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We present a model predictive control (MPC) framework for nonlinear stochastic systems that ensures safety guarantee with high probability. Unlike most existing stochastic MPC schemes, our method adopts a set-erosion that converts the…

Systems and Control · Electrical Eng. & Systems 2025-12-16 Zishun Liu , Liqian Ma , Yongxin Chen

Leveraging recent developments in black-box risk-aware verification, we provide three algorithms that generate probabilistic guarantees on (1) optimality of solutions, (2) recursive feasibility, and (3) maximum controller runtimes for…

Optimization and Control · Mathematics 2023-03-14 Prithvi Akella , Wyatt Ubellacker , Aaron D. Ames

We consider systems under uncertainty whose dynamics are partially unknown. Our aim is to study satisfaction of temporal logic properties by trajectories of such systems. We express these properties as signal temporal logic formulas and…

Systems and Control · Electrical Eng. & Systems 2020-05-12 Ali Salamati , Sadegh Soudjani , Majid Zamani

It is crucial for accurate model checking that the model be a complete and faithful representation of the system. Unfortunately, this is not always possible, mainly because of two reasons: (i) the model is still under development and (ii)…

Logic in Computer Science · Computer Science 2017-06-19 Shiraj Arora , M. V. Panduranga Rao

Validation is often defined as the process of determining the degree to which a model is an accurate representation of the real world from the perspective of its intended uses. Validation is crucial as industries and governments depend…

Computational Physics · Physics 2016-09-08 Didier Sornette , Anthony B. Davis , James R. Kamm , Kayo Ide

We consider the problem of performing Bayesian inference in probabilistic models where observations are accompanied by uncertainty, referred to as "uncertain evidence." We explore how to interpret uncertain evidence, and by extension the…

Machine Learning · Statistics 2023-01-27 Andreas Munk , Alexander Mead , Frank Wood

We deliver a call to arms for probabilistic numerical methods: algorithms for numerical tasks, including linear algebra, integration, optimization and solving differential equations, that return uncertainties in their calculations. Such…

Numerical Analysis · Mathematics 2016-02-17 Philipp Hennig , Michael A Osborne , Mark Girolami

We present a formulation of the problem of probabilistic model checking as one of query evaluation over probabilistic logic programs. To the best of our knowledge, our formulation is the first of its kind, and it covers a rich class of…

Logic in Computer Science · Computer Science 2012-04-24 Andrey Gorlin , C. R. Ramakrishnan , Scott A. Smolka

This paper addresses the design of safety certificates for stochastic systems, with a focus on ensuring long-term safety through fast real-time control. In stochastic environments, set invariance-based methods that restrict the probability…

Systems and Control · Electrical Eng. & Systems 2026-01-07 Zhuoyuan Wang , Haoming Jing , Christian Kurniawan , Albert Chern , Yorie Nakahira

The increasing use of model-based tools enables further use of formal verification techniques in the context of distributed real-time systems. To avoid state explosion, it is necessary to construct verification models that focus on the…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-11-18 Chih-Hong Cheng , Christian Buckl , Javier Esparza , Alois Knoll

Data-driven modeling is useful for reconstructing nonlinear dynamical systems when the underlying process is unknown or too expensive to compute. Having reliable uncertainty assessment of the forecast enables tools to be deployed to predict…

Methodology · Statistics 2023-11-01 Mengyang Gu , Yizi Lin , Victor Chang Lee , Diana Qiu

We explore probability modelling of discretization uncertainty for system states defined implicitly by ordinary or partial differential equations. Accounting for this uncertainty can avoid posterior under-coverage when likelihoods are…

Methodology · Statistics 2016-10-25 Oksana A. Chkrebtii , David A. Campbell , Ben Calderhead , Mark A. Girolami

The aim of this paper is to present a symbolic computational algorithm that will allow us to deal with the feedback stabilization problem for continuous nonlinear polynomial systems. The overall approach is based on a methodology that…

Optimization and Control · Mathematics 2007-05-23 Stelios Kotsios

This paper develops new insights into quantitative methods for the validation of computational model prediction. Four types of methods are investigated, namely classical and Bayesian hypothesis testing, a reliability-based method, and an…

Data Analysis, Statistics and Probability · Physics 2012-06-25 You Ling , Sankaran Mahadevan

Many embedded and real-time systems have a inherent probabilistic behaviour (sensors data, unreliable hardware,...). In that context, it is crucial to evaluate system properties such as "the probability that a particular hardware fails".…

Software Engineering · Computer Science 2015-09-22 Van Chan Ngo , Axel Legay , Jean Quilbeuf

This paper considers the problem of testing whether there exists a solution satisfying certain non-negativity constraints to a linear system of equations. Importantly and in contrast to some prior work, we allow all parameters in the system…

Multi-class classification methods that produce sets of probabilistic classifiers, such as ensemble learning methods, are able to model aleatoric and epistemic uncertainty. Aleatoric uncertainty is then typically quantified via the Bayes…

Machine Learning · Statistics 2023-04-20 Thomas Mortier , Viktor Bengs , Eyke Hüllermeier , Stijn Luca , Willem Waegeman

Although the notion of diagnostic problem has been extensively investigated in the context of static systems, in most practical applications the behavior of the modeled system is significantly variable during time. The goal of the paper is…

Artificial Intelligence · Computer Science 2013-03-25 Luigi Portinale

Probabilistic bisimulation is a fundamental notion of process equivalence for probabilistic systems. Among others, it has important applications including formalizing the anonymity property of several communication protocols. There is a lot…

Software Engineering · Computer Science 2020-11-05 Chih-Duo Hong , Anthony W. Lin , Rupak Majumdar , Philipp Rümmer

The construction and formal verification of dynamical models is important in engineering, biology and other disciplines. We focus on non-linear models containing a set of parameters governing their dynamics. The value of these parameters is…

Systems and Control · Computer Science 2015-04-20 Benjamin M. Gyori , Daniel Paulin , Sucheendra K. Palaniappan