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We present new algorithms and fast implementations to find efficient approximations for modelling stochastic processes. For many numerical computations it is essential to develop finite approximations for stochastic processes. While the…

Optimization and Control · Mathematics 2020-12-03 Kipngeno Benard Kirui , Georg Ch. Pflug , Alois Pichler

Linear dynamical systems are canonical models for learning-based control of plants with uncertain dynamics. The setting consists of a stochastic differential equation that captures the state evolution of the plant understudy, while the true…

Systems and Control · Electrical Eng. & Systems 2022-01-03 Mohamad Kazem Shirani Faradonbeh , Mohamad Sadegh Shirani Faradonbeh

Scientists often use observational time series data to study complex natural processes, but regression analyses often assume simplistic dynamics. Recent advances in deep learning have yielded startling improvements to the performance of…

Machine Learning · Computer Science 2023-04-21 Cory Shain , William Schuler

This paper studies a novel stochastic compartmental model that describes the dynamics of trust in society. The population is split into three compartments representing levels of trust in society: trusters, skeptics and doubters. The focus…

Physics and Society · Physics 2024-09-20 Benedikt Valentin Meylahn , Koen De Turck , Michel Mandjes

Among the different computational approaches modelling the dynamics of isogenic cell populations, discrete stochastic models can describe with sufficient accuracy the evolution of small size populations. However, for a systematic and…

Molecular Networks · Quantitative Biology 2013-12-16 I Aviziotis , M Kavousanakis , I Bitsanis , A Boudouvis

This paper presents Bayesian techniques for conservative claims about software reliability, particularly when evidence suggests the software's executions are not statistically independent. We formalise informal notions of "doubting" that…

Software Engineering · Computer Science 2023-10-12 Kizito Salako , Xingyu Zhao

This paper is about the state estimation of timed probabilistic discrete event systems. The main contribution is to propose general procedures for developing state estimation approaches based on artificial neural networks. It is assumed…

Systems and Control · Electrical Eng. & Systems 2025-05-22 Omar Amri , Carla Seatzu , Alessandro Giua , Dimitri Lefebvre

The problem of computing the reachable set for a given system is a quintessential question in nonlinear control theory. While previous work has yielded a plethora of approximate and analytical methods for determining such a set, these…

Optimization and Control · Mathematics 2020-12-29 Melkior Ornik

The quantitative understanding and precise control of complex dynamical systems can only be achieved by observing their internal states via measurement and/or estimation. In large-scale dynamical networks, it is often difficult or…

Systems and Control · Electrical Eng. & Systems 2022-08-09 Arthur N. Montanari , Chao Duan , Luis A. Aguirre , Adilson E. Motter

This paper presents a new approach to Model Predictive Control for environments where essential, discrete variables are partially observed. Under this assumption, the belief state is a probability distribution over a finite number of…

Robotics · Computer Science 2023-02-02 Camille Phiquepal , Marc Toussaint

Deep neural networks have achieved impressive results on a wide variety of tasks. However, quantifying uncertainty in the network's output is a challenging task. Bayesian models offer a mathematical framework to reason about model…

Machine Learning · Computer Science 2019-05-28 Manikanta Srikar Yellapragada , Chandra Prakash Konkimalla

Physical systems whose dynamics are governed by partial differential equations (PDEs) find applications in numerous fields, from engineering design to weather forecasting. The process of obtaining the solution from such PDEs may be…

Machine Learning · Computer Science 2022-09-21 Pratyush Bhatt , Yash Kumar , Azzeddine Soulaimani

The problem of the insensitivity of the macroscopic behavior of any thermodynamical system to partitioning generates a bias between the reproducibility of its macroscopic behavior viewed as the simplest form of causality and its long-term…

General Physics · Physics 2007-05-23 Maria K. Koleva

In recent years, there has been increasing interest in explanation methods for neural model predictions that offer precise formal guarantees. These include abductive (respectively, contrastive) methods, which aim to compute minimal subsets…

Machine Learning · Computer Science 2023-05-03 Ouns El Harzli , Bernardo Cuenca Grau , Ian Horrocks

Partially-observable problems pose a trade-off between reducing costs and gathering information. They can be solved optimally by planning in belief space, but that is often prohibitively expensive. Model-predictive control (MPC) takes the…

Machine Learning · Computer Science 2023-04-21 Baris Kayalibay , Atanas Mirchev , Ahmed Agha , Patrick van der Smagt , Justin Bayer

In this paper, we investigate discrete-time decision-making problems in uncertain systems with partially observed states. We consider a non-stochastic model, where uncontrolled disturbances acting on the system take values in bounded sets…

Systems and Control · Electrical Eng. & Systems 2024-07-18 Aditya Dave , Nishanth Venkatesh , Andreas A. Malikopoulos

We discuss Bayesian forecasting of increasingly high-dimensional time series, a key area of application of stochastic dynamic models in the financial industry and allied areas of business. Novel state-space models characterizing sparse…

Methodology · Statistics 2022-06-07 Zoey Yi Zhao , Meng Xie , Mike West

We develop a domain-theoretic framework for imprecise probability reasoning and inference on general topological spaces with a countably based continuous lattice of open sets. We address two distinct forms of uncertainty: partial or…

Logic in Computer Science · Computer Science 2026-04-13 Abbas Edalat , Pietro Di Gianantonio , Amin Farjudian

Stochastic processes offer a flexible mathematical formalism to model and reason about systems. Most analysis tools, however, start from the premises that models are fully specified, so that any parameters controlling the system's dynamics…

Systems and Control · Computer Science 2017-01-11 Luca Bortolussi , Guido Sanguinetti

Pervasive across diverse domains, stochastic systems exhibit fluctuations in processes ranging from molecular dynamics to climate phenomena. The Langevin equation has served as a common mathematical model for studying such systems, enabling…

Statistical Mechanics · Physics 2025-05-01 Youngkyoung Bae , Seungwoong Ha , Hawoong Jeong
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