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We derive a finite-sample probabilistic bound on the parameter estimation error of a system identification algorithm for Linear Switched Systems. The algorithm estimates Markov parameters from a single trajectory and applies a variant of…

Machine Learning · Computer Science 2025-05-19 Daniel Racz , Mihaly Petreczky , Balint Daroczy

Millimeter wave multiple-input multiple-output (MIMO) communication systems must operate over sparse wireless links and will require large antenna arrays to provide high throughput. To achieve sufficient array gains, these systems must…

Signal Processing · Electrical Eng. & Systems 2019-04-17 Wei Zhang , Taejoon Kim , David J. Love

This paper investigates the symbol error probability~(SEP) of point-to-point massive multiple-input multiple-output (MIMO) systems using equally likely PAM, PSK, and square QAM signallings in the presence of transmitter correlation. The…

Information Theory · Computer Science 2019-01-03 Zheng Dong , Jian-Kang Zhang , He Chen

Stacked intelligent metasurfaces (SIMs) extend the concept of reconfigurable intelligent surfaces by cascading multiple programmable layers, enabling advanced electromagnetic wave transformations for communication and sensing applications.…

Signal Processing · Electrical Eng. & Systems 2026-03-24 Giuseppe Pettanice , Andrea Abrardo , Alberto Toccafondi , Marco Di Renzo

This work has been submitted to the IEEE for possible publication. Copyright may be transferred without notice, after which this version may no longer be accessible. Numerous renowned algorithms for tackling the compressed sensing problem…

Information Theory · Computer Science 2026-03-11 Xu Zhu , Yufei Ma , Xiaoguang Li , Tiejun Li

Matrix completion algorithms recover a low rank matrix from a small fraction of the entries, each entry contaminated with additive errors. In practice, the singular vectors and singular values of the low rank matrix play a pivotal role for…

Methodology · Statistics 2016-05-03 Juhee Cho , Donggyu Kim , Karl Rohe

In this work, we present a novel, machine-learning approach for constructing Multiclass Interpretable Scoring Systems (MISS) - a fully data-driven methodology for generating single, sparse, and user-friendly scoring systems for multiclass…

Machine Learning · Computer Science 2024-01-11 Michal K. Grzeszczyk , Tomasz Trzciński , Arkadiusz Sitek

Linear two-timescale stochastic approximation (SA) scheme is an important class of algorithms which has become popular in reinforcement learning (RL), particularly for the policy evaluation problem. Recently, a number of works have been…

Machine Learning · Statistics 2020-02-05 Maxim Kaledin , Eric Moulines , Alexey Naumov , Vladislav Tadic , Hoi-To Wai

This letter studies a distribution-free, finite-sample data perturbation (DP) method, the Residual-Permuted Sums (RPS), which is an alternative of the Sign-Perturbed Sums (SPS) algorithm, to construct confidence regions. While SPS assumes…

Systems and Control · Electrical Eng. & Systems 2024-06-11 Szabolcs Szentpéteri , Balázs Csanád Csáji

Consider the problem of joint parameter estimation and prediction in a Markov random field: i.e., the model parameters are estimated on the basis of an initial set of data, and then the fitted model is used to perform prediction (e.g.,…

Machine Learning · Computer Science 2007-07-13 Martin J. Wainwright

The sampling rate of input and output signals is known to play a critical role in the identification and control of dynamical systems. For slow-sampled continuous-time systems that do not satisfy the Nyquist-Shannon sampling condition for…

Systems and Control · Electrical Eng. & Systems 2024-10-28 Rodrigo A. González , Max van Haren , Tom Oomen , Cristian R. Rojas

Many networking-related settings can be modeled by Markov-modulated infinite-server systems. In such models, the customers' arrival rates and service rates are modulated by a Markovian background process, additionally, there are infinitely…

Probability · Mathematics 2016-08-16 Joke Blom , Koen De Turck , Michel Mandjes

The present paper is devoted to the convergence analysis of a class of asymptotic preserving particle schemes [Filbet \& Rodrigues, SIAM J. Numer. Anal., 54 (2) (2016)] for the Vlasov equation with a strong external magnetic field. In this…

Numerical Analysis · Mathematics 2020-03-23 Francis Filbet , Luis Miguel Rodrigues , Hamed Zakerzadeh

Many recent applications in machine learning and data fitting call for the algorithmic solution of structured smooth convex optimization problems. Although the gradient descent method is a natural choice for this task, it requires exact…

Optimization and Control · Mathematics 2013-09-03 Anthony Man-Cho So

We propose confidence regions for the parameters of incomplete models with exact coverage of the true parameter in finite samples. Our confidence region inverts a test, which generalizes Monte Carlo tests to incomplete models. The test…

Econometrics · Economics 2025-10-07 Lixiong Li , Marc Henry

In this paper we formalize, using the Nyquist-Shannon theorem, a fundamental temporal resolution limit for numerical experiments in complex systems. A consequence of this limit is aliasing, the introduction of spurious frequencies due to…

Physics and Society · Physics 2024-03-12 Guilherme Ferraz de Arruda , Yamir Moreno

We present a theoretical analysis of Maximum a Posteriori (MAP) sequence estimation for binary symmetric hidden Markov processes. We reduce the MAP estimation to the energy minimization of an appropriately defined Ising spin model, and…

Artificial Intelligence · Computer Science 2009-06-11 Armen Allahverdyan , Aram Galstyan

The current paper presents a novel machinery for studying non-asymptotic minimax estimation of high-dimensional matrices, which yields tight minimax rates for a large collection of loss functions in a variety of problems. Based on the…

Statistics Theory · Mathematics 2013-06-18 Zongming Ma , Yihong Wu

We establish non-asymptotic error bounds for the classical Maximal Likelihood Estimation of the transition matrix of a given Markov chain. Meanwhile, in the reversible case, we propose a new reversibility-preserving online Symmetric…

Statistics Theory · Mathematics 2025-11-07 De Huang , Xiangyuan Li

Efficient implementation of massive multiple-input-multiple-output (MIMO) transceivers is essential for the next-generation wireless networks. To reduce the high computational complexity of the massive MIMO transceiver, in this paper, we…

Information Theory · Computer Science 2024-11-15 Yiming Fang , Li Chen , Yunfei Chen , Huarui Yin
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