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Non-uniform sampling arises when an experimenter does not have full control over the sampling characteristics of the process under investigation. Moreover, it is introduced intentionally in algorithms such as Bayesian optimization and…

This paper considers a sequential estimation and sensor scheduling problem with one sensor and one estimator. The sensor makes sequential observations about the state of an underlying memoryless stochastic process, and makes a decision as…

While sliding mode observers (SMOs) using discontinuous relays are widely analyzed, most SMOs are implemented computationally using a continuous approximation of the discontinuous relays. This approximation results in the formation of a…

We propose a novel estimation procedure for certain spectral distributions associated with a class of high dimensional linear time series. The processes under consideration are of the form $X_t = \sum_{\ell=0}^\infty \mathbf{A}_\ell…

Motivated by questions about dense (non-sparse) signals in high-dimensional data analysis, we study the unconditional out-of-sample prediction error (predictive risk) associated with three popular linear estimators for high-dimensional…

We develop methods for parameter estimation in settings with large-scale data sets, where traditional methods are no longer tenable. Our methods rely on stochastic approximations, which are computationally efficient as they maintain one…

An important challenge in statistical analysis concerns the control of the finite sample bias of estimators. This problem is magnified in high-dimensional settings where the number of variables $p$ diverges with the sample size $n$, as well…

For an orthogonal frequency-division multiplexing (OFDM) system over a doubly selective (DS) channel, a large number of pilot subcarriers are needed to estimate the numerous channel parameters, resulting in low spectral efficiency. In this…

Sequential neural posterior estimation (SNPE) techniques have been recently proposed for dealing with simulation-based models with intractable likelihoods. Unlike approximate Bayesian computation, SNPE techniques learn the posterior from…

One-bit compressed sensing is very popular in signal processing and communications due to its low storage costs and low hardware complexity, but it is a challenging task to recover the signal by using the one-bit information. In this paper,…

Scaled sparse linear regression jointly estimates the regression coefficients and noise level in a linear model. It chooses an equilibrium with a sparse regression method by iteratively estimating the noise level via the mean residual…

We propose a nonparametric variance estimator when ranked set sampling (RSS) and judgment post stratification (JPS) are applied by measuring a concomitant variable. Our proposed estimator is obtained by conditioning on observed concomitant…

Quasi-Newton (QN) methods provide an efficient alternative to second-order methods for minimizing smooth unconstrained problems. While QN methods generally compose a Hessian estimate based on one secant interpolation per iteration,…

We propose a quantum-Hamiltonian-learning-based sequential reconstruction framework for dynamic two-dimensional magnetic-field maps using a local likelihood model derived from a nitrogen-vacancy-center spin-1 Hamiltonian. Local measurements…

6-DoF object pose estimation from a monocular image is challenging, and a post-refinement procedure is generally needed for high-precision estimation. In this paper, we propose a framework based on a recurrent neural network (RNN) for…

In this paper, we develop zeroth-order algorithms with provably (nearly) optimal sample complexity for stochastic bilevel optimization, where only noisy function evaluations are available. We propose two distinct algorithms: the first is…

This paper considers the problem of robust adaptive efficient estimating of a periodic function in a continuous time regression model with the dependent noises given by a general square integrable semimartingale with a conditionally…

It is well-known that the reparameterisation gradient estimator, which exhibits low variance in practice, is biased for non-differentiable models. This may compromise correctness of gradient-based optimisation methods such as stochastic…

Overparameterized stochastic differential equation (SDE) models have achieved remarkable success in various complex environments, such as PDE-constrained optimization, stochastic control and reinforcement learning, financial engineering,…

This paper addresses the problem of distributed state estimation for discrete-time linear time-invariant systems. Building on the framework proposed in Gao & Yang (2025), we exploit the Jordan canonical form of the system matrix to develop…