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This paper addresses the problem of estimating the modes of an observed non-stationary mixture signal in the presence of an arbitrary distributed noise. A novel Bayesian model is introduced to estimate the model parameters from the…

Signal Processing · Electrical Eng. & Systems 2022-03-31 Quentin Legros , Dominique Fourer , Sylvain Meignen , Marcelo A. Colominas

Numerous models for supervised and reinforcement learning benefit from combinations of discrete and continuous model components. End-to-end learnable discrete-continuous models are compositional, tend to generalize better, and are more…

Machine Learning · Computer Science 2023-07-27 David Friede , Mathias Niepert

Controlling complex dynamical systems has been a topic of considerable interest in academic circles in recent decades. While existing works have primarily focused on closed-loop control schemes with infinite-time durations, this paper…

Optimization and Control · Mathematics 2025-01-08 Xiaoxiao Peng , Shijie Zhou

A stochastic Model Predictive Control strategy for control systems with communication networks between the sensor node and the controller and between the controller and the actuator node is proposed. Data packets are subject to random…

Systems and Control · Electrical Eng. & Systems 2025-01-30 Marijan Palmisano , Martin Steinberger , Martin Horn

Reliability analysis is a sub-field of uncertainty quantification that assesses the probability of a system performing as intended under various uncertainties. Traditionally, this analysis relies on deterministic models, where experiments…

Computation · Statistics 2026-05-19 Anderson V. Pires , Maliki Moustapha , Stefano Marelli , Bruno Sudret

An important aspect in jointly analysing networked control systems and their communication is to model the networking in a sufficiently rich but at the same time mathematically tractable way. As such, this paper improves on a recently…

Systems and Control · Electrical Eng. & Systems 2024-02-21 Christian Hespe , Herbert Werner

Stochastic network calculus requires special care in the search of proper stochastic traffic arrival models and stochastic service models. Tradeoff must be considered between the feasibility for the analysis of performance bounds, the…

Performance · Computer Science 2010-01-18 Kui Wu , Yuming Jiang , Jie Li

Computing the stationary distributions of a continuous-time Markov chain (CTMC) involves solving a set of linear equations. In most cases of interest, the number of equations is infinite or too large, and the equations cannot be solved…

Probability · Mathematics 2020-08-25 Juan Kuntz , Philipp Thomas , Guy-Bart Stan , Mauricio Barahona

A solution is provided in this note for the adaptive consensus problem of nonlinear multi-agent systems with unknown and non-identical control directions assuming a strongly connected underlying graph topology. This is achieved with the…

Systems and Control · Computer Science 2018-03-28 Haris E. Psillakis

This paper presents a PAC-Bayes framework for learning controllers for unknown stochastic linear discrete-time systems, where the system parameters are drawn from a fixed but unknown distribution. We derive a data-dependent high probability…

Optimization and Control · Mathematics 2026-05-22 Yujia Luo , Ye Pu , Jonathan H. Manton , Jingge Zhu

Transmit optimization and resource allocation for wireless cooperative networks with channel state information (CSI) uncertainty are important but challenging problems in terms of both the uncertainty modeling and performance op-…

Information Theory · Computer Science 2014-06-30 Yuanming Shi , Jun Zhang , Khaled B. Letaief

The sum-product or belief propagation (BP) algorithm is a widely used message-passing technique for computing approximate marginals in graphical models. We introduce a new technique, called stochastic orthogonal series message-passing…

Information Theory · Computer Science 2012-12-18 Nima Noorshams , Martin J. Wainwright

The analysis of computer models can be aided by the construction of surrogate models, or emulators, that statistically model the numerical computer model. Increasingly, computer models are becoming stochastic, yielding different outputs…

Methodology · Statistics 2020-04-10 Evan Baker , Peter Challenor , Matt Eames

Forecasting costs is now a front burner in empirical economics. We propose an unconventional tool for stochastic prediction of future expenses based on the individual (micro) developments of recorded events. Consider a firm, enterprise,…

Econometrics · Economics 2019-09-20 Matúš Maciak , Ostap Okhrin , Michal Pešta

In this work we address the question of efficiency of distributed computing in anonymous, congested and highly dynamic and not-always-connected networks/systems. More precisely, the system consists of an unknown number of anonymous nodes…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-02-16 Dariusz R. Kowalski , Miguel A. Mosteiro

In this paper, we consider a stochastic model based on the Cox- Ingersoll- Ross model (CIR). The stochastic model is parameterized analytically by applying It\^o's calculus and the trend functions of the proposed process is calculated. The…

Methodology · Statistics 2021-03-30 Nafidi Ahmed , El Azri Abdenbi

Autonomous systems with machine learning-based perception can exhibit unpredictable behaviors that are difficult to quantify, let alone verify. Such behaviors are convenient to capture in probabilistic models, but probabilistic model…

Logic in Computer Science · Computer Science 2022-03-17 Matthew Cleaveland , Ivan Ruchkin , Oleg Sokolsky , Insup Lee

This work develops a stochastic model predictive controller~(SMPC) for uncertain linear systems with additive Gaussian noise subject to state and control constraints. The proposed approach is based on the recently developed finite-horizon…

Optimization and Control · Mathematics 2019-11-26 Kazuhide Okamoto , Panagiotis Tsiotras

A practical and scalable multicast beamformer design in multi-input multi-output~(MIMO) coded caching~(CC) systems is introduced in this paper. The proposed approach allows multicast transmission to multiple groups with partially…

Information Theory · Computer Science 2023-12-06 Mohammad NaseriTehrani , MohammadJavad Salehi , Antti Tölli

The Persistent-Idle (PI) load distribution policy was recently introduced as an appealing alternative to current low-communication load balancing techniques. In PI, servers only update the dispatcher when they become idle, and the…

Probability · Mathematics 2021-03-24 Rami Atar , Isaac Keslassy , Gal Mendelson , Ariel Orda , Shay Vargaftik
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