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The minimum mean-squared error (MMSE) is one of the most popular criteria for Bayesian estimation. Conversely, the signal-to-noise ratio (SNR) is a typical performance criterion in communications, radar, and generally detection theory. In…

Information Theory · Computer Science 2016-10-12 Luca Rugini , Paolo Banelli

Sparse autoencoders (SAEs) are a core interpretability tool for large language models, and progress on SAE architectures depends on benchmarks that reliably distinguish better SAEs from worse ones. We audit the SAE quality metrics in…

Machine Learning · Computer Science 2026-05-19 David Chanin

This note examines the behavior of generalization capabilities - as defined by out-of-sample mean squared error (MSE) - of Linear Gaussian (with a fixed design matrix) and Linear Least Squares regression. Particularly, we consider a…

Statistics Theory · Mathematics 2021-09-21 Karthik Duraisamy

The most important aspect of any classifier is its error rate, because this quantifies its predictive capacity. Thus, the accuracy of error estimation is critical. Error estimation is problematic in small-sample classifier design because…

Machine Learning · Statistics 2013-11-13 Amin Zollanvari , Edward R. Dougherty

Dynamical systems modeling, particularly via systems of ordinary differential equations, has been used to effectively capture the temporal behavior of different biochemical components in signal transduction networks. Despite the recent…

Quantitative Methods · Quantitative Biology 2023-01-06 Nathaniel J. Linden , Boris Kramer , Padmini Rangamani

A general non-Gaussian semiparametric model is adopted to characterize the measurement vectors, i.e.\ the \textit{snapshots}, collected by a linear array. Moreover, the recently derived \textit{robust semiparametric efficient} $R$-estimator…

Signal Processing · Electrical Eng. & Systems 2020-04-29 Stefano Fortunati , Alexandre Renaux , Frédéric Pascal

I discuss the effects of measurement error on regression and density estimation. I review the statistical methods that have been developed to correct for measurement error that are most popular in astronomical data analysis, discussing…

Instrumentation and Methods for Astrophysics · Physics 2011-12-09 Brandon C. Kelly

In this paper we compare and contrast the behavior of the posterior predictive distribution to the risk of the maximum a posteriori estimator for the random features regression model in the overparameterized regime. We will focus on the…

Machine Learning · Statistics 2023-10-30 Youngsoo Baek , Samuel I. Berchuck , Sayan Mukherjee

In this study, we generalize a problem of sampling a scalar Gauss Markov Process, namely, the Ornstein-Uhlenbeck (OU) process, where the samples are sent to a remote estimator and the estimator makes a causal estimate of the observed…

Information Theory · Computer Science 2022-02-14 Tasmeen Zaman Ornee , Yin Sun

Target parameter estimation performance is investigated for a radar employing a set of widely separated transmitting and receiving antenna arrays. Cases with multiple extended targets are considered under two signal model assumptions:…

Information Theory · Computer Science 2018-08-02 Peter Khomchuk , Igal Bilik , Rick S. Blum

The accurate prediction of oceanographic variables is crucial for understanding climate change, managing marine resources, and optimizing maritime activities. Traditional ocean forecasting relies on numerical models; however, these…

Machine Learning · Computer Science 2025-10-30 Víctor Medina , Giovanny A. Cuervo-Londoño , Javier Sánchez

IIn recent years, there has been a growing interest in applying data assimilation (DA) methods, originally designed for state estimation, to the model selection problem. In this setting, Carrassi et al. (2017) introduced the contextual…

Methodology · Statistics 2018-10-10 Sammy Metref , Alexis Hannart , Juan Ruiz , Marc Bocquet , Alberto Carrassi , Michael Ghil

We consider the problem of estimating a random state vector when there is information about the maximum distances between its subvectors. The estimation problem is posed in a Bayesian framework in which the minimum mean square error (MMSE)…

Statistics Theory · Mathematics 2012-10-30 Dave Zachariah , Isaac Skog , Magnus Jansson , Peter Händel

Remote sensing hyperspectral sensors collect large volumes of high dimensional spectral and spatial data. However, due to spectral and spatial redundancy the true hyperspectral signal lies on a subspace of much lower dimension than the…

Computer Vision and Pattern Recognition · Computer Science 2016-11-17 Behnood Rasti , Magnus O. Ulfarsson , Johannes R. Sveinsson

A new framework is proposed for the evaluation of stochastic subgrid-scale parameterizations in the context of MAOOAM, a coupled ocean-atmosphere model of intermediate complexity. Two physically-based parameterizations are investigated, the…

Atmospheric and Oceanic Physics · Physics 2018-09-26 Jonathan Demaeyer , Stéphane Vannitsem

Oversampled adaptive sensing (OAS) is a recently proposed Bayesian framework which sequentially adapts the sensing basis. In OAS, estimation quality is, in each step, measured by conditional mean squared errors (MSEs), and the basis for the…

Information Theory · Computer Science 2018-11-16 Ralf R. Müller , Ali Bereyhi , Christoph F. Mecklenbräuker

Ensemble forecasts of weather and climate are subject to systematic biases in the ensemble mean and variance, leading to inaccurate estimates of the forecast mean and variance. To address these biases, ensemble forecasts are post-processed…

Applications · Statistics 2016-05-25 Stefan Siegert , Philip G. Sansom , Robin Williams

Accurate and comprehensive measurements of a range of sustainable development outcomes are fundamental inputs into both research and policy. We synthesize the growing literature that uses satellite imagery to understand these outcomes, with…

Computers and Society · Computer Science 2020-10-15 Marshall Burke , Anne Driscoll , David B. Lobell , Stefano Ermon

This paper studies the problem of parameter estimation in resonant, acoustic fluid-structure interaction problems over a wide frequency range. Problems with multiple resonances are known to be subjected to local minima, which represents a…

Computational Physics · Physics 2019-03-06 Peter Göransson , Jacques Cuenca , Timo Lähivaara

Applying a machine learning model for decision-making in the real world requires to distinguish what the model knows from what it does not. A critical factor in assessing the knowledge of a model is to quantify its predictive uncertainty.…

Machine Learning · Computer Science 2023-11-15 Kajetan Schweighofer , Lukas Aichberger , Mykyta Ielanskyi , Sepp Hochreiter
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