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An iterative learning algorithm is presented for continuous-time linear-quadratic optimal control problems where the system is externally symmetric with unknown dynamics. Both finite-horizon and infinite-horizon problems are considered. It…

Optimization and Control · Mathematics 2025-10-10 Hamed Taghavian , Florian Dorfler , Mikael Johansson

Recovering dynamical equations from observed noisy data is the central challenge of system identification. We develop a statistical mechanics approach to analyze sparse equation discovery algorithms, which typically balance data fit and…

Statistical Mechanics · Physics 2025-09-16 Andrei A. Klishin , Joseph Bakarji , J. Nathan Kutz , Krithika Manohar

Timely detection of abrupt anomalies is crucial for real-time monitoring and security of modern systems producing high-dimensional data. With this goal, we propose effective and scalable algorithms. Proposed algorithms are nonparametric as…

Machine Learning · Computer Science 2020-02-19 Mehmet Necip Kurt , Yasin Yilmaz , Xiaodong Wang

We study detection methods for multivariable signals under dependent noise. The main focus is on three-dimensional signals, i.e. on signals in the space-time domain. Examples for such signals are multifaceted. They include geographic and…

Probability · Mathematics 2018-03-20 Annabel Prause , Ansgar Steland

We propose a novel statistical hypothesis testing method for detection of objects in noisy images. The method uses results from percolation theory and random graph theory. We present an algorithm that allows to detect objects of unknown…

Statistics Theory · Mathematics 2013-12-02 Mikhail A. Langovoy , Olaf Wittich

The problem of clustering noisy and incompletely observed high-dimensional data points into a union of low-dimensional subspaces and a set of outliers is considered. The number of subspaces, their dimensions, and their orientations are…

Machine Learning · Statistics 2015-08-24 Reinhard Heckel , Helmut Bölcskei

State-of-the-art lidar place recognition models exhibit unreliable performance when tested on environments different from their training dataset, which limits their use in complex and evolving environments. To address this issue, we…

Computer Vision and Pattern Recognition · Computer Science 2023-07-13 Keita Mason , Joshua Knights , Milad Ramezani , Peyman Moghadam , Dimity Miller

We propose a novel probabilistic method for detection of objects in noisy images. The method uses results from percolation and random graph theories. We present an algorithm that allows to detect objects of unknown shapes in the presence of…

Statistics Theory · Mathematics 2011-02-24 Mikhail A. Langovoy , Olaf Wittich

This work considers the problem of detecting signals from multiple sequentially observed data streams, where only one stream can be observed at every time instant. The goal is to detect signals as quickly as possible while controlling the…

Methodology · Statistics 2026-04-07 Yiming Xing , Georgios Fellouris

We propose a novel probabilistic method for detection of objects in noisy images. The method uses results from percolation and random graph theories. We present an algorithm that allows to detect objects of unknown shapes in the presence of…

Statistics Theory · Mathematics 2013-12-02 Mikhail A. Langovoy , Olaf Wittich

We consider the problem of detecting a small subset of defective items from a large set via non-adaptive "random pooling" group tests. We consider both the case when the measurements are noiseless, and the case when the measurements are…

Information Theory · Computer Science 2011-07-25 Chun Lam Chan , Pak Hou Che , Sidharth Jaggi , Venkatesh Saligrama

Detection of a signal under noise is a classical signal processing problem. When monitoring spatial phenomena under a fixed budget, i.e., either physical, economical or computational constraints, the selection of a subset of available…

Signal Processing · Electrical Eng. & Systems 2018-08-01 Mario Coutino , Sundeep Prabhakar Chepuri , Geert Leus

Autonomous systems can be used to search for sparse signals in a large space; e.g., aerial robots can be deployed to localize threats, detect gas leaks, or respond to distress calls. Intuitively, search algorithms may increase efficiency by…

Machine Learning · Statistics 2016-12-05 Yifei Ma , Roman Garnett , Jeff Schneider

This paper considers the problem of estimating linear dynamic system models when the observations are corrupted by random disturbances with nonstandard distributions. The paper is particularly motivated by applications where sensor…

Methodology · Statistics 2018-07-09 Johan Dahlin , Adrian Wills , Brett Ninness

Locating a target is key in many applications, namely in high-stakes real-world scenarios, like detecting humans or obstacles in vehicular networks. In scenarios where precise statistics of the measurement noise are unavailable,…

Optimization and Control · Mathematics 2022-08-17 João Domingos , Cláudia Soares , João Xavier

We develop a novel method for detection of signals and reconstruction of images in the presence of random noise. The method uses results from percolation theory. We specifically address the problem of detection of multiple objects of…

Applications · Statistics 2013-12-02 Mikhail Langovoy , Michael Habeck , Bernhard Schölkopf

In many practical situations, the useful signal is contained in a low-dimensional subspace, drown in noise and interference. Many questions related to the estimation and detection of the useful signal arise. Because of their particular…

Statistics Theory · Mathematics 2014-05-20 Damien Passemier , Abla Kammoun , Mérouane Debbah

We develop an unsupervised, nonparametric, and scalable statistical learning method for detection of unknown objects in noisy images. The method uses results from percolation theory and random graph theory. We present an algorithm that…

Statistics Theory · Mathematics 2018-07-16 Mikhail A. Langovoy , Olaf Wittich , Patrick Laurie Davies

In this paper we investigate the problem of detecting dynamically evolving signals. We model the signal as an $n$ dimensional vector that is either zero or has $s$ non-zero components. At each time step $t\in \mathbb{N}$ the non-zero…

Statistics Theory · Mathematics 2017-11-15 Rui M. Castro , Ervin Tánczos

This paper addresses the problem of learning linear dynamical systems from noisy observations. In this setting, existing algorithms either yield biased parameter estimates or have large sample complexities. We resolve these issues by…

Systems and Control · Electrical Eng. & Systems 2025-09-08 Yuyang Zhang , Xinhe Zhang , Jia Liu , Na Li