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Conventional optimal power flow (OPF) solvers assume full observability of the involved system states. However, in practice, there is a lack of reliable system monitoring devices in the distribution networks. To close the gap between the…

Optimization and Control · Mathematics 2020-03-18 Yi Guo , Xinyang Zhou , Changhong Zhao , Yue Chen , Tyler Summers , Lijun Chen

Robust control of complex engineered and biological systems hinges on the integration of feedforward and feedback mechanisms. This is exemplified in neural motor control, where feedforward muscle co-contraction complements sensory-driven…

Optimization and Control · Mathematics 2026-03-06 Bastien Berret , Frédéric Jean

We consider many-body problems in classical mechanics where a wide range of time scales limits what can be computed. We apply the method of optimal prediction to obtain equations which are easier to solve numerically. We demonstrate by…

Numerical Analysis · Mathematics 2025-10-20 Anton Kast

Numerical studies of quantum field theories usually rely upon an accurate determination of stochastically estimated correlation functions in order to extract information about the spectrum of the theory and matrix elements of operators. The…

High Energy Physics - Lattice · Physics 2014-09-22 William Detmold , Michael G. Endres

This paper is concerned with finding an optimal path for an observer, or sensor, moving at a constant speed, which is to estimate the position of a stationary target, using only bearing angle measurements. The generated path is optimal in…

Optimization and Control · Mathematics 2022-01-19 C. Yalçın Kaya

The need to estimate a particular quantile of a distribution is an important problem which frequently arises in many computer vision and signal processing applications. For example, our work was motivated by the requirements of many…

Computer Vision and Pattern Recognition · Computer Science 2015-04-22 Ognjen Arandjelovic , Duc-Son Pham , Svetha Venkatesh

Wireless Sensor Networks (WSNs) enable a wealth of new applications where remote estimation is essential. Individual sensors simultaneously sense a dynamic process and transmit measured information over a shared channel to a central fusion…

Optimization and Control · Mathematics 2016-11-18 Yilin Mo , Emanuele Garone , Alessandro Casavola , Bruno Sinopoli

We consider the problem of signal estimation (denoising) from a statistical mechanical perspective, using a relationship between the minimum mean square error (MMSE), of estimating a signal, and the mutual information between this signal…

Information Theory · Computer Science 2016-11-17 Neri Merhav , Dongning Guo , Shlomo Shamai

Sequences of events in noise-driven excitable systems with slow variables often show serial correlations among their intervals of events. Here, we employ a master equation for general non-renewal processes to calculate the interval and…

Biological Physics · Physics 2011-05-23 Farzad Farkhooi , Eilif Muller , Martin P. Nawrot

Optimal prediction methods compensate for a lack of resolution in the numerical solution of time-dependent differential equations through the use of prior statistical information. We present a new derivation of the basic methodology, show…

Numerical Analysis · Mathematics 2025-10-20 A. J. Chorin , R. Kupferman , D. Levy

Optimal control under uncertainty is a prevailing challenge for many reasons. One of the critical difficulties lies in producing tractable solutions for the underlying stochastic optimization problem. We show how advanced approximate…

Machine Learning · Computer Science 2024-10-28 Joe Watson , Hany Abdulsamad , Rolf Findeisen , Jan Peters

Optimal experimental design is a classic topic in statistics, with many well-studied problems, applications, and solutions. The design problem we study is the placement of sensors to monitor spatiotemporal processes, explicitly accounting…

Methodology · Statistics 2026-01-05 Daniel Waxman , Fernando Llorente , Katia Lamer , Petar M. Djurić

The firing dynamics of biological neurons in mathematical models is often determined by the model's parameters, representing the neurons' underlying properties. The parameter estimation problem seeks to recover those parameters of a single…

Neurons and Cognition · Quantitative Biology 2022-10-05 Long Le , Yao Li

An observer is an estimator of the state of a dynamical system from noisy sensor measurements. The need for observers is ubiquitous, with applications in fields ranging from engineering to biology to economics. The most widely used observer…

Optimization and Control · Mathematics 2016-02-17 M. -A. Belabbas

In this paper, we consider asymptotics of the optimal value and the optimal solutions of parametric minimax estimation problems. Specifically, we consider estimators of the optimal value and the optimal solutions in a sample minimax problem…

Statistics Theory · Mathematics 2025-04-16 Mika Meitz , Alexander Shapiro

We have developed an efficient information-maximization method for computing the optimal shapes of tuning curves of sensory neurons by optimizing the parameters of the underlying feedforward network model. When applied to the problem of…

Information Theory · Computer Science 2017-02-03 Wentao Huang , Xin Huang , Kechen Zhang

We address the problem of estimating the inputs of a dynamical system from measurements of the system's outputs. To this end, we introduce a novel estimation algorithm that explicitly trades off bias and variance to optimally reduce the…

Machine Learning · Computer Science 2019-09-20 Sebastian Curi , Kfir Y. Levy , Andreas Krause

In this Chapter, we ask questions (1) What is the right way to measure the quality of information processing in a biological system? and (2) What can real-life organisms do in order to improve their performance in information-processing…

Quantitative Methods · Quantitative Biology 2010-11-25 Ilya Nemenman

Syllable detection is an important speech analysis task with applications in speech rate estimation, word segmentation, and automatic prosody detection. Based on the well understood acoustic correlates of speech articulation, it has been…

Audio and Speech Processing · Electrical Eng. & Systems 2021-03-09 Kamini Sabu , Syomantak Chaudhuri , Preeti Rao , Mahesh Patil

This paper is concerned with the partial information optimal control problem of mean-field type under partial observation, where the system is given by a controlled mean-field forward-backward stochastic differential equation with…

Optimization and Control · Mathematics 2017-08-21 Qingxin Meng , Qiuhong Shi , Maoning Tang
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