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In recent literature, when modeling for information freshness in remote estimation settings, estimators have been mainly restricted to the class of martingale estimators, meaning the remote estimate at any time is equal to the most recently…

Information Theory · Computer Science 2025-05-06 Sahan Liyanaarachchi , Sennur Ulukus , Nail Akar

Most of the contemporary literature on information freshness solely focuses on the analysis of freshness for martingale estimators, which simply use the most recently received update as the current estimate. While martingale estimators are…

Information Theory · Computer Science 2026-01-27 Sahan Liyanaarachchi , Sennur Ulukus , Nail Akar

We study a remote monitoring system in which a mutually independent and heterogeneous collection of finite-state irreducible continuous time Markov chain (CTMC) based information sources is considered. In this system, a common remote…

Information Theory · Computer Science 2024-06-03 Nail Akar , Sennur Ulukus

We consider MAP estimators for structured prediction with exponential family models. In particular, we concentrate on the case that efficient algorithms for uniform sampling from the output space exist. We show that under this assumption…

Machine Learning · Computer Science 2012-05-14 Shankar Vembu , Thomas Gartner , Mario Boley

Query-based sampling has become an increasingly popular technique for monitoring Markov sources in pull-based update systems. However, most of the contemporary literature on this assumes an exponential distribution for query delay and often…

Information Theory · Computer Science 2026-04-21 Sahan Liyanaarachchi , Sennur Ulukus , Nail Akar

In this paper, we derive closed-form estimators for the parameters of certain exponential family distributions through the maximum a posteriori (MAP) equations. A Monte Carlo simulation is conducted to assess the performance of the proposed…

Methodology · Statistics 2025-05-16 Roberto Vila , Helton Saulo , Eduardo Nakano

Information-theoretic quantities play a crucial role in understanding non-linear relationships between random variables and are widely used across scientific disciplines. However, estimating these quantities remains an open problem,…

Machine Learning · Computer Science 2025-02-28 Alberto Foresti , Giulio Franzese , Pietro Michiardi

This paper deals with the problem of remote estimation of the state of a discrete-time stochastic linear system observed by a sensor with computational capacity to calculate local estimates. We design an event-triggered communication (ETC)…

Systems and Control · Electrical Eng. & Systems 2023-09-18 Xiaolei Bian , Huimin Chen , X. Rong Li

Recently, a framework for application-oriented optimal experiment design has been introduced. In this context, the distance of the estimated system from the true one is measured in terms of a particular end-performance metric. This…

Information Theory · Computer Science 2015-07-28 Dimitrios Katselis , Cristian R. Rojas , Carolyn L. Beck

Robotic manipulators are essential for future autonomous systems, yet limited trust in their autonomy has confined them to rigid, task-specific systems. The intricate configuration space of manipulators, coupled with the challenges of…

Robotics · Computer Science 2024-08-13 Itamar Mishani , Hayden Feddock , Maxim Likhachev

This paper studies the remote estimation of multiple Markov sources over a lossy and rate-constrained channel. Unlike most existing studies that treat all source states equally, we exploit the \emph{semantics of information} and consider…

Systems and Control · Electrical Eng. & Systems 2025-05-22 Jiping Luo , Nikolaos Pappas

We are interested in the analysis of very large continuous-time Markov chains (CTMCs) with many distinct rates. Such models arise naturally in the context of reliability analysis, e.g., of computer network performability analysis, of power…

Logic in Computer Science · Computer Science 2015-07-24 Ernst Moritz Hahn , Holger Hermanns , Ralf Wimmer , Bernd Becker

This paper is concerned with the problem of distributed estimation for time-varying interconnected dynamic systems with arbitrary coupling structures. To guarantee the robustness of the designed estimators, novel distributed stability…

Systems and Control · Electrical Eng. & Systems 2022-06-02 Yuchen Zhang , Bo Chen , Li Yu , Daniel W. C. Ho

In this paper we focus on the estimation of mutual information from finite samples $(\mathcal{X}\times\mathcal{Y})$. The main concern with estimations of mutual information is their robustness under the class of transformations for which it…

Data Analysis, Statistics and Probability · Physics 2020-02-04 Nicholas Carrara , Jesse Ernst

GraphSPME is an open source Python, R and C++ header-only package implement-ing non-parametric sparse precision matrix estimation along with asymptotic Stein-type shrinkage estimation of the covariance matrix. The user defines a potential…

Computation · Statistics 2022-05-17 Berent Ånund Strømnes Lunde , Feda Curic , Sondre Sortland

In large-scale classification problems, the data set always be faced with frequent updates when a part of the data is added to or removed from the original data set. In this case, conventional incremental learning, which updates an existing…

Machine Learning · Computer Science 2021-01-15 Kaichen Zhou , Shiji Song , Gao Huang , Wu Cheng , Quan Zhou

Contextual MDPs are powerful tools with wide applicability in areas from biostatistics to machine learning. However, specializing them to offline datasets has been challenging due to a lack of robust, theoretically backed methods. Our work…

Machine Learning · Statistics 2026-05-06 Riddhiman Bhattacharyya , Sayak Chakrabarty , Imon Banerjee

Exact approximations of Markov chain Monte Carlo (MCMC) algorithms are a general emerging class of sampling algorithms. One of the main ideas behind exact approximations consists of replacing intractable quantities required to run standard…

Computation · Statistics 2015-10-30 Christophe Andrieu , Matti Vihola

Continuous-time Markov chains (CTMCs) are popular modeling formalism that constitutes the underlying semantics for real-time probabilistic systems such as queuing networks, stochastic process algebras, and calculi for systems biology. Prism…

Machine Learning · Computer Science 2023-02-20 Giovanni Bacci , Anna Ingólfsdóttir , Kim G. Larsen , Raphaël Reynouard

Model-based learning algorithms have been shown to use experience efficiently when learning to solve Markov Decision Processes (MDPs) with finite state and action spaces. However, their high computational cost due to repeatedly solving an…

Machine Learning · Computer Science 2012-07-02 Alexander L. Strehl , Lihong Li , Michael L. Littman
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