Parameter estimation with efficient photodetectors

Efficient parameter estimation in regression with missing responses

We discuss efficient estimation in regression models that are defined by a finite-dimensional parametric constraint. This includes a variety of regression models, in particular the basic nonlinear regression model and quasi-likelihood regression. We are interested in the case where responses are missing at random. This is a popular research topic and various methods have been proposed in the li...

Linear Parameter Estimation : Asymptotically Efficient Adaptive Strategies

This paper considers the problem of distributed adaptive linear parameter estimation in multiagent inference networks. Local sensing model information is only partially available at the agents, and interagent communication is assumed to be unpredictable. The paper develops a generic mixed time-scale stochastic procedure consisting of simultaneous distributed learning and estimation, in which th...

Efficient Parameter Estimation for Self - Similar Processes

In the paper [1] the author claimed to have established asymptotic normality and efficiency of the Gaussian maximum likelihood estimator (MLE) for long range dependent processes (with the increments of the self-similar fractional Brownian motion as a special case—hence, the title of the paper). The case considered in the paper was Gaussian stationary sequences with spectral densities fθ(x)∼ |x|...

Efficient Bayesian Parameter Estimation in Large Discrete Domains

Efficient on-line parameter estimation in TRANSCEND for nonlinear systems

Prognosis and Health Management methodologies require efficient parameter estimation approaches to enable systematic system reconfiguration and adaptive control to accommodate faulty behaviors, and to predict future system states. However, accurate and timely on-line parameter estimation of complex, nonlinear systems is difficult and can be computationally expensive. In this work, we propose a ...