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Ordinary and stochastic differential equations (ODEs and SDEs) are widely used to model continuous-time processes across various scientific fields. While ODEs offer interpretability and simplicity, SDEs incorporate randomness, providing…

Methodology · Statistics 2025-05-20 Qingchuan Sun , Susanne Ditlevsen

Offline Reinforcement Learning has attracted much interest in solving the application challenge for traditional reinforcement learning. Offline reinforcement learning uses previously-collected datasets to train agents without any…

Machine Learning · Computer Science 2022-09-28 Chen Zhao , Kai Xing Huang , Chun yuan

Phasor measurement units ({PMUs}) have become instrumental in modern power systems for enabling real-time, wide-area monitoring and control. Accordingly, many studies have investigated efficient and robust dynamic state estimation (DSE)…

Systems and Control · Electrical Eng. & Systems 2023-01-02 Sebastian Nugroho , Ahmad Taha , Nikolaos Gatsis , Junbo Zhao

This paper proposes a decentralized dynamic state estimation (DSE) algorithm with bimodal Gaussian mixture measurement noise. The decentralized DSE is formulated using the Ensemble Kalman Filter (EnKF) and then compared with the unscented…

Signal Processing · Electrical Eng. & Systems 2020-02-19 Vahid Sarfi , Amir Ghasemkhani , Iman Niazazari , Hanif Livani , Lei Yang

Multicellular systems play a key role in bioprocess and biomedical engineering. Cell ensembles encountered in these setups show phenotypic variability like size and biochemical composition. As this variability may result in undesired…

Systems and Control · Computer Science 2018-07-16 Armin Küper , Robert Dürr , Steffen Waldherr

Stochastic differential equations provide a powerful tool for modelling dynamic phenomena affected by random noise. In case of repeated observations of time series for several experimental units, it is often the case that some of the…

Methodology · Statistics 2024-09-06 Fernando Baltazar-Larios , Mogens Bladt , Michael Sørensen

Modeling correlated or highly stratified multiple-response data becomes a common data analysis task due to modern data monitoring facilities and methods. Generalized estimating equations (GEE) is one of the popular statistical methods for…

Methodology · Statistics 2019-03-05 Zimu Chen , Zhanfeng Wang , Yuan-chin Ivan Chang

Statistical matching is an effective method for estimating causal effects in which treated units are paired with control units with ``similar'' values of confounding covariates prior to performing estimation. In this way, matching helps…

Methodology · Statistics 2023-09-13 Sanjeewani Weerasingha , Michael J. Higgins

In this paper it is shown that under certain conditions there is a relationship between the parameter estimation of the Fellegi--Sunter probabilistic linkage model and dual system estimation. This relationship can be used as the basis of an…

Methodology · Statistics 2019-03-27 Viktor Račinskij , Paul A. Smith , Peter G. M. van der Heijden

To analyse a very large data set containing lengthy variables, we adopt a sequential estimation idea and propose a parallel divide-and-conquer method. We conduct several conventional sequential estimation procedures separately, and properly…

Methodology · Statistics 2018-12-27 Zhanfeng Wang , Yuan-chin Ivan Chang

Estimating longitudinal treatment effects is essential for sequential decision-making but is challenging due to treatment-confounder feedback. While Iterative Conditional Expectation (ICE) G-computation offers a principled approach, its…

Machine Learning · Computer Science 2026-02-16 Wenxin Chen , Weishen Pan , Kyra Gan , Fei Wang

Modern data-driven and distributed learning frameworks deal with diverse massive data generated by clients spread across heterogeneous environments. Indeed, data heterogeneity is a major bottleneck in scaling up many distributed learning…

Machine Learning · Computer Science 2023-08-23 Amirhossein Reisizadeh , Khashayar Gatmiry , Asuman Ozdaglar

In this paper, we use a stochastic partial differential equation (SPDE) as a model for the density of a population under the influence of random external forces/stimuli given by the environment. We study statistical properties for two…

Probability · Mathematics 2023-12-21 Fernando Baltazar-Larios , Francisco Delgado-Vences , Liliana Peralta

Covariate-specific treatment effects (CSTEs) represent heterogeneous treatment effects across subpopulations defined by certain selected covariates. In this article, we consider marginal structural models where CSTEs are linearly…

Methodology · Statistics 2021-05-25 Peng Wu , Zhiqiang Tan , Wenjie Hu , Xiao-Hua Zhou

Dynamic state estimation (DSE) accurately tracks the dynamics of a power system and provides the evolution of the system state in real-time. This paper focuses on the control and protection applications of DSE, comprehensively presenting…

Minimizing the Mean Squared Error (MSE) is a key objective in machine learning and is commonly used for imputing missing values. While this approach provides accurate point estimates, it introduces systematic biases in downstream analyses.…

Machine Learning · Statistics 2026-05-06 Stef van Buuren

Noise Contrastive Estimation (NCE) is a powerful parameter estimation method for log-linear models, which avoids calculation of the partition function or its derivatives at each training step, a computationally demanding step in many cases.…

Computation and Language · Computer Science 2018-09-07 Zhuang Ma , Michael Collins

State and parameter estimation is essential for process monitoring and control. Observability plays an important role in both state and parameter estimation. In simultaneous state and parameter estimation, the parameters are often augmented…

Systems and Control · Electrical Eng. & Systems 2021-02-16 Jianbang Liu , Aristarchus Gnanasekar , Yi Zhang , Song Bo , Jinfeng Liu , Jingtao Hu , Tao Zou

The double machine learning (DML) method combines the predictive power of machine learning with statistical estimation to conduct inference about the structural parameter of interest. This paper presents the R package `xtdml`, which…

Econometrics · Economics 2025-12-19 Annalivia Polselli

When observations are independent, formulae and software are readily available to plan and design studies of appropriate size and power to detect important associations. When observations are correlated or clustered, results obtained from…

Applications · Statistics 2021-03-15 David M. Thompson
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