2 papers
stat.ML2025
Adaptive Bayesian Optimization for Robust Identification of Stochastic Dynamical Systems
Jinwen Xu, Qin Lu, Yaakov Bar-Shalom
This paper deals with the identification of linear stochastic dynamical systems, where the unknowns include system coefficients and noise variances. Conventional approaches that re…
math.ST2025
Likelihood Functions with Parameter-Dependent Support: A Survey of the Cramér-Rao-Leibniz Lower Bound
Qin Lu, Yaakov Bar-Shalom, Peter Willett
Parameter estimation is a fundamental problem in science and engineering. In many safety-critical applications, one is not only interested in a {\it point} estimator, but also the…