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Response-adaptive randomization has recently attracted a lot of attention in the literature. In this paper, we propose a new and simple family of response-adaptive randomization procedures that attain the Cramer--Rao lower bounds on the…

Statistics Theory · Mathematics 2009-08-25 Feifang Hu , Li-Xin Zhang , Xuming He

A class of interior point methods using inexact directions is analysed. The linear system arising in interior point methods for linear programming is reformulated such that the solution is less sensitive to perturbations in the right-hand…

Optimization and Control · Mathematics 2016-08-02 Lukas Schork , Jacek Gondzio

We establish a central limit theorem and an invariance principle for stationary random fields, with projective-type conditions. Our result is obtained via an m-dependent approximation method. As applications, we establish invariance…

Probability · Mathematics 2012-04-12 Yizao Wang , Michael Woodroofe

The performance bounds of near-field sensing are studied for circular arrays, focusing on the impact of bandwidth and array size. The closed-form Cramer-Rao bound (CRBs) for angle and distance estimation are derived, revealing the scaling…

Information Theory · Computer Science 2024-09-04 Zhaolin Wang , Xidong Mu , Yuanwei Liu

The quantum Cram\'{e}r-Rao bound (QCRB) as the ultimate lower bound for precision in quantum parameter estimation is only known to be saturable in the multiparameter setting in special cases and under conditions such as full or average…

Quantum Physics · Physics 2024-06-10 Hendra I. Nurdin

The quantum Cram\'er-Rao bound is a cornerstone of modern quantum metrology, as it provides the ultimate precision in parameter estimation. In the multiparameter scenario, this bound becomes a matrix inequality, which can be cast to a…

Quantum Physics · Physics 2021-09-15 Aaron Z. Goldberg , Luis L. Sánchez-Soto , Hugo Ferretti

In this paper we consider a new normalization of matrices obtained by choosing distinct codewords at random from linear codes over finite fields and find that under some natural algebraic conditions of the codes their empirical spectral…

Information Theory · Computer Science 2018-08-29 Chin Hei Chan , Enoch Kung , Maosheng Xiong

Detectability of failures of linear programming (LP) decoding and the potential for improvement by adding new constraints motivate the use of an adaptive approach in selecting the constraints for the underlying LP problem. In this paper, we…

Information Theory · Computer Science 2007-07-13 Mohammad H. Taghavi , Paul H. Siegel

We determine the bound to the maximum achievable sensitivity in the estimation of a scalar parameter from the information contained in an optical image in the presence of quantum noise. This limit, based on the Cramer-Rao bound, is valid…

Quantum Physics · Physics 2016-08-16 Vincent Delaubert , Nicolas Treps , Claude Fabre , Hans A. Bachor , Philippe Réfrégier

We consider the problem of estimating the state of a large but finite number $N$ of identical quantum systems. In the limit of large $N$ the problem simplifies. In particular the only relevant measure of the quality of the estimation is the…

Quantum Physics · Physics 2008-12-18 R. D. Gill , S. Massar

Wideband communication receivers often deal with the problems of detecting weak signals from distant sources received together with strong nearby interferers. When the techniques of random modulation are used in communication system…

Information Theory · Computer Science 2018-11-15 Dian Mo , Marco F. Duarte

We propose a certainty-equivalence scheme for adaptive control of scalar linear systems subject to additive, i.i.d. Gaussian disturbances and bounded control input constraints, without requiring prior knowledge of the bounds of the system…

Systems and Control · Electrical Eng. & Systems 2023-03-20 Seth Siriya , Jingge Zhu , Dragan Nešić , Ye Pu

We consider the safety evaluation of discrete time, stochastic systems over a finite horizon. Therefore, we discuss and link probabilistic invariance with reachability as well as reach-avoid problems. We show how to efficiently compute…

Systems and Control · Electrical Eng. & Systems 2023-04-17 Niklas Schmid , John Lygeros

The quantum Fisher information constrains the achievable precision in parameter estimation via the quantum Cram\'er-Rao bound, which has attracted much attention in Hermitian systems since the 60s of the last century. However, less…

Quantum Physics · Physics 2021-03-15 Jianning Li , Haodi Liu , Zhihai Wang , Xuexi Yi

A usual assumption in quantum estimation is that the unknown parameter labels the possible states of the system, while it influences neither the sample space of outcomes nor the measurement aimed at extracting information on the parameter…

Quantum Physics · Physics 2017-01-18 Luigi Seveso , Matteo A. C. Rossi , Matteo G. A. Paris

Radar uncertainty principle indicates that there is an inherent invariance in the product of the time-delay and Doppler-shift measurement accuracy and resolution which can be tuned by the waveform at transmitter. In this paper, based on the…

Signal Processing · Electrical Eng. & Systems 2019-01-24 Seyed MohammadReza Hosseini , Afshin Isazadeh , Ali Noroozi , Mohammad Ali Sebt

Conformal Prediction methods have finite-sample distribution-free marginal coverage guarantees. However, they generally do not offer conditional coverage guarantees, which can be important for high-stakes decisions. In this paper, we…

Machine Learning · Statistics 2024-09-27 Ruijiang Gao , Mingzhang Yin , James McInerney , Nathan Kallus

We determine the exact threshold of satisfiability for random instances of a particular NP-complete constraint satisfaction problem (CSP). This is the first random CSP model for which we have determined a precise linear satisfiability…

Discrete Mathematics · Computer Science 2012-02-06 Harold Connamacher , Michael Molloy

In his 2005 paper, S.T. Smith proposed an intrinsic Cram\'er-Rao bound on the variance of estimators of a parameter defined on a Riemannian manifold. In the present technical note, we consider the special case where the parameter lives in a…

Systems and Control · Computer Science 2015-09-17 Silvère Bonnabel , Axel Barrau

Artificial neural networks have become important tools to harness the complexity of disordered or random photonic systems. Recent applications include the recovery of information from light that has been scrambled during propagation through…

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