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This paper studies the immersion and invariance (I&I) adaptive tracking problem for a class of nonlinear systems with nonlinear parameterization in the ISS framework. Under some mild assumptions, a novel I&I adaptive control algorithm is…
Given a sample from a discretely observed multidimensional compound Poisson process, we study the problem of nonparametric estimation of its jump size density $r_0$ and intensity $\lambda_0$. We take a nonparametric Bayesian approach to the…
The tilted-wave interferometer is a promising technique for the development of a reference measurement system for the highly accurate form measurement of aspheres and freeform surfaces. The technique combines interferometric measurements,…
We present a method for computing A-optimal sensor placements for infinite-dimensional Bayesian linear inverse problems governed by PDEs with irreducible model uncertainties. Here, irreducible uncertainties refers to uncertainties in the…
The Bayesian perspective on inverse problems has attracted much mathematical attention in recent years. Particular attention has been paid to Bayesian inverse problems (BIPs) in which the parameter to be inferred lies in an…
Nonparametric regression for massive numbers of samples (n) and features (p) is an increasingly important problem. In big n settings, a common strategy is to partition the feature space, and then separately apply simple models to each…
The theory of Compressed Sensing, the emerging sampling paradigm 'that goes against the common wisdom', asserts that 'one can recover signals in Rn from far fewer samples or measurements, if the signal has a sparse representation in some…
In this paper, we aim to design robust estimation techniques based on the compound-Gaussian (CG) process and adapted for calibration of radio interferometers. The motivation beyond this is due to the presence of outliers leading to an…
Quadrature sampling has been widely applied in coherent radar systems to extract in-phase and quadrature (I and Q) components in the received radar signal. However, the sampling is inefficient because the received signal contains only a…
Inverse problems in statistical physics are motivated by the challenges of `big data' in different fields, in particular high-throughput experiments in biology. In inverse problems, the usual procedure of statistical physics needs to be…
This is a tutorial aimed at illustrating some recent developments in quantum parameter estimation beyond the Cram\`er-Rao bound, as well as their applications in quantum metrology. Our starting point is the observation that there are…
We evaluate the robustness of a probabilistic formulation of system identification (ID) to sparse, noisy, and indirect data. Specifically, we compare estimators of future system behavior derived from the Bayesian posterior of a learning…
We address the problem of parameter identification for a single open qubit subjected to relaxation and dephasing. Our approach is based on selecting a minimal set of carefully chosen qubit configurations that can be reliably prepared and…
Persistence diagrams are common descriptors of the topological structure of data appearing in various classification and regression tasks. They can be generalized to Radon measures supported on the birth-death plane and endowed with an…
Metric learning aims at finding a suitable distance metric over the input space, to improve the performance of distance-based learning algorithms. In high-dimensional settings, it can also serve as dimensionality reduction by imposing a…
Matrix completion is a modern missing data problem where both the missing structure and the underlying parameter are high dimensional. Although missing structure is a key component to any missing data problems, existing matrix completion…
Calibration is an essential step in radio interferometric data processing that corrects the data for systematic errors and in addition, subtracts bright foreground interference to reveal weak signals hidden in the residual. These weak and…
Compressive sensing achieves effective dimensionality reduction of signals, under a sparsity constraint, by means of a small number of random measurements acquired through a sensing matrix. In a signal processing system, the problem arises…
We consider Bayesian inference of banded covariance matrices and propose a post-processed posterior. The post-processing of the posterior consists of two steps. In the first step, posterior samples are obtained from the conjugate…
We continue the study of random matrix universality in two-dimensional conformal field theories. This is facilitated by expanding the spectral form factor in a basis of modular invariant eigenfunctions of the Laplacian on the fundamental…