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We consider stochastic optimization with delayed gradients where, at each time step $t$, the algorithm makes an update using a stale stochastic gradient from step $t - d_t$ for some arbitrary delay $d_t$. This setting abstracts asynchronous…

Optimization and Control · Mathematics 2021-11-16 Alon Cohen , Amit Daniely , Yoel Drori , Tomer Koren , Mariano Schain

We look into the nonparametric regression estimation with additive and multiplicative noise and construct adaptive thresholding estimators based on Laguerre series. The proposed approach achieves asymptotically near-optimal convergence…

Statistics Theory · Mathematics 2020-12-23 Rida Benhaddou

The multipath radio channel is considered to have a non-bandlimited channel impulse response. Therefore, it is challenging to achieve high resolution time-delay (TD) estimation of multipath components (MPCs) from bandlimited observations of…

Signal Processing · Electrical Eng. & Systems 2019-12-11 Tarik Kazaz , Gerard J. M. Janssen , Alle-Jan van der Veen

We study the use of Temporal-Difference learning for estimating the structural parameters in dynamic discrete choice models. Our algorithms are based on the conditional choice probability approach but use functional approximations to…

Econometrics · Economics 2022-12-23 Karun Adusumilli , Dita Eckardt

Time series are used in many domains including finance, engineering, economics and bioinformatics generally to represent the change of a measurement over time. Modeling techniques may then be used to give a synthetic representation of such…

Methodology · Statistics 2013-12-30 Faicel Chamroukhi , Allou Samé , Gérard Govaert , Patrice Aknin

Motivated by the proliferation of mobile devices, we consider a basic form of the ubiquitous problem of time-delay estimation (TDE), but with communication constraints between two non co-located sensors. In this setting, when joint…

Signal Processing · Electrical Eng. & Systems 2024-12-05 Amir Weiss , Yuval Kochman , Gregory W. Wornell

We present a channel spectral estimator for OFDM signals containing pilot carriers, assuming a known delay spread or a bound on this parameter. The estimator is based on modeling the channel's spectrum as a band-limited function, instead of…

Information Theory · Computer Science 2014-05-16 J. Selva

In this work, we propose refinements to the difference-smoothing algorithm for measurement of time delay from the light curves of the images of a gravitationally lensed quasar. The refinements mainly consist of a more pragmatic approach to…

Instrumentation and Methods for Astrophysics · Physics 2017-07-20 S. Rathna Kumar

Imposing some flexible sampling scheme we provide some discretization of continuous time discrete scale invariant (DSI) processes which is a subsidiary discrete time DSI process. Then by introducing some simple random measure we provide a…

Methodology · Statistics 2016-06-22 S. Rezakhah , Y. Maleki

Modern agile software projects are subject to constant change, making it essential to re-asses overall delay risk throughout the project life cycle. Existing effort estimation models are static and not able to incorporate changes occurring…

Software Engineering · Computer Science 2023-10-04 Elvan Kula , Eric Greuter , Arie van Deursen , Georgios Gousios

This paper considers the problem of frequency estimation for a multi-sinusoidal signal consisting of n sinuses in finite-time. The parameterization approach based on applying delay operators to a measurable signal is used. The result is the…

Systems and Control · Electrical Eng. & Systems 2020-09-15 Anastasiia Vediakova , Alexey Vedyakov , Anton Pyrkin , Alexey Bobtsov , Vladislav Gromov

In this paper, we investigate the problem of dual-rate consensus under transmission delays, where the control updates happen at a faster rate than the measurements being received. We assume that the measurements are delayed by a fixed delay…

Systems and Control · Electrical Eng. & Systems 2025-06-04 David Umsonst , Mina Ferizbegovic

A method for sequential inference of the fixed parameters of a dynamic latent Gaussian models is proposed and evaluated that is based on the iterated Laplace approximation. The method provides a useful trade-off between computational…

Methodology · Statistics 2015-09-29 Tiep Mai , Simon Wilson

This paper deals with the parametric inference for integrated signals embedded in an additive Gaussian noise and observed at deterministic discrete instants which are not necessarily equidistant. The unknown parameter is multidimensional…

Statistics Theory · Mathematics 2019-03-18 Dominique Dehay , Khalil El Waled , Vincent Monsan

Computer model calibration is a crucial step in building a reliable computer model. In the face of massive physical observations, a fast estimation for the calibration parameters is urgently needed. To alleviate the computational burden, we…

Statistics Theory · Mathematics 2022-11-24 Shurui Lv , Yan Wang , Jun Yu

Using a dynamical model to make predictions about a system has many sources of error. These can include errors in how the model was initialised but also errors in the dynamics of the model itself. For many applications in data assimilation,…

Numerical Analysis · Mathematics 2025-07-07 P. A. Browne

We propose a distributed algorithm for time synchronization in mobile wireless sensor networks. Each node can employ the algorithm to estimate the global time based on its local clock time. The problem of time synchronization is formulated…

Systems and Control · Computer Science 2014-12-30 Chenda Liao , Prabir Barooah

Change point estimation in its offline version is traditionally performed by optimizing over the data set of interest, by considering each data point as the true location parameter and computing a data fit criterion. Subsequently, the data…

Methodology · Statistics 2020-04-10 Zhiyuan Lu , Moulinath Banerjee , George Michailidis

This paper investigates the performance of joint time delay and Doppler-stretch estimation with the random stepp ed-frequency (RSF) signal. Applying the ambiguity function (AF) to implement the estimation, we derive the compact expressions…

Information Theory · Computer Science 2016-05-20 Tong Zhao , Zheng Nan , Tianyao Huang

This paper proposes a Prony-based parallel two-stage method for delay-Doppler estimation in OTFS systems. By performing delay-first and Doppler-first estimations in parallel and fusing the results, the method resolves ambiguities caused by…

Signal Processing · Electrical Eng. & Systems 2025-11-26 Yutaka Jitsumatsu , Liangchen Sun
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