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- research-articleFebruary 2024
Adaptive detection of subspace signals from two independent sets of samples drawn from a matrix-variate Student distribution
AbstractIn this paper we address estimation and detection problems using multiple multichannel observations drawn from a matrix-variate Student distribution, also referred to as uncorrelated t distribution. In a first part we derive the Fisher ...
Highlights- We address estimation and detection problems using Student distribution multichannel observations
- We derive the Fisher information matrix.
- We derive the GLR, Rao, Wald and gradient tests.
- research-articleOctober 2023
A scalable second order optimizer with an adaptive trust region for neural networks
Neural Networks (NENE), Volume 167, Issue CPages 692–705https://doi.org/10.1016/j.neunet.2023.09.010AbstractWe introduce Tadam (Trust region ADAptive Moment estimation), a new optimizer based on the trust region of the second-order approximation of the loss using the Fisher information matrix. Despite the enhanced gradient estimations offered by second-...
- research-articleAugust 2023
D-Optimal Data Fusion: Exact and Approximation Algorithms
INFORMS Journal on Computing (INFORMS-IJOC), Volume 36, Issue 1Pages 97–120https://doi.org/10.1287/ijoc.2022.0235We study the D-optimal Data Fusion (DDF) problem, which aims to select new data points, given an existing Fisher information matrix, so as to maximize the logarithm of the determinant of the overall Fisher information matrix. We show that the DDF problem ...
- research-articleJune 2022
Exploiting perturbed and coalescent anchor node geometry with semidefinite relaxation for sensor network localization
AbstractLocalization in wireless sensor networks (WSNs) suffer from performance issues whenever the anchor nodes (which are aware of their location) are subjected to motion from their usual position. Moreover, accurate localization demands ...
- research-articleApril 2022
Optimal sensor placement for source tracking under synchronization offsets and sensor location errors with distance-dependent noises
Highlights- A more realistic model is considered under synchronization offsets and sensor location errors with distance-dependent noises for TDOA localization.
- The optimal sensor placement is derived with the restriction of geographical conditions ...
This paper focuses on the problem of source tracking in the 3-D space using a time-difference-of-arrival (TDOA)-based localization system. Different from existing studies, we consider a more realistic data model that includes synchronization ...
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- research-articleMarch 2022
Exact fisher information of generalized Dirichlet multinomial distribution for count data modeling
Information Sciences: an International Journal (ISCI), Volume 586, Issue CPages 688–703https://doi.org/10.1016/j.ins.2021.11.083AbstractDespite the multiple benefits of the Fisher information matrix, it is generally disregarded and substituted by the identity matrix or an approximation format. However, when dealing with complicated real-world applications, ignoring the ...
- research-articleMarch 2022
A bayesian model calibration under insufficient data environment
Structural and Multidisciplinary Optimization (SPSMO), Volume 65, Issue 3https://doi.org/10.1007/s00158-022-03196-yAbstractIn recent years, remarkable advances in computing performance and computer-aided engineering have enabled reliability-based design optimization (RBDO) to guarantee the target reliability of a product. For successful product development through ...
- research-articleJanuary 2022
Limits of Accuracy for Parameter Estimation and Localization in Single-Molecule Microscopy via Sequential Monte Carlo Methods
SIAM Journal on Imaging Sciences (SJISBI), Volume 15, Issue 1Pages 139–171https://doi.org/10.1137/21M1422823Assessing the quality of parameter estimates for models describing the motion of single molecules in cellular environments is an important problem in fluorescence microscopy. In this work, we consider the fundamental data model, where molecules emit ...
- research-articleJanuary 2022
QNG: A Quasi-Natural Gradient Method for Large-Scale Statistical Learning
SIAM Journal on Optimization (SIOPT), Volume 32, Issue 1Pages 228–255https://doi.org/10.1137/20M1376753Natural gradient method provides a powerful paradigm for training statistical models and offers several appealing theoretic benefits. It constructs the Fisher information matrix to correct the ordinary gradients, and thus, the cost may become ...
- research-articleDecember 2021
Factor graph and fisher information matrix-assisted indoor cooperative positioning algorithm for wireless sensor networks
Computers and Electrical Engineering (CENG), Volume 96, Issue PBhttps://doi.org/10.1016/j.compeleceng.2021.107601AbstractSmart cities and autonomous vehicles have been emerging to be predominant and key players in today's cutting-edge technology. Their emergence has been rapidly escalated with the advancements of concepts of Internet of Things (IoTs). ...
