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Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Weak values as statistical estimation
统计估计 弱值 量子可观测值 最小方差
2023/11/15
Given a quantum observable and a state, one can construct a classical observable, such that it is the optimal estimate of the quantum observable, in the sense of minimum variance. We demonstrate how t...
Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Distributed adaptive estimation algorithms over sensor networks
传感器网络 分布式自适应 估计算法
2023/4/13
Parameter estimation or filtering is one of the important issues in diverse fields including statistical learning, signal processing, system identification and adaptive control. With the development o...
Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Estimation of Common Factors for Microstructure Noise and Effcient Price in a High-frequency Dual Factor Model
高频双因子模型 微结构 噪声公因数 效率价格 估计
2023/4/17
We develop the Double Principal Component Analysis (DPCA) based on a dual factor structure for high-frequency intraday returns contaminated by microstructure noise. The dual factor structure allows a ...
Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Distributed Order Estimation of ARX Model Under Cooperative Excitation Condition
协同 激励条件 ARX模型 分布式阶估计
2023/5/6
This talk considers the distributed estimation problem of a linear stochastic system described by an autoregressive model with exogenous inputs when both the system orders and parameters are unknown. ...
Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：The Use of Machine Learning in Treatment Effect Estimation
机器学习 治疗效果 估计
2023/5/8
We present recent developments in double machine learning (DML) approach. The DML approach is concerned primarily with selecting the relevant control variables and functional forms necessary for the c...
Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Dynamic copula-based nonparametric estimation of rank-tracking probabilities with longitudinal data
动态copula 纵向数据秩 跟踪概率 非参数估计
2023/5/10
The rank-tracking probability (RTP) is a useful statistical index for measuring the ``tracking ability'' of longitudinal disease risk factors in biomedical studies. A flexible nonparametric method for...
2017年初始故障建模，检测和估计的统计信号处理方法专题会议（Special Session on Modelling,Detection and Estimation of Incipient faults using statistical-based signal processing methods）
2017年 故障建模 检测 估计 统计信号处理方法 专题会议
2017/10/24
Within the health-monitoring frame, fault diagnosis includes the following steps: modelling, detection, isolation andestimation. Quantitative-based methods have been successfully used so far in divers...
Bridging the Gap: Advanced Tools for Side-Channel Leakage Estimation beyond Gaussian Templates and Histograms
side-channel analysis MI PI
2016/7/22
The accuracy and the fast convergence of a leakage model are both essential components for the efficiency of side-channel analysis. Thus for efficient leakage estimation an evaluator is requested to p...