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We introduce a probabilistic robustness measure for Bayesian Neural Networks (BNNs), defined as the probability that, given a test point, there exists a point within a bounded set such that the BNN prediction differs between the two. Such a…

Machine Learning · Computer Science 2019-03-06 Luca Cardelli , Marta Kwiatkowska , Luca Laurenti , Nicola Paoletti , Andrea Patane , Matthew Wicker

We propose a safe approximation to joint chance-constrained programming where the constraint functions are additively dependent on a normally-distributed random vector. The approximation is analytical, meaning that it requires neither…

Optimization and Control · Mathematics 2019-03-05 Nan Li , Ilya Kolmanovsky , Anouck Girard

This paper develops the theoretical framework and the equations of a new robust Generalized Maximum-likelihood-type Unscented Kalman Filter (GM-UKF) that is able to suppress observation and innovation outliers while filtering out…

Statistics Theory · Mathematics 2020-06-02 Junbo Zhao , Lamine Mili

We explore the possibility of using "weak measurements" without "weak value" for quantum state estimation. Since for weak measurements the disturbance caused during each measurement is small, we can rescue the state, unlike for the case of…

Quantum Physics · Physics 2019-07-23 Debmalya Das , Arvind

Multiplicative noise models are often used instead of additive noise models in cases in which the noise variance depends on the state. Furthermore, when Poisson distributions with relatively small counts are approximated with normal…

Optimization and Control · Mathematics 2018-06-08 Ruanui Nicholson , Jari P. Kaipio

Estimation of a deterministic quantity observed in non-Gaussian additive noise is explored via order statistics approach. More specifically, we study the estimation problem when measurement noises either have positive supports or follow a…

Signal Processing · Electrical Eng. & Systems 2020-07-15 Kamiar Radnosrati , Gustaf Hendeby , Fredrik Gustafsson

We consider the problem of parameter estimation by the observations of deterministic signal in white gaussian noise. It is supposed that the signal has a singularity of cusp-type. The properties of the maximum likelihood and bayesian…

Statistics Theory · Mathematics 2015-09-10 Oleg Chernoyarov , Serguei Dachian , Yury Kutoyants

This paper considers the problem of computing Bayesian estimates of both states and model parameters for nonlinear state-space models. Generally, this problem does not have a tractable solution and approximations must be utilised. In this…

Machine Learning · Statistics 2020-12-15 Jarrad Courts , Johannes Hendriks , Adrian Wills , Thomas Schön , Brett Ninness

Control of linear dynamics with multiplicative noise naturally introduces robustness against dynamical uncertainty. Moreover, many physical systems are subject to multiplicative disturbances. In this work we show how these dynamics can be…

Optimization and Control · Mathematics 2023-12-27 Peter Coppens , Panagiotis Patrinos

Given their potential to demonstrate near-term quantum advantage, variational quantum algorithms (VQAs) have been extensively studied. Although numerous techniques have been developed for VQA parameter optimization, it remains a significant…

Quantum Physics · Physics 2024-06-05 Zichang He , Bo Peng , Yuri Alexeev , Zheng Zhang

Despite the exponential overhead to describe general multi-qubit quantum states and processes, efficient methods for certain state families and operations have been developed and utilised. The stabilizer formalism and the Gottesman-Knill…

Quantum Physics · Physics 2023-05-08 Maria Flors Mor-Ruiz , Wolfgang Dür

The reliable characterization of quantum states as well as any potential noise in various quantum systems is crucial for advancing quantum technologies. In this work we propose the concept of corrupted sensing quantum state tomography which…

Quantum Physics · Physics 2025-05-07 Mengru Ma , Jiangwei Shang

In order to analyze data produced by the kilometer-scale gravitational wave detectors that will begin operation early next century, one needs to develop robust statistical tools capable of extracting weak signals from the detector noise.…

General Relativity and Quantum Cosmology · Physics 2010-01-06 Jolien D. E. Creighton

Linear Least Squares is a very well known technique for parameter estimation, which is used even when sub-optimal, because of its very low computational requirements and the fact that exact knowledge of the noise statistics is not required.…

Signal Processing · Electrical Eng. & Systems 2017-11-01 Michael Krikheli , Amir Leshem

A general many quantiles + noise model is studied in the robust formulation (allowing non-normal, non-independent observations), where the identifiability requirement for the noise is formulated in terms of quantiles rather than the…

Statistics Theory · Mathematics 2022-11-21 Eduard Belitser , Paulo Serra , Alexandra Vegelien

Safe Bayesian optimization (BO) with Gaussian processes is an effective tool for tuning control policies in safety-critical real-world systems, specifically due to its sample efficiency and safety guarantees. However, most safe BO…

Optimization and Control · Mathematics 2025-12-15 Abdullah Tokmak , Thomas B. Schön , Dominik Baumann

We develop a general framework for state estimation in systems modeled with noise-polluted continuous time dynamics and discrete time noisy measurements. Our approach is based on maximum likelihood estimation and employs the calculus of…

Optimization and Control · Mathematics 2026-01-16 Griffin M. Kearney , Makan Fardad

This paper proposes feasible asymptotically efficient estimators for a certain class of Gaussian noises with self-similar and stationary properties, which includes the fractional Gaussian noise, under high frequency observations. In this…

Statistics Theory · Mathematics 2016-11-23 Masaaki Fukasawa , Tetsuya Takabatake

The estimation of non-Gaussian measurement noise models is a significant challenge across various fields. In practical applications, it often faces challenges due to the large number of parameters and high computational complexity. This…

Systems and Control · Electrical Eng. & Systems 2023-09-25 Zuxuan Zhang , Gang Wang , Jiacheng He , Shan Zhong

We present a numerical method for solving the separability problem of Gaussian quantum states in continuous-variable quantum systems. We show that the separability problem can be cast as an equivalent problem of determining the feasibility…

Quantum Physics · Physics 2020-07-06 Shan Ma , Shibei Xue , Yu Guo , Chuan-Cun Shu
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