- research-articleDecember 2021
Statistical inference for mixture GARCH models with financial application
Computational Statistics (CSTAT), Volume 36, Issue 4Pages 2615–2642https://doi.org/10.1007/s00180-021-01092-5AbstractIn this paper we consider mixture generalized autoregressive conditional heteroskedastic models, and propose a new iteration algorithm of type EM for the estimation of model parameters. The maximum likelihood estimates are shown to be consistent, ...
- letterAugust 2021
Finding optimal design in nonlinear mixed effect models using multiplicative algorithms
Computer Methods and Programs in Biomedicine (CBIO), Volume 207, Issue Chttps://doi.org/10.1016/j.cmpb.2021.106126Highlights- Multiplicative algorithm optimizes designs of longitudinal studies.
- ...
Background and objectives: To optimize designs for longitudinal studies analyzed by nonlinear mixed effect models (NLMEMs), the Fisher information matrix (FIM) can be used. In this work, we focused on the multiplicative ...
- rapid-communicationJuly 2021
Upper bounds for Rao distance on the manifold of multivariate elliptical distributions
Automatica (Journal of IFAC) (AJIF), Volume 129, Issue Chttps://doi.org/10.1016/j.automatica.2021.109604AbstractAs a natural intrinsic measure on the manifold of probability distributions, Rao distance has received a lot of attentions and been applied successfully to many fields. However, the closed form of Rao distance on the manifold of ...
- research-articleApril 2020
Information geometry resolution optimization for frequency diverse array in DOA estimation
AbstractFrequency diverse array (FDA) provides new application capabilities due to its both range and phase dependent array beampattern. In this paper, we adopt information geometry theory to study the fundamental information resolution and ...
- research-articleApril 2020
Optimal design of multiple accelerated life testing for generalized half-normal distribution under type-I censoring
Journal of Computational and Applied Mathematics (JCAM), Volume 368, Issue Chttps://doi.org/10.1016/j.cam.2019.112539AbstractThis article uses three optimality criteria to conclude the optimal allocation of multiple accelerated life testing for the generalized half-normal model under type-I censoring. We derive the maximum likelihood estimates of the ...
- research-articleJanuary 2020
Fisher Information Matrix for Single Molecules with Stochastic Trajectories
SIAM Journal on Imaging Sciences (SJISBI), Volume 13, Issue 1Pages 234–264https://doi.org/10.1137/19M1242562Tracking of objects in cellular environments has become a vital tool in molecular cell biology. A particularly important example is single molecule tracking, which enables the study of the motion of a molecule in cellular environments by locating the ...
- ArticleJuly 2019
Delay-Tolerant Rendezvous-Based Data Collection for Target Tracking in Large-Scale Wireless Sensor Networks with UGV
AbstractEnergy efficiency receives significant attention in wireless sensor networks. In this paper, a UGV is employed as an energy-efficient solution to prolong the network lifetime in target tracking. Data collection strategies for target tracking are ...
- articleJuly 2019
Laplace approximation and natural gradient for Gaussian process regression with heteroscedastic student-t model
Statistics and Computing (KLU-STCO), Volume 29, Issue 4Pages 753–773https://doi.org/10.1007/s11222-018-9836-0We propose the Laplace method to derive approximate inference for Gaussian process (GP) regression in the location and scale parameters of the student-$$ {t}$$t probabilistic model. This allows both mean and variance of data to vary as a function of ...
- research-articleJuly 2019
Statistical Inference for Type I Multiply Left-Censored Samples from Weibull Distribution*
Cybernetics and Systems Analysis (KLU-CASA), Volume 55, Issue 4Pages 590–604https://doi.org/10.1007/s10559-019-00168-xAbstractLeft-censored data with one or more detection limits occur frequently in many application areas. In this paper, the computational procedure for calculation of maximum likelihood estimates of the parameters for type I multiply left-censored data ...
- research-articleJuly 2017
A new method for evaluation of the Fisher information matrix for discrete mixed effect models using Monte Carlo sampling and adaptive Gaussian quadrature
Computational Statistics & Data Analysis (CSDA), Volume 111, Issue CPages 203–219https://doi.org/10.1016/j.csda.2016.10.011The design of experiments for discrete mixed effect models is challenging due to the unavailability of a closed-form expression for the Fisher information matrix (FIM), on which most optimality criteria depend. Existing approaches for the computation of ...