement problem for least-squares estimation is considered, and the previous novel approach of the sparse sensor selection algorithm is extended. The maximization of the determinant of the matrix which…

Signal Processing · Electrical Eng. & Systems 2021-05-18 Yuji Saito , Taku Nonomura , Keigo Yamada , Kumi Nakai , Takayuki Nagata , Keisuke Asai , Yasuo Sasaki , Daisuke Tsubakino

In this paper, we study the remote estimation problem of a Markov process over a channel with a cost. We formulate this problem as an infinite horizon optimization problem with two players, i.e., a sensor and a monitor, that have distinct…

Systems and Control · Electrical Eng. & Systems 2024-02-01 Edoardo David Santi , Touraj Soleymani , Deniz Gunduz

We consider a sensor scheduling and remote estimation problem with one sensor and one estimator. At each time step, the sensor makes an observation on the state of a source, and then decides whether to transmit its observation to the…

Systems and Control · Computer Science 2015-10-02 Xiaobin Gao , Emrah Akyol , Tamer Basar