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This work provides a theoretical framework for the pose estimation problem using total least squares for vector observations from landmark features. First, the optimization framework is formulated with observation vectors extracted from point cloud features. Then, error-covariance expressions are derived. The attitude and position solutions obtained via the derived optimization framework are proven to reach the bounds defined by the Cram\'er-Rao lower bound under the small-angle approximation of attitude errors. The measurement data for the simulation of this problem is provided through a series of vector observation scans, and a fully populated observation noise-covariance matrix is assumed as the weight in the cost function to cover the most general case of the sensor uncertainty. Here, previous derivations are expanded for the pose estimation problem to include more generic correlations in the errors than previous cases involving an isotropic noise assumption. The proposed solution is simulated in a Monte-Carlo framework to validate the error-covariance analysis.

We present a novel sampling-based method for estimating probabilities of rare or failure events. Our approach is founded on the Ensemble Kalman filter (EnKF) for inverse problems. Therefore, we reformulate the rare event problem as an inverse problem and apply the EnKF to generate failure samples. To estimate the probability of failure, we use the final EnKF samples to fit a distribution model and apply Importance Sampling with respect to the fitted distribution. This leads to an unbiased estimator if the density of the fitted distribution admits positive values within the whole failure domain. To handle multi-modal failure domains, we localise the covariance matrices in the EnKF update step around each particle and fit a mixture distribution model in the Importance Sampling step. For affine linear limit-state functions, we investigate the continuous-time limit and large time properties of the EnKF update. We prove that the mean of the particles converges to a convex combination of the most likely failure point and the mean of the optimal Importance Sampling density if the EnKF is applied without noise. We provide numerical experiments to compare the performance of the EnKF with Sequential Importance Sampling.

Calculating the expected information gain in optimal Bayesian experimental design typically relies on nested Monte Carlo sampling. When the model also contains nuisance parameters, this introduces a second inner loop. We propose and derive a small-noise approximation for this additional inner loop. The computational cost of our method can be further reduced by applying a Laplace approximation to the remaining inner loop. Thus, we present two methods, the small-noise Double-loop Monte Carlo and small-noise Monte Carlo Laplace methods. Moreover, we demonstrate that the total complexity of these two approaches remains comparable to the case without nuisance uncertainty. To assess the efficiency of these methods, we present three examples, and the last example includes the partial differential equation for the electrical impedance tomography experiment for composite laminate materials.

We show, that the complex step approximation $\mathrm{Im}(f(A+ihE))/h$ to the Fr\'echet derivative of matrix functions $f:\mathbb{R}^{m,n}\rightarrow\mathbb{R}^{m,n}$ is applicable to the matrix sign, square root and polar mapping using iterative schemes. While this property was already discovered for the matrix sign using Newtons method, we extend the research to the family of Pad\'e iterations, that allows us to introduce iterative schemes for finding function and derivative values while approximately preserving automorphism group structure.

The meta learning few-shot classification is an emerging problem in machine learning that received enormous attention recently, where the goal is to learn a model that can quickly adapt to a new task with only a few labeled data. We consider the Bayesian Gaussian process (GP) approach, in which we meta-learn the GP prior, and the adaptation to a new task is carried out by the GP predictive model from the posterior inference. We adopt the Laplace posterior approximation, but to circumvent the iterative gradient steps for finding the MAP solution, we introduce a novel linear discriminant analysis (LDA) plugin as a surrogate for the MAP solution. In essence, the MAP solution is approximated by the LDA estimate, but to take the GP prior into account, we adopt the prior-norm adjustment to estimate LDA's shared variance parameters, which ensures that the adjusted estimate is consistent with the GP prior. This enables closed-form differentiable GP posteriors and predictive distributions, thus allowing fast meta training. We demonstrate considerable improvement over the previous approaches.

We consider the upper confidence bound strategy for Gaussian multi-armed bandits with known control horizon sizes $N$ and build its limiting description with a system of stochastic differential equations and ordinary differential equations. Rewards for the arms are assumed to have unknown expected values and known variances. A set of Monte-Carlo simulations was performed for the case of close distributions of rewards, when mean rewards differ by the magnitude of order $N^{-1/2}$, as it yields the highest normalized regret, to verify the validity of the obtained description. The minimal size of the control horizon when the normalized regret is not noticeably larger than maximum possible was estimated.

The problem of state estimation in the setting of partially-observed discrete event systems subject to cyber attacks is considered. An operator observes a plant through a natural projection that hides the occurrence of certain events. The objective of the operator is that of estimating the current state of the system. The observation is corrupted by an attacker which can tamper with the readings of a set of sensors thus inserting some fake events or erasing some observations. The aim of the attacker is that of altering the state estimation of the operator. An automaton, called attack structure, is defined to describe the set of all possible attacks. In more details, an unbounded attack structure is obtained by concurrent composition of two state observers, the attacker observer and the operator observer. The attack structure shows, for each possible corrupted observation, the joint state estimation, i.e., the set of states consistent with the uncorrupted observation and the set of states consistent with the corrupted observation. Such a structure can be used to establish if an attack function is harmful w.r.t. a misleading relation. Our approach is also extended to the case in which the attacker may insert at most n events between two consecutive observations.

We study fractional variants of the quasi-norms introduced by Brezis, Van Schaftingen, and Yung in the study of the Sobolev space $\dot W^{1,p}$. The resulting spaces are identified as a special class of real interpolation spaces of Sobolev-Slobodecki\u{\i} spaces. We establish the equivalence between Fourier analytic definitions and definitions via difference operators acting on measurable functions. We prove various new results on embeddings and non-embeddings, and give applications to harmonic and caloric extensions. For suitable wavelet bases we obtain a characterization of the approximation spaces for best $n$-term approximation from a wavelet basis via smoothness conditions on the function; this extends a classical result by DeVore, Jawerth and Popov.

In this paper, we address a new problem of reversing the effect of an image filter, which can be linear or nonlinear. The assumption is that the algorithm of the filter is unknown and the filter is available as a black box. We formulate this inverse problem as minimizing a local patch-based cost function and use total derivative to approximate the gradient which is used in gradient descent to solve the problem. We analyze factors affecting the convergence and quality of the output in the Fourier domain. We also study the application of accelerated gradient descent algorithms in three gradient-free reverse filters, including the one proposed in this paper. We present results from extensive experiments to evaluate the complexity and effectiveness of the proposed algorithm. Results demonstrate that the proposed algorithm outperforms the state-of-the-art in that (1) it is at the same level of complexity as that of the fastest reverse filter, but it can reverse a larger number of filters, and (2) it can reverse the same list of filters as that of the very complex reverse filter, but its complexity is much smaller.

We develop an approach to risk minimization and stochastic optimization that provides a convex surrogate for variance, allowing near-optimal and computationally efficient trading between approximation and estimation error. Our approach builds off of techniques for distributionally robust optimization and Owen's empirical likelihood, and we provide a number of finite-sample and asymptotic results characterizing the theoretical performance of the estimator. In particular, we show that our procedure comes with certificates of optimality, achieving (in some scenarios) faster rates of convergence than empirical risk minimization by virtue of automatically balancing bias and variance. We give corroborating empirical evidence showing that in practice, the estimator indeed trades between variance and absolute performance on a training sample, improving out-of-sample (test) performance over standard empirical risk minimization for a number of classification problems.