For the parameter estimation problem, we know nothing about the parameter but the observations from such a distribution. Therefore, the observations X1, · · · , Xn is our first hand of information source about the parameter, that is to say, all the available information about the parameter is contained in the observations. However, we know that the estimators we obtained are always functions of...

The problem of unsupervised dimensionality reduction of stochastic variables while preserving their most relevant characteristics is fundamental for the analysis of complex data. Unfortunately, this problem is ill defined since natural datasets inherently contain alternative underlying structures. In this paper we address this problem by extending the recently introduced “Sufficient Dimensional...

Optimal decentralized decision making in a team of cooperative agents as formalized by decentralized POMDPs is a notoriously hard problem. A major obstacle is that the agents do not have access to a sufficient statistic during execution, which means that they need to base their actions on their histories of observations. A consequence is that even during off-line planning the choice of decision...