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We consider the centralized optimal estimation problem in spatially distributed systems. We use the setting of spatially invariant systems as an idealization for which concrete and detailed results are given. Such estimators are known to…

系统与控制 · 电气工程与系统科学 2024-11-05 Juncal Arbelaiz , Bassam Bamieh , Anette E. Hosoi , Ali Jadbabaie

Computational level explanations based on optimal feedback control with signal-dependent noise have been able to account for a vast array of phenomena in human sensorimotor behavior. However, commonly a cost function needs to be assumed for…

机器学习 · 计算机科学 2021-10-22 Matthias Schultheis , Dominik Straub , Constantin A. Rothkopf

The availability of large spatial data geocoded at accurate locations has fueled a growing interest in spatial modeling and analysis of point processes. The proposed research is motivated by the intensity estimation problem for large…

应用统计 · 统计学 2021-07-19 Lihao Yin , Huiyan Sang

In many real-world applications, optimization problems evolve continuously over time and are often subject to stochastic noise. We consider a stochastic time-varying optimization problem in which the objective function $f(x;t)$ changes…

最优化与控制 · 数学 2025-12-18 Tomoya Kamijima , Naoki Marumo , Akiko Takeda

This paper studies transfer learning for estimating the mean of random functions based on discretely sampled data, where, in addition to observations from the target distribution, auxiliary samples from similar but distinct source…

统计理论 · 数学 2024-03-29 T. Tony Cai , Dongwoo Kim , Hongming Pu

The class of algorithms called Hessian Estimation Evolution Strategies (HE-ESs) update the covariance matrix of their sampling distribution by directly estimating the curvature of the objective function. The approach is practically…

最优化与控制 · 数学 2021-06-16 Tobias Glasmachers , Oswin Krause

We demonstrate an angular momentum-enhanced protocol that permits an angular displacement estimation by using tunable squeezed Bell state and parity detection. We consider the resolution and the sensitivity, super-resolution is presented…

量子物理 · 物理学 2019-02-25 Jian-Dong Zhang , Zi-Jing Zhang , Long-Zhu Cen , Yuan Zhao

This paper presents a new methodology, called AFSSEN, to simultaneously select significant predictors and produce smooth estimates in a high-dimensional function-on-scalar linear model with a sub-Gaussian errors. Outcomes are assumed to lie…

统计方法学 · 统计学 2019-05-27 Ardalan Mirshani , Matthew Reimherr

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…

机器学习 · 计算机科学 2019-09-20 Sebastian Curi , Kfir Y. Levy , Andreas Krause

Starting from a recent a posteriori error estimator for the finite element solution of the wave equation with explicit time-stepping [Grote, Lakkis, Santos, 2024], we devise a space-time adaptive strategy which includes both time evolving…

数值分析 · 数学 2026-01-07 Marcus J. Grote , Omar Lakkis , Carina S. Santos

In survey sampling, survey data do not necessarily represent the target population, and the samples are often biased. However, information on the survey weights aids in the elimination of selection bias. The Horvitz-Thompson estimator is a…

统计方法学 · 统计学 2024-04-05 Kosuke Morikawa , Yoshikazu Terada , Jae Kwang Kim

We study joint compression and detection in distributed sensing systems motivated by emerging applications such as IoT-based localization. Two spatially separated sensors observe noisy signals and can exchange only a $k$-bit message over a…

信号处理 · 电气工程与系统科学 2026-03-31 Amir Weiss , Alejandro Lancho

We estimate the Hurst parameter $H$ of a fractional Brownian motion from discrete noisy data observed along a high frequency sampling scheme. The presence of systematic experimental noise makes recovery of $H$ more difficult since relevant…

统计理论 · 数学 2007-12-18 Arnaud Gloter , Marc Hoffmann

This paper presents a new parameter estimation algorithm for the adaptive control of a class of time-varying plants. The main feature of this algorithm is a matrix of time-varying learning rates, which enables parameter estimation error…

最优化与控制 · 数学 2021-11-18 Joseph E. Gaudio , Anuradha M. Annaswamy , Eugene Lavretsky , Michael A. Bolender

Time-frequency (TF) representation of non-stationary signals typically requires the effective concentration of energy distribution along the instantaneous frequency (IF) ridge, which exhibits intrinsic sparsity. Inspired by the sparse…

信号处理 · 电气工程与系统科学 2025-01-15 Zongyue Yang , Baoqing Ding , Shibin Wang , Chuang Sun , Xuefeng Chen

Reinforcement learning for control over continuous spaces typically uses high-entropy stochastic policies, such as Gaussian distributions, for local exploration and estimating policy gradient to optimize performance. Many robotic control…

机器学习 · 计算机科学 2024-04-03 Ya-Chien Chang , Sicun Gao

Federated learning has attracted increasing attention with the emergence of distributed data. While extensive federated learning algorithms have been proposed for the non-convex distributed problem, federated learning in practice still…

机器学习 · 计算机科学 2023-03-10 Xidong Wu , Feihu Huang , Zhengmian Hu , Heng Huang

We focus on two dependency quantities of a max-stable random field $X$ on some space $T$: the extremal coefficient function $\theta$ which we define on finite sets of $T$ and the extremal correlation function $\chi(s,t)=\lim_{x \uparrow…

概率论 · 数学 2012-05-08 Kirstin Strokorb , Martin Schlather

This paper aims first at a simultaneous axiomatic presentation of the proof of optimal convergence rates for adaptive finite element methods and second at some refinements of particular questions like the avoidance of (discrete) lower…

数值分析 · 数学 2014-03-14 Carsten Carstensen , Michael Feischl , Marcus Page , Dirk Praetorius

We present a finite-time analysis of two smoothed functional stochastic approximation algorithms for simulation-based optimization. The first is a two time-scale gradient-based method, while the second is a three time-scale Newton-based…

机器学习 · 计算机科学 2026-04-01 Kaustubh Kartikey , Shalabh Bhatnagar