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Related papers: Posterior Cramer-Rao Lower Bound based Adaptive St…

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We introduce potential-energy gating, a method for robust state estimation in systems governed by double-well stochastic dynamics. The observation noise covariance of a Bayesian filter is modulated by the local value of a known or assumed…

Machine Learning · Computer Science 2026-02-17 Luigi Simeone

In this paper, we propose a probabilistic optimization method, named probabilistic incremental proximal gradient (PIPG) method, by developing a probabilistic interpretation of the incremental proximal gradient algorithm. We explicitly model…

Optimization and Control · Mathematics 2019-06-20 Ömer Deniz Akyildiz , Émilie Chouzenoux , Víctor Elvira , Joaquín Míguez

This paper introduces a novel proprioceptive state estimator for legged robots that combines model-based filters and deep neural networks. Recent studies have shown that neural networks such as multi-layer perceptron or recurrent neural…

Robotics · Computer Science 2024-10-28 Donghoon Youm , Hyunsik Oh , Suyoung Choi , Hyeongjun Kim , Jemin Hwangbo

The Bayesian Cram\'er-Rao bound (BCRB) is a crucial tool in signal processing for assessing the fundamental limitations of any estimation problem as well as benchmarking within a Bayesian frameworks. However, the BCRB cannot be computed…

Signal Processing · Electrical Eng. & Systems 2025-02-11 Hai Victor Habi , Hagit Messer , Yoram Bresler

In the process of tracking multiple point targets in space using radar, since the targets are spatially well separated, the data between them will not be confused. Therefore, the multi-target tracking problem can be transformed into a…

Signal Processing · Electrical Eng. & Systems 2024-09-25 Mushen Lin , Fenggang Yan , Lingda Ren , Xiangtian Meng , Maria Greco , Fulvio Gini , Ming Jin

A nonlinear wave alternative for the standard Black-Scholes option-pricing model is presented. The adaptive-wave model, representing 'controlled Brownian behavior' of financial markets, is formally defined by adaptive nonlinear…

Pricing of Securities · Quantitative Finance 2009-11-11 Vladimir G. Ivancevic

In this paper, we study the problem of learning Kalman filtering with unknown system model in partially observed linear dynamical systems. We propose a unified algorithmic framework based on online optimization that can be used to solve…

Machine Learning · Computer Science 2026-03-31 Lintao Ye , Ankang Zhang , Ming Chi , Bin Du , Jianghai Hu

We present a theory-first framework that interprets inference-time adaptation in large language models (LLMs) as online Bayesian state estimation. Rather than modeling rapid adaptation as implicit optimization or meta-learning, we formulate…

Machine Learning · Computer Science 2026-01-13 Andrew Kiruluta

Offline reinforcement learning (RL) addresses the problem of learning a performant policy from a fixed batch of data collected by following some behavior policy. Model-based approaches are particularly appealing in the offline setting since…

Machine Learning · Computer Science 2023-03-06 Jihwan Jeong , Xiaoyu Wang , Michael Gimelfarb , Hyunwoo Kim , Baher Abdulhai , Scott Sanner

Following the foundational work of the Black--Scholes model, extensive research has been developed to price the option by addressing its underlying assumptions and associated pricing biases. This study introduces a novel framework for…

Mathematical Finance · Quantitative Finance 2025-08-21 Tapan Kar , Suprio Bhar , Barun Sarkar , Sesha Meka

In probabilistic quantum metrology, one aims at finding weak measurements that concentrate the Fisher Information on the resulting quantum states, post-selected according to the weak outcomes. Though the Quantum Cram\'er-Rao bound itself…

Quantum Physics · Physics 2022-07-08 Massimo Frigerio , Stefano Olivares , Matteo G. A. Paris

We study Bayesian optimization (BO) in high-dimensional and non-stationary scenarios. Existing algorithms for such scenarios typically require extensive hyperparameter tuning, which limits their practical effectiveness. We propose a…

Machine Learning · Computer Science 2023-07-26 Fengxue Zhang , Jialin Song , James Bowden , Alexander Ladd , Yisong Yue , Thomas A. Desautels , Yuxin Chen

We revisit the Bayesian Black-Litterman (BL) portfolio model and remove its reliance on subjective investor views. Classical BL requires an investor "view": a forecast vector $q$ and its uncertainty matrix $\Omega$ that describe how much a…

Portfolio Management · Quantitative Finance 2025-05-06 Thomas Y. L. Lin , Jerry Yao-Chieh Hu , Paul W. Chiou , Peter Lin

Statistical inference of multiple parameters often involves a preliminary parameter selection stage. The selection stage has an impact on subsequent estimation, for example by introducing a selection bias. The post-selection maximum…

Signal Processing · Electrical Eng. & Systems 2020-04-22 Nadav Harel , Tirza Routtenberg

Traditional reinforcement learning (RL) assumes the agents make decisions based on Markov decision processes (MDPs) with one-step transition models. In many real-world applications, such as energy management and stock investment, agents can…

Machine Learning · Computer Science 2025-10-22 Chenbei Lu , Zaiwei Chen , Tongxin Li , Chenye Wu , Adam Wierman

This paper addresses the synthesis of slow-time coded waveforms for single target tracking in a radar network operating under colored Gaussian interference. Based on the Posterior Cram\'er Rao Lower Bound (PCRLB), which characterizes the…

Signal Processing · Electrical Eng. & Systems 2025-12-08 Tao Fan , Augusto Aubry , Antonio De Maio , Luca Pallotta , Xianxiang Yu , Guolong Cui

Practical Bayes filters often assume the state distribution of each time step to be Gaussian for computational tractability, resulting in the so-called Gaussian filters. When facing nonlinear systems, Gaussian filters such as extended…

Systems and Control · Electrical Eng. & Systems 2026-03-17 Wenhan Cao , Tianyi Zhang , Zeju Sun , Chang Liu , Stephen S. -T. Yau , Shengbo Eben Li

Partially-observed Boolean dynamical systems (POBDS) are a general class of nonlinear models with application in estimation and control of Boolean processes based on noisy and incomplete measurements. The optimal minimum mean square error…

Methodology · Statistics 2017-03-08 Mahdi Imani , Ulisses Braga-Neto

Preference-based Reinforcement Learning (PbRL) replaces reward values in traditional reinforcement learning by preferences to better elicit human opinion on the target objective, especially when numerical reward values are hard to design or…

Machine Learning · Computer Science 2020-10-27 Yichong Xu , Ruosong Wang , Lin F. Yang , Aarti Singh , Artur Dubrawski

Model uncertainty is pervasive in real world analysis situations and is an often-neglected issue in applied statistics. However, standard approaches to the research process do not address the inherent uncertainty in model building and,…

Methodology · Statistics 2024-03-01 Mariana Nold , Florian Meinfelder , David Kaplan
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