Related papers: A Probabilistic Collocation Method Based Statistic…
Time delays pose an important challenge in networked control systems, which are now ubiquitous. Focusing on switched systems, we introduce a framework that provides an upper bound for errors caused by switching delays. Our framework is…
An important problem in project management is determining ways to distribute amongst activities the costs that are incurred when a project is delayed because some activities end later than expected. In this study, we address this problem in…
Partial differential equation (PDE) models are widely used in engineering and natural sciences to describe spatio-temporal processes. The parameters of the considered processes are often unknown and have to be estimated from experimental…
Outcome probability estimation via classical methods is an important task for validating quantum computing devices. Outcome probabilities of any quantum circuit can be estimated using Monte Carlo sampling, where the amount of negativity…
Dynamic simulation plays a crucial role in power system transient stability analysis, but traditional numerical integration-based methods are time-consuming due to the small time step sizes. Other semi-analytical solution methods, such as…
We present a scheme by which a probabilistic forecasting system whose predictions have poor probabilistic calibration may be recalibrated by incorporating past performance information to produce a new forecasting system that is demonstrably…
By an inductive reasoning, and based on recent results of the joint moments of proper delay times of open chaotic systems for ideal coupling to leads, we obtain a general expression for the distribution of the partial delay times for an…
We identify a fundamental pathology in the likelihood for time delay inference which challenges standard inference methods. By analysing the likelihood for time delay inference with Gaussian process light curve models, we show that it…
We extend the piecewise orthogonal collocation method to computing periodic solutions of coupled renewal and delay differential equations. Through a rigorous error analysis, we prove convergence of the relevant finite-element method and…
Randomized benchmarking is a technique for estimating the average fidelity of a set of quantum gates. For general gatesets, however, it is difficult to draw robust conclusions from the resulting data. Here we propose a new method based on…
There has been a recent surge of interest in time series modeling using the Transformer architecture. However, forecasting multivariate time series with Transformer presents a unique challenge as it requires modeling both temporal…
This paper addresses the problem of steering an initial probability distribution to a target probability distribution through a deterministic or stochastic linear control system. Our proposed approach is inspired by the flow matching…
We investigate a processor sharing queue with renewal arrivals and generally distributed service times. Impatient jobs may abandon the queue, or renege, before completing service. The corresponding stochastic processes are represented by…
Simulation-based inference has been popular for amortized Bayesian computation. It is typical to have more than one posterior approximation, from different inference algorithms, different architectures, or simply the randomness of…
This paper presents a matching mechanism for assigning drivers to routes where the drivers pay a toll for the marginal delay they impose on other drivers. The simple matching mechanism is derived from the RANKING algorithm for online…
A number of coupling strategies are presented for stochastically modeled biochemical processes with time-dependent parameters. In particular, the stacked coupling is introduced and is shown via a number of examples to provide an…
In this paper, with the aid of the mathematical tool of stochastic geometry, we introduce analytical and computational frameworks for the distribution of three different definitions of delay, i.e., the time that it takes for a user to…
The problem of clock offset estimation in a two way timing message exchange regime is considered when the likelihood function of the observation time stamps is Gaussian, exponential or log-normally distributed. A parametrized solution to…
We propose here a method to estimate a delay from a time series taking advantage of analysis of random walks with delay. This method is applicable to a time series coming out of a system which is or can be approximated as a linear feedback…
Complex systems are sometimes subject to non Gaussian alpha stable Levy fluctuations. A new method is devised to estimate this uncertain parameter and other system parameters, using observations on either mean exit time or escape…