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State-space models can be used to incorporate subject knowledge on the underlying dynamics of a time series by the introduction of a latent Markov state-process. A user can specify the dynamics of this process together with how the state…

Computation · Statistics 2017-09-14 Paul Fearnhead , Hans Künsch

This paper focuses on the state estimation problem in distributed sensor networks, where intermittent packet dropouts, corrupted observations, and unknown noise covariances coexist. To tackle this challenge, we formulate the joint…

Machine Learning · Statistics 2026-04-06 Peng Sun , Ruoyu Wang , Xue Luo

Time-varying linear state-space models are powerful tools for obtaining mathematically interpretable representations of neural signals. For example, switching and decomposed models describe complex systems using latent variables that evolve…

Data assimilation is an iterative approach to the problem of estimating the state of a dynamical system using both current and past observations of the system together with a model for the system's time evolution. Rather than solving the…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Brian R. Hunt , Eric J. Kostelich , Istvan Szunyogh

This paper presents a fast algorithm for estimating hidden states of Bayesian state space models. The algorithm is a variation of amortized simulation-based inference algorithms, where a large number of artificial datasets are generated at…

Econometrics · Economics 2022-10-14 Ramis Khabibullin , Sergei Seleznev

We study the problem of aggregation noisy labels. Usually, it is solved by proposing a stochastic model for the process of generating noisy labels and then estimating the model parameters using the observed noisy labels. A traditional…

Human-Computer Interaction · Computer Science 2019-06-24 Valentina Fedorova , Gleb Gusev , Pavel Serdyukov

This paper deals with the problem of state estimation for a class of linear time-invariant systems with quadratic output measurements. An immersion-type approach is presented that transforms the system into a state-affine system by adding a…

Optimization and Control · Mathematics 2020-08-04 Dionysis Theodosis , Soulaimane Berkane , Dimos V. Dimarogonas

Problem of an adaptive state observer design for nonlinear system with unknown time-varying parameters and under condition of delayed measurements is considered. State observation problem was raised by many researchers (see for example Sanx…

Optimization and Control · Mathematics 2022-11-17 Olga Kozachek , Alexey Bobtsov , Nikolay Nikolaev

Accurate, efficient, and robust state estimation is more important than ever in robotics as the variety of platforms and complexity of tasks continue to grow. Historically, discrete-time filters and smoothers have been the dominant…

State estimation that combines observational data with mathematical models is central to many applications and is commonly addressed through filtering methods, such as ensemble Kalman filters. In this article, we examine the signal-tracking…

Numerical Analysis · Mathematics 2025-09-08 Nazanin Abedini , Jana de Wiljes , Svetlana Dubinkina

Probabilistic Latent Semantic Analysis is a novel statistical technique for the analysis of two-mode and co-occurrence data, which has applications in information retrieval and filtering, natural language processing, machine learning from…

Machine Learning · Computer Science 2013-01-30 Thomas Hofmann

This paper is about the state estimation of timed probabilistic discrete event systems. The main contribution is to propose general procedures for developing state estimation approaches based on artificial neural networks. It is assumed…

Systems and Control · Electrical Eng. & Systems 2025-05-22 Omar Amri , Carla Seatzu , Alessandro Giua , Dimitri Lefebvre

The importance of state estimation in fluid mechanics is well-established; it is required for accomplishing several tasks including design/optimization, active control, and future state prediction. A common tactic in this regards is to rely…

Fluid Dynamics · Physics 2022-03-14 Yash Kumar , Pranav Bahl , Souvik Chakraborty

In this paper, we introduce a data-driven modeling approach for dynamics problems with latent variables. The state-space of the proposed model includes artificial latent variables, in addition to observed variables that can be fitted to a…

Optimization and Control · Mathematics 2024-06-19 Yushuang Luo , Xiantao Li , Wenrui Hao

A latent bandit problem is one in which the learning agent knows the arm reward distributions conditioned on an unknown discrete latent state. The primary goal of the agent is to identify the latent state, after which it can act optimally.…

Machine Learning · Computer Science 2020-06-17 Joey Hong , Branislav Kveton , Manzil Zaheer , Yinlam Chow , Amr Ahmed , Craig Boutilier

Estimation of time delays from a noisy and gapped data is one of the simplest data analysis problems in astronomy by its formulation. But as history of real experiments show, the work with observed data sets can be quite complex and…

Instrumentation and Methods for Astrophysics · Physics 2011-05-31 A. Hirv , N. Olspert , J. Pelt

This paper studies a distributed state estimation problem for both continuous- and discrete-time linear systems. A simply structured distributed estimator (comprising interconnected local estimators) is first described for estimating the…

Systems and Control · Electrical Eng. & Systems 2023-10-30 Lili Wang , Ji Liu , Brian B. O. Anderson , A. Stephen Morse

A variety of algorithms have been proposed to address the power system state estimation problem in the presence of uncertainties in the data. However, less emphasis has been given to handling perturbations in the model. In the context of…

Systems and Control · Electrical Eng. & Systems 2025-10-21 Ayan Das , Anushka Sharma , Anamitra Pal

Important high-level vision tasks such as human-object interaction, image captioning and robotic manipulation require rich semantic descriptions of objects at part level. Based upon previous work on part localization, in this paper, we…

Computer Vision and Pattern Recognition · Computer Science 2016-12-22 Cewu Lu , Hao Su , Yongyi Lu , Li Yi , Chikeung Tang , Leonidas Guibas

In this paper, we study the problem of jointly retrieving the state of a dynamical system, as well as the state of the sensors deployed to estimate it. We assume that the sensors possess a simple computational unit that is capable of…

Optimization and Control · Mathematics 2017-03-21 Andreea B. Alexandru , Sergio Pequito , Ali Jadbabaie , George J. Pappas