相关论文: On fixed gain recursive estimators with discontinu…

Many complex systems occurring in the natural or social sciences or economics are frequently described on a microscopic level, e.g., by lattice- or agent-based models. To analyze the states of such systems and their bifurcation structure on…

In this work, multiplicative stochasticity is applied to the learning rate of stochastic optimization algorithms, giving rise to stochastic learning-rate schemes. In-expectation theoretical convergence results of Stochastic Gradient Descent…

A parameter estimation method is devised for a slow-fast stochastic dynamical system, where often only the slow component is observable. By using the observations only on the slow component, the system parameters are estimated by working on…

This paper considers the problem of remote state estimation for Markov jump linear systems in the presence of uncertainty in the posterior mode probabilities. Such uncertainty may arise when the estimator receives noisy or incomplete…

This work analyzes the stochastic approximation algorithm with non-decaying gains as applied in time-varying problems. The setting is to minimize a sequence of scalar-valued loss functions $f_k(\cdot)$ at sampling times $\tau_k$ or to…

This paper studies the problem of recursively estimating the weighted adjacency matrix of a network out of a temporal sequence of binary-valued observations. The observation sequence is generated from nonlinear networked dynamics in which…

A new way to design parameter estimators with enhanced performance is proposed in the paper. The procedure consists of two stages, first, the generation of new regression forms via the application of a dynamic operator to the original…

This article suggests that deterministic Gradient Descent, which does not use any stochastic gradient approximation, can still exhibit stochastic behaviors. In particular, it shows that if the objective function exhibit multiscale…

We describe the statistics of repetition times of a string of symbols in a stochastic process. Denote by T(A) the time elapsed until the process spells the finite string A and by S(A) the number of consecutive repetitions of A. We prove…

We present an approach that can be useful when the network or system performance is described by a model that is not Markovian. Although most performance models are based on Markov chains or Markov processes, in some cases the Markov…

In this paper, we develop necessary and sufficient conditions for the validity of a martingale approximation for the partial sums of a stationary process in terms of the maximum of consecutive errors. Such an approximation is useful for…

In this work, we consider the problem of online (real-time, single-shot) estimation of static or slow-varying parameters along quantum trajectories in quantum dynamical systems. Based on the measurement signal of a continuously-monitored…

Understanding the stability and long-time behavior of generative models is a fundamental problem in modern machine learning. This paper provides quantitative bounds on the sampling error of score-based generative models by leveraging…

This paper tackles the challenge of parameter calibration in stochastic models, particularly in scenarios where the likelihood function is unavailable in an analytical form. We introduce a gradient-based simulated parameter estimation…

This paper presents extensions of finite-time stability results to some prototypical adaptive control and estimation frameworks. First, we present a novel scheme of online parameter estimation that guarantees convergence of the estimation…

In this article, variational state estimation is examined from the dynamic programming perspective. This leads to two different value functional recursions depending on whether backward or forward dynamic programming is employed. The result…

We consider a hidden Markov model, where the signal process, given by a diffusion, is only indirectly observed through some noisy measurements. The article develops a variational method for approximating the hidden states of the signal…

Optimization lies at the heart of machine learning and signal processing. Contemporary approaches based on the stochastic gradient method are non-adaptive in the sense that their implementation employs prescribed parameter values that need…

We consider decentralized machine learning over a network where the training data is distributed across $n$ agents, each of which can compute stochastic model updates on their local data. The agent's common goal is to find a model that…

The utilization of online stochastic algorithms is popular in large-scale learning settings due to their ability to compute updates on the fly, without the need to store and process data in large batches. When a constant step-size is used,…