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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

Distribution data refers to a data set where each sample is represented as a probability distribution, a subject area receiving burgeoning interest in the field of statistics. Although several studies have developed…

Methodology · Statistics 2024-02-09 Ryo Okano , Masaaki Imaizumi

We propose a machine learning framework for parameter estimation of single mode Gaussian quantum states. Under a Bayesian framework, our approach estimates parameters of suitable prior distributions from measured data. For phase-space…

Quantum Physics · Physics 2021-08-16 Neel Kanth Kundu , Matthew R. McKay , Ranjan K. Mallik

Seemingly unrelated linear regression models are introduced in which the distribution of the errors is a finite mixture of Gaussian components. Identifiability conditions are provided. The score vector and the Hessian matrix are derived.…

Methodology · Statistics 2014-03-18 Giuliano Galimberti , Elena Scardovi , Gabriele Soffritti

Real-world signals typically span across multiple dimensions, that is, they naturally reside on multi-way data structures referred to as tensors. In contrast to standard ``flat-view'' multivariate matrix models which are agnostic to data…

Signal Processing · Electrical Eng. & Systems 2019-12-04 Bruno Scalzo Dees , Anh-Huy Phan , Danilo P. Mandic

This paper investigates the problem of distributed stochastic approximation in multi-agent systems. The algorithm under study consists of two steps: a local stochastic approximation step and a diffusion step which drives the network to a…

Multiagent Systems · Computer Science 2014-10-28 Gemma Morral , Pascal Bianchi , Gersende Fort

Adaptive networks are suitable for decentralized inference tasks, e.g., to monitor complex natural phenomena. Recent research works have intensively studied distributed optimization problems in the case where the nodes have to estimate a…

Multiagent Systems · Computer Science 2023-07-19 Jie Chen , Cédric Richard , Ali. H. Sayed

We consider the task of multiple parameter estimation in the presence of strong correlated noise with a network of distributed sensors. We study how to find and improve noise-insensitive strategies. We show that sequentially probing GHZ…

Quantum Physics · Physics 2024-07-02 Arne Hamann , Pavel Sekatski , Wolfgang Dür

In the classic measurement error framework, covariates are contaminated by independent additive noise. This paper considers parameter estimation in such a linear errors-in-variables model where the unknown measurement error distribution is…

Methodology · Statistics 2023-10-24 Linh H. Nghiem , Cornelis J. Potgieter

A sensor network is used for distributed joint mean and variance estimation, in a single time snapshot. Sensors observe a signal embedded in noise, which are phase modulated using a constant-modulus scheme and transmitted over a Gaussian…

Information Theory · Computer Science 2016-11-17 Mahesh K. Banavar , Cihan Tepedelenlioglu , Andreas Spanias

This paper proposes a new Bayesian strategy for the smooth estimation of altimetric parameters. The altimetric signal is assumed to be corrupted by a thermal and speckle noise distributed according to an independent and non identically…

Applications · Statistics 2016-04-20 Abderrahim Halimi , Corinne Mailhes , Jean-Yves Tourneret , Hichem Snoussi

In this paper, we consider the parameter estimation problem over sensor networks in the presence of quantized data and directed communication links. We propose a two-stage algorithm aiming at achieving the centralized sample mean estimate…

Systems and Control · Computer Science 2015-07-27 Shanying Zhu , Yeng Chai Soh , Lihua Xie

A simply structured distributed observer is described for estimating the state of a continuous-time, jointly observable, input-free, linear system whose sensed outputs are distributed across a time-varying network. It is explained how to…

Systems and Control · Electrical Eng. & Systems 2020-03-05 Lili Wang , Ji Liu , A. Stephen Morse

In this work, we investigate direction finding in the presence of sensor gain uncertainties and directional perturbations for sensor array processing in a multi-frequency scenario. Specifically, we adopt a distributed optimization scheme in…

Signal Processing · Electrical Eng. & Systems 2020-02-27 Martin Brossard , Virginie Ollier , Mohammed Nabil El Korso , Rémy Boyer , Pascal Larzabal

In this paper, we introduce a distributed algorithm that optimizes the Gaussian signal covariance matrices of multi-antenna users transmitting to a common multi-antenna receiver under imperfect and possibly delayed channel state…

Information Theory · Computer Science 2015-02-06 Panayotis Mertikopoulos , Aris L. Moustakas

We introduce a novel class of Bayesian mixtures for normal linear regression models which incorporates a further Gaussian random component for the distribution of the predictor variables. The proposed cluster-weighted model aims to…

Methodology · Statistics 2026-05-26 Panagiotis Papastamoulis , Konstantinos Perrakis

Gaussian processes are a natural way of defining prior distributions over functions of one or more input variables. In a simple nonparametric regression problem, where such a function gives the mean of a Gaussian distribution for an…

Data Analysis, Statistics and Probability · Physics 2008-02-03 Radford M. Neal

We consider the problem of sparse normal means estimation in a distributed setting with communication constraints. We assume there are $M$ machines, each holding $d$-dimensional observations of a $K$-sparse vector $\mu$ corrupted by…

Machine Learning · Statistics 2022-02-15 Chen Amiraz , Robert Krauthgamer , Boaz Nadler

Motivated by the need for computationally tractable spatial methods in neuroimaging studies, we develop a distributed and integrated framework for estimation and inference of Gaussian process model parameters with ultra-high-dimensional…

Methodology · Statistics 2024-02-09 Emily C. Hector , Brian J. Reich , Ani Eloyan

Multilayer (or deep) networks are powerful probabilistic models based on multiple stages of a linear transform followed by a non-linear (possibly random) function. In general, the linear transforms are defined by matrices and the non-linear…

Information Theory · Computer Science 2017-10-13 Galen Reeves