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In practical nonlinear filtering, the assessment of achievable filtering performance is important. In this paper, we focus on the problem of efficiently approximate the posterior Cramer-Rao lower bound (CRLB) in a recursive manner. By using…

Applications · Statistics 2010-05-31 Ming Lei , Pierre Del Moral , Christophe Baehr

Dimensionality reduction is a fundamental task in modern data science. Several projection methods specifically tailored to take into account the non-linearity of the data via local embeddings have been proposed. Such methods are often based…

Machine Learning · Statistics 2026-01-28 Antonio Di Noia , Federico Ravenda , Antonietta Mira

We consider the linear regression model with observation error in the design. In this setting, we allow the number of covariates to be much larger than the sample size. Several new estimation methods have been recently introduced for this…

Statistics Theory · Mathematics 2016-07-05 Alexandre Belloni , Mathieu Rosenbaum , Alexandre Tsybakov

One of the central issues of several machine learning applications on real data is the choice of the input features. Ideally, the designer should select only the relevant, non-redundant features to preserve the complete information…

Machine Learning · Computer Science 2023-03-28 Paolo Bonetti , Alberto Maria Metelli , Marcello Restelli

While Vision-Language Models (VLMs) like CLIP have emerged as a dominant paradigm for generalizable deepfake detection, a representational disconnect remains: their semantic-centric pre-training is ill-suited for capturing non-semantic…

Computer Vision and Pattern Recognition · Computer Science 2026-03-26 Jipeng Liu , Haichao Shi , Siyu Xing , Rong Yin , Xiao-Yu Zhang

In this paper, we focus on sensor placement in linear dynamic estimation, where the objective is to place a small number of sensors in a system of interdependent states so to design an estimator with a desired estimation performance. In…

Optimization and Control · Mathematics 2020-05-18 Vasileios Tzoumas , Ali Jadbabaie , George J. Pappas

Conformal prediction methodologies have significantly advanced the quantification of uncertainties in predictive models. Yet, the construction of confidence regions for model parameters presents a notable challenge, often necessitating…

Machine Learning · Statistics 2024-05-30 Charles Guille-Escuret , Eugene Ndiaye

This paper investigates the distributionally robust filtering of signals generated by state-space models driven by exogenous disturbances with noisy observations in finite and infinite horizon scenarios. The exact joint probability…

Optimization and Control · Mathematics 2024-07-29 Taylan Kargin , Joudi Hajar , Vikrant Malik , Babak Hassibi

In this paper, based on real-time nonlinear receding horizon control methodology, a novel approach is developed for parameter estimation of time invariant and time varying nonlinear dynamical systems in chaotic environments. Here, the…

Optimization and Control · Mathematics 2016-11-21 Fei Sun , Kamran Turkoglu

In this paper, we obtain the functional derivatives of a finite horizon error norm between a full-order and a reduced-order continuous-time linear time-varying (LTV) system. Based on the functional derivatives, first-order necessary…

Systems and Control · Electrical Eng. & Systems 2024-11-15 Kasturi Das , Srinivasan Krishnaswamy , Somanath Majhi

In this paper we consider the issue of reliability of measurements in distributed adaptive estimation problem. To this aim, we assume a sensor network with different observation noise variance among the sensors and propose new estimation…

Systems and Control · Computer Science 2015-07-27 Wael M. Bazzi , Amir Rastegarnia , Azam Khalili

This paper is devoted to a study of infinite horizon optimal control problems with time discounting and time averaging criteria in discrete time. We establish that these problems are related to certain infinite-dimensional linear…

Optimization and Control · Mathematics 2017-02-06 Vladimir Gaitsgory , Alex Parkinson , I. Shvartsman

The Cram\'er-Rao bound (CRB), a well-known lower bound on the performance of any unbiased parameter estimator, has been used to study a wide variety of problems. However, to obtain the CRB, requires an analytical expression for the…

Machine Learning · Computer Science 2022-10-11 Hai Victor Habi , Hagit Messer , Yoram Bresler

Robust parameter estimation is a crucial task in several 3D computer vision pipelines such as Structure from Motion (SfM). State-of-the-art algorithms for robust estimation, however, still suffer from difficulties in converging to…

Computer Vision and Pattern Recognition · Computer Science 2021-02-23 Huu Le , Christopher Zach

Parameter estimation is a fundamental problem in science and engineering. In many safety-critical applications, one is not only interested in a {\it point} estimator, but also the uncertainty bound that can self-assess the accuracy of the…

Statistics Theory · Mathematics 2025-08-05 Qin Lu , Yaakov Bar-Shalom , Peter Willett

The detection of landmarks or patterns is of interest for extracting features in biological images. Hence, algorithms for finding these keypoints have been extensively investigated in the literature, and their localization and detection…

Information Theory · Computer Science 2017-10-11 Zsuzsanna Püspöki , Arash Amini , Julien Fageot , John Paul Ward , Michael Unser

Dimensionality reduction is a topic of recent interest. In this paper, we present the classification constrained dimensionality reduction (CCDR) algorithm to account for label information. The algorithm can account for multiple classes as…

Machine Learning · Statistics 2009-09-29 Raviv Raich , Jose A. Costa , Steven B. Damelin , Alfred O. Hero

We propose a two-stage estimation method of variance components in time series models known as FDSLRMs, whose observations can be described by a linear mixed model (LMM). We based estimating variances, fundamental quantities in a time…

Methodology · Statistics 2020-03-10 Martina Hančová , Gabriela Vozáriková , Andrej Gajdoš , Jozef Hanč

On the basis of a local-projective (LP) approach we develop a method of noise reduction in time series that makes use of nonlinear constraints appearing due to the deterministic character of the underlying dynamical system. The Delaunay…

Statistical Mechanics · Physics 2007-05-23 Krzysztof Urbanowicz , Janusz A. Holyst , Thomas Stemler , Hartmut Benner

We consider high-dimensional measurement errors with high-frequency data. Our objective is on recovering the high-dimensional cross-sectional covariance matrix of the random errors with optimality. In this problem, not all components of the…

Statistics Theory · Mathematics 2024-04-03 Jinyuan Chang , Qiao Hu , Cheng Liu , Cheng Yong Tang