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In an earlier paper Rakonczai et al. (2014), we have emphasized the effective sample size for autocorrelated data. The simulations were based on the block bootstrap methodology. However, the discreteness of the usual block size did not…

Statistics Theory · Mathematics 2016-06-02 László Varga , András Zempléni

Vector autoregressive (VAR) models are widely used in practical studies, e.g., forecasting, modelling policy transmission mechanism, and measuring connection of economic agents. To better capture the dynamics, this paper introduces a new…

Econometrics · Economics 2021-11-02 Yayi Yan , Jiti Gao , Bin Peng

This paper develops new analytical process noise covariance models for both absolute and relative spacecraft states. Process noise is always present when propagating a spacecraft state due to dynamics modeling deficiencies. Accurately…

Dynamical Systems · Mathematics 2022-03-02 Nathan Stacey , Simone D'Amico

In order to leverage the information embedded in the background state and observations, covariance matrices modelling is a pivotal point in data assimilation algorithms. These matrices are often estimated from an ensemble of observations or…

Methodology · Statistics 2019-10-22 Sibo Cheng , Jean-Philippe Argaud , Bertrand Iooss , Didier Lucor , Angélique Ponçot

It is believed that one of the first useful applications for a quantum computer will be the preparation of groundstates of molecular Hamiltonians. A crucial task involving state preparation and readout is obtaining physical observables of…

Time-optimal trajectories drive quadrotors to their dynamic limits, but computing such trajectories involves solving non-convex problems via iterative nonlinear optimization, making them prohibitively costly for real-time applications. In…

Robotics · Computer Science 2025-06-18 Katherine Mao , Hongzhan Yu , Ruipeng Zhang , Igor Spasojevic , M Ani Hsieh , Sicun Gao , Vijay Kumar

Using more test-time computation during language model inference, such as generating more intermediate thoughts or sampling multiple candidate answers, has proven effective in significantly improving model performance. This paper takes an…

Machine Learning · Computer Science 2025-08-20 Xingwu Chen , Miao Lu , Beining Wu , Difan Zou

The task of testing whether two uncharacterized quantum devices behave in the same way is crucial for benchmarking near-term quantum computers and quantum simulators, but has so far remained open for continuous-variable quantum systems. In…

Quantum Physics · Physics 2023-05-29 Ya-Dong Wu , Yan Zhu , Ge Bai , Yuexuan Wang , Giulio Chiribella

In this work, we address the problem of sensor selection for state estimation via Kalman filtering. We consider a linear time-invariant (LTI) dynamical system subject to process and measurement noise, where the sensors we use to perform…

Systems and Control · Electrical Eng. & Systems 2024-03-12 Christopher I. Calle , Shaunak D. Bopardikar

State estimation has a pivotal role in several applications, including but not limited to advanced control design. Especially when dealing with nonlinear systems state estimation is a nontrivial task, often entailing approximations and…

Systems and Control · Electrical Eng. & Systems 2023-12-08 Riccardo Busetto , Valentina Breschi , Marco Forgione , Dario Piga , Simone Formentin

In the Multiple Measurements Vector (MMV) model, measurement vectors are connected to unknown, jointly sparse signal vectors through a linear regression model employing a single known measurement matrix (or dictionary). Typically, the…

Methodology · Statistics 2024-08-05 Esa Ollila

Heteroscedastic regression is the task of supervised learning where each label is subject to noise from a different distribution. This noise can be caused by the labelling process, and impacts negatively the performance of the learning…

Machine Learning · Computer Science 2021-07-12 Vincent Mai , Waleed Khamies , Liam Paull

Medical studies that depend on electronic health records (EHR) data are often subject to measurement error, as the data are not collected to support research questions under study. These data errors, if not accounted for in study analyses,…

Methodology · Statistics 2020-03-10 Eric J. Oh , Bryan E. Shepherd , Thomas Lumley , Pamela A. Shaw

Dynamical models are often corrupted by model uncertainties, external disturbances, and measurement noise. These factors affect the performance of model-based observers and as a result, affect the closed-loop performance. Therefore, it is…

Systems and Control · Electrical Eng. & Systems 2023-06-14 Yasmine Marani , Ibrahima N'Doye , Taous-Meriem Laleg-Kirati

One of the goals in scaling sequential machine learning methods pertains to dealing with high-dimensional data spaces. A key related challenge is that many methods heavily depend on obtaining the inverse covariance matrix of the data. It is…

Computation · Statistics 2017-07-28 Tomer Lancewicki

This work applies a quantitative metric well-known to the data assimilation community to a new context in order to capture the relative representativeness of non-simultaneous or non-co-located observations and quantify how these…

Atmospheric and Oceanic Physics · Physics 2023-08-08 C. E. Powell , Christopher S. Ruf , Scott Gleason , Scot C. R. Rafkin

The continuous effort towards topological quantum devices calls for an efficient and non-invasive method to assess the conformity of components in different topological phases. Here, we show that machine learning paves the way towards…

Disordered Systems and Neural Networks · Physics 2019-01-24 Marcello D. Caio , Marco Caccin , Paul Baireuther , Timo Hyart , Michel Fruchart

The accurate estimation of the noise covariance matrix (NCM) in a dynamic system is critical for state estimation and control, as it has a major influence in their optimality. Although a large number of NCM estimation methods have been…

Systems and Control · Electrical Eng. & Systems 2023-08-16 Ajith Anil Meera , Pablo Lanillos

This paper presents a learning-based approach for impromptu trajectory tracking for non-minimum phase systems, i.e., systems with unstable inverse dynamics. Inversion-based feedforward approaches are commonly used for improving tracking…

Robotics · Computer Science 2018-03-08 Siqi Zhou , Mohamed K. Helwa , Angela P. Schoellig

We consider applying stochastic approximation (SA) methods to solve nonsmooth variational inclusion problems. Existing studies have shown that the averaged iterates of SA methods exhibit asymptotic normality, with an optimal limiting…

Machine Learning · Statistics 2025-08-13 Liwei Jiang , Abhishek Roy , Krishna Balasubramanian , Damek Davis , Dmitriy Drusvyatskiy , Sen Na