相关论文: Generic Stability Implication from Full Informatio…

Adequate therapeutic retinal laser irradiation needs to be adapted to the local absorption. This leads to time-consuming treatments as the laser power needs to be successively adjusted to avoid under- and overtreatment caused by too low or…

We investigate how the stabilizer formalism, in particular highly-entangled stabilizer states, can be used to describe the emergence of many-body shape collectivity from individual constituents, in a symmetry-preserving and classically…

In this article we study the existence and strong consistency of GEE estimators, when the generalized estimating functions are martingales with random coefficients. Furthermore, we characterize estimating functions which are asymptotically…

Accurate state estimation is a fundamental problem for autonomous robots. To achieve locally accurate and globally drift-free state estimation, multiple sensors with complementary properties are usually fused together. Local sensors…

We introduce a Partial Integral Equation (PIE) representation of Partial Differential Equations (PDEs) in two spatial variables. PIEs are an algebraic state-space representation of infinite-dimensional systems and have been used to model 1D…

This paper considers the problem of nonlinear attitude estimation for a rigid body system using intermittent and multi-rate inertial vector measurements as well as continuous (high-rate) angular velocity measurements. Two types of hybrid…

The performance of decision policies and prediction models often deteriorates when applied to environments different from the ones seen during training. To ensure reliable operation, we analyze the stability of a system under distribution…

Estimation of value in policy gradient methods is a fundamental problem. Generalized Advantage Estimation (GAE) is an exponentially-weighted estimator of an advantage function similar to $\lambda$-return. It substantially reduces the…

Maximum likelihood estimation in nonlinear models can exhibit substantial instability in finite samples when the data provide limited information about certain parameters. Such instability is driven by rare but extreme realizations of the…

Parameters of the mathematical model describing many practical dynamical systems are prone to vary due to aging or renewal, wear and tear, as well as changes in environmental or service conditions. These variabilities will adversely affect…

We consider finite horizon stochastic mean field games in which the state space is a network. They are described by a system coupling a backward in time Hamilton-Jacobi-Bellman equation and a forward in time Fokker-Planck equation. The…

Certifying the fidelity of a prepared state to a target stabilizer state is a fundamental task in quantum information processing. Ref. [Phys. Rev. A 99, 042337 (2019)] gave the optimal worst-case lower bound from one fixed stabilizer…

Differential equations (DEs) are commonly used to describe dynamic systems evolving in one (ordinary differential equations or ODEs) or in more than one dimensions (partial differential equations or PDEs). In real data applications the…

Maximum likelihood estimation (MLE) and heuristic predictive estimation (HPE) are two widely used approaches in industrial uncertainty analysis. We review them from the point of view of decision theory, using Bayesian inference as a gold…

The Mutual Information (MI) is an often used measure of dependency between two random variables utilized in information theory, statistics and machine learning. Recently several MI estimators have been proposed that can achieve parametric…

Mean-field variational inference (MFVI) is a widely used method for approximating high-dimensional probability distributions by product measures. This paper studies the stability properties of the mean-field approximation when the target…

Motivated by studying asymptotic properties of the maximum likelihood estimator (MLE) in stochastic volatility (SV) models, in this paper we investigate likelihood estimation in state space models. We first prove, under some regularity…

This paper investigates the stabilization and control problems for linear continuous-time mean-field systems (MFS). Under standard assumptions, necessary and sufficient conditions to stabilize the mean-field systems in the mean square sense…

In a dynamic framework, we identify a new concept associated with the risk of assessing the financial exposure by a measure that is not adequate to the actual time horizon of the position. This will be called horizon risk. We clarify that…

This work presents a finite-time stable pose estimator (FTS-PE) for rigid bodies undergoing rotational and translational motion in three dimensions, using measurements from onboard sensors that provide position vectors to inertially-fixed…