Related papers: Global and Asymptotically Efficient Localization f…
Large-scale nonsmooth optimization problems arise in many real-world applications, but obtaining exact function and subgradient values for these problems may be computationally expensive or even infeasible. In many practical settings, only…
Let $(X_i)_{i=1,...,n}$ be a possibly nonstationary sequence such that $\mathscr{L}(X_i)=P_n$ if $i\leq n\theta$ and $\mathscr{L}(X_i)=Q_n$ if $i>n\theta$, where $0<\theta <1$ is the location of the change-point to be estimated. We…
This work establishes the first rigorous stability guarantees for approximate predictors in delay-adaptive control of nonlinear systems, addressing a key challenge in practical implementations where exact predictors are unavailable. We…
We study the problem of signal estimation from non-linear observations when the signal belongs to a low-dimensional set buried in a high-dimensional space. A rough heuristic often used in practice postulates that non-linear observations may…
The paper provides global optimization algorithms for two particularly difficult nonconvex problems raised by hybrid system identification: switching linear regression and bounded-error estimation. While most works focus on local…
Low-cost micro-electromechanical accelerometers are widely used in navigation, robotics, and consumer devices for motion sensing and position estimation. However, their performance is often degraded by bias errors. To eliminate…
As second-order methods, Gauss--Newton-type methods can be more effective than first-order methods for the solution of nonsmooth optimization problems with expensive-to-evaluate smooth components. Such methods, however, often do not…
This paper focuses on the problem of localising a transmitting mobile station (MS) using multiple cooperative base stations (BSs). There are two technical difficulties: one is the data association between intermediate parameters and…
This paper explores the distance-based relative state estimation problem in large-scale systems, which is hard to solve effectively due to its high-dimensionality and non-convexity. In this paper, we alleviate this inherent hardness to…
We study nonconvex optimization for phase retrieval and the more general problem of semidefinite low-rank matrix sensing; in particular, we focus on the global nonconvex landscape of overparametrized versions of the nonsmooth amplitude…
Estimating the state of an environment from high-dimensional, multimodal, and noisy observations is a fundamental challenge in reinforcement learning (RL). Traditional approaches rely on probabilistic models to account for the uncertainty,…
The problem of matrix sensing, or trace regression, is a problem wherein one wishes to estimate a low-rank matrix from linear measurements perturbed with noise. A number of existing works have studied both convex and nonconvex approaches to…
We propose a general approach to construct weighted likelihood estimating equations with the aim of obtaining robust parameter estimates. We modify the standard likelihood equations by incorporating a weight that reflects the statistical…
Many location-based services use Received Signal Strength (RSS) measurements due to their universal availability. In this paper, we study the association of a large number of low-cost Internet-of-Things (IoT) sensors and their possible…
We develop constrained Bayesian estimation methods for small area problems: those requiring smoothness with respect to similarity across areas, such as geographic proximity or clustering by covariates; and benchmarking constraints,…
We address the problem of detection and estimation of one or two change-points in the mean of a series of random variables. We use the formalism of set estimation in regression: To each point of a design is attached a binary label that…
The problem of finding suitable point embedding or geometric configurations given only Euclidean distance information of point pairs arises both as a core task and as a sub-problem in a variety of machine learning applications. In this…
Subsampling is an effective approach to alleviate the computational burden associated with large-scale datasets. Nevertheless, existing subsampling estimators incur a substantial loss in estimation efficiency compared to estimators based on…
We consider the problem of estimating the locations of a set of points in a k-dimensional euclidean space given a subset of the pairwise distance measurements between the points. We focus on the case when some fraction of these measurements…
Latent variable (LV) models are widely used in psychological research to investigate relationships among unobservable constructs. When one-stage estimation of the overall LV model is challenging, two-stage factor score regression (FSR)…