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We study risk-sensitive Reinforcement Learning (RL), where we aim to maximize the Conditional Value at Risk (CVaR) with a fixed risk tolerance $\tau$. Prior theoretical work studying risk-sensitive RL focuses on the tabular Markov Decision…

Machine Learning · Computer Science 2023-11-21 Yulai Zhao , Wenhao Zhan , Xiaoyan Hu , Ho-fung Leung , Farzan Farnia , Wen Sun , Jason D. Lee

This paper proposes block-level precoder (BLP) designs for a multi-input single-output (MISO) system that performs joint sensing and communication across multiple cells and users. The Cramer-Rao-Bound for estimating a target's azimuth angle…

Information Theory · Computer Science 2024-02-29 Nithin Babu , Christos Masouros

In this paper, we explore an efficient online algorithm for quantum state estimation based on a matrix-exponentiated gradient method previously used in the context of machine learning. The state update is governed by a learning rate that…

Quantum Physics · Physics 2019-03-28 Akram Youssry , Christopher Ferrie , Marco Tomamichel

Complete awareness of the wireless environment, crucial for future intelligent networks, requires sensing all transmitted signals, not just the strongest. A fundamental barrier is estimating the target signal when it is buried under strong…

Signal Processing · Electrical Eng. & Systems 2026-03-17 Bowen Li , Junting Chen , Nikolaos Pappas

The growing complexity of modern Cyber-Physical Systems (CPS) and the frequent communication between their components make them vulnerable to malicious attacks. As a result, secure state estimation is a critical requirement for the control…

Optimization and Control · Mathematics 2020-10-09 Xusheng Luo , Miroslav Pajic , Michael M. Zavlanos

This paper studies the design of an optimal privacyaware estimator of a public random variable based on noisy measurements which contain private information. The public random variable carries non-private information, however, its estimate…

Optimization and Control · Mathematics 2018-08-08 Ehsan Nekouei , Henrik Sandberg , Mikael Skoglund , Karl H. Johansson

The minimum mean-square error (MMSE) achievable by optimal estimation of a random variable $Y\in\mathbb{R}$ given another random variable $X\in\mathbb{R}^{d}$ is of much interest in a variety of statistical settings. In the context of…

Information Theory · Computer Science 2022-07-12 Mario Diaz , Peter Kairouz , Lalitha Sankar

Development of autonomous cyber system defense strategies and action recommendations in the real-world is challenging, and includes characterizing system state uncertainties and attack-defense dynamics. We propose a data-driven deep…

Machine Learning · Computer Science 2023-02-06 Ashutosh Dutta , Samrat Chatterjee , Arnab Bhattacharya , Mahantesh Halappanavar

Working under a model of privacy in which data remains private even from the statistician, we study the tradeoff between privacy guarantees and the utility of the resulting statistical estimators. We prove bounds on information-theoretic…

Statistics Theory · Mathematics 2014-08-28 John C. Duchi , Michael I. Jordan , Martin J. Wainwright

Decentralized state estimation in a communication-constrained sensor network is considered. The exchanged estimates are dimension-reduced to reduce the communication load using a linear mapping to a lower-dimensional space. The mean squared…

Systems and Control · Electrical Eng. & Systems 2023-12-13 Robin Forsling , Fredrik Gustafsson , Zoran Sjanic , Gustaf Hendeby

Optimal state estimation for linear discrete-time systems is considered. Motivated by the literature on differential privacy, the measurements are assumed to be corrupted by Laplace noise. The optimal least mean square error estimate of the…

Optimization and Control · Mathematics 2016-09-02 Farhad Farokhi , Jezdimir Milosevic , Henrik Sandberg

In safe reinforcement learning (SRL) problems, an agent explores the environment to maximize an expected total reward and meanwhile avoids violation of certain constraints on a number of expected total costs. In general, such SRL problems…

Machine Learning · Computer Science 2021-06-01 Tengyu Xu , Yingbin Liang , Guanghui Lan

The paper provides a new approach to the determination of a single state value for stochastic output feedback problems using paradigms from Model Predictive Control, particularly the distinction between open-loop and closed-loop control and…

Optimization and Control · Mathematics 2023-03-03 Mohammad S. Ramadan , Robert R. Bitmead , Ke Huang

We present a provably optimal differentially private algorithm for the stochastic multi-arm bandit problem, as opposed to the private analogue of the UCB-algorithm [Mishra and Thakurta, 2015; Tossou and Dimitrakakis, 2016] which doesn't…

Machine Learning · Statistics 2019-05-24 Touqir Sajed , Or Sheffet

Reinforcement learning algorithms typically necessitate extensive exploration of the state space to find optimal policies. However, in safety-critical applications, the risks associated with such exploration can lead to catastrophic…

Machine Learning · Computer Science 2025-02-28 Kaustubh Mani , Vincent Mai , Charlie Gauthier , Annie Chen , Samer Nashed , Liam Paull

In this study, the hybrid Cramer-Rao bound (CRB) is developed for target localization, to establish the sensitivity of the estimation mean-square error (MSE) to the level of phase synchronization mismatch in coherent Multiple-Input…

Information Theory · Computer Science 2009-10-30 Hana Godrich , Alexander M. Haimovich , H. Vincent Poor

We propose and analyze algorithms to solve a range of learning tasks under user-level differential privacy constraints. Rather than guaranteeing only the privacy of individual samples, user-level DP protects a user's entire contribution ($m…

Machine Learning · Computer Science 2021-12-06 Daniel Levy , Ziteng Sun , Kareem Amin , Satyen Kale , Alex Kulesza , Mehryar Mohri , Ananda Theertha Suresh

User-level differentially private stochastic convex optimization (DP-SCO) has garnered significant attention due to the paramount importance of safeguarding user privacy in modern large-scale machine learning applications. Current methods,…

Machine Learning · Computer Science 2025-02-14 Badih Ghazi , Ravi Kumar , Daogao Liu , Pasin Manurangsi

We propose differentially private algorithms for parameter estimation in both low-dimensional and high-dimensional sparse generalized linear models (GLMs) by constructing private versions of projected gradient descent. We show that the…

Machine Learning · Statistics 2020-12-08 T. Tony Cai , Yichen Wang , Linjun Zhang

The constrained Cramer-Rao bound (CCRB) is a lower bound on the mean-squared-error (MSE) of estimators that satisfy some unbiasedness conditions. Although the CCRB unbiasedness conditions are satisfied asymptotically by the constrained…

Information Theory · Computer Science 2019-02-20 Eyal Nitzan , Tirza Routtenberg , Joseph Tabrikian