SUMMARY This is the second in a series of two papers in which the patch recovery technique proposed by Zienkiewicz and Zhu 1]-3] is analyzed. In the rst paper 4], we have shown that the recovered derivative by the least squares tting is superconvergent for the two point boundary value problems. In the present work, we consider the two dimensional case in which the tensor product elements are us...

We address the estimation of the loss parameter of a bosonic channel probed by Gaussian signals. We derive the ultimate quantum bound with precision and show that no improvement may be obtained by having access to the environmental degrees of freedom. We find that, for small losses, the variance of the optimal estimator is proportional to the loss parameter itself, a result that represents a qu...

In this article, we propose some new generalizations of M-estimation procedures for single-index regression models in presence of randomly right-censored responses. We derive consistency and asymptotic normality of our estimates. The results are proved in order to be adapted to a wide range of techniques used in a censored regression framework (e.g. synthetic data or weighted least squares). As...

We present a systematic method for computing explicit approximations to martingale representations for a large class of Brownian functionals. The approximations are based on a notion of pathwise functional derivative and yield a consistent estimator for the integrand in the martingale representation formula for any square-integrable functional of the solution of an SDE with path-dependent coeff...

This paper presents the development and validation of a vision-based navigation and control system for a small unmanned quadrotor. The core of this system is a state estimator based on the so-called multi-camera parallel tracking and mapping algorithm, which provides accurate pose estimation for the quadrotor using multiple cameras. Built on cascaded proportional-integral-derivative control loo...

This paper considers a class of Heath-Jarrow-Morton (1992) term structure models, characterized by time deterministic volatilities for the instantaneous forward rate. The bias that arises from using observed futures yields as a proxy for the unobserved instantaneous forward rate is analyzed. The fact that futures contracts can be viewed as derivative instruments on the forward rate is used to d...

A. For a class of non Gaussian stationary processes, we develop the empirical likelihood approach. For this it is known that Whittle’s likelihood is the most fundamental tool to get a good estimator of unknown parameter, and that the score functions are asymptotically chi-square distributed. Motivated by the Whittle likelihood, we apply the empirical likelihood approach to its derivative...

Efforts in this paper seek to combine graph theory with adaptive dynamic programming (ADP) as a reinforcement learning (RL) framework to determine forward-in-time, realtime, approximate optimal controllers for distributed multi-agent systems with uncertain nonlinear dynamics. A decentralized continuous time-varying control strategy is proposed, using only local communication feedback from two-h...

this paper presents a discrete-time robust control for electrically driven robot manipulators in the task space. a novel discrete-time model-free control law is proposed by employing an adaptive fuzzy estimator for the compensation of the uncertainty including model uncertainty, external disturbances and discretization error. parameters of the fuzzy estimator are adapted to minimize the estimat...

There are many interesting and widely used estimators of a functional with finite semiparametric variance bound that depend on nonparametric estimators of nuisance functions. We use cross-fitting (i.e. sample splitting) to construct novel estimators with fast remainder rates. We give cross-fit doubly robust estimators that use separate subsamples to estimate different nuisance functions. We obt...