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One of the main open problems in the qualitative theory of real planar differential systems is the study of limit cycles. In this article, we present an algorithmic approach for detecting how many limit cycles can bifurcate from the…
In this paper, we present a toolbox for interval analysis in numpy, with an application to formal verification of neural network controlled systems. Using the notion of natural inclusion functions, we systematically construct interval…
We study discrete time linear constrained switching systems with additive disturbances, in which the switching may be on the system matrices, the disturbance sets, the state constraint sets or a combination of the above. In our general…
This paper presents a pseudo-spectral method for Dynamic Optimization Problems (DOPs) that allows for tight polynomial bounds to be achieved via flexible sub-intervals. The proposed method not only rigorously enforces inequality…
In this paper we propose an extension of the notion of deviation-based aggregation function tailored to aggregate multidimensional data. Our objective is both to improve the results obtained by other methods that try to select the best…
The paper presents new simple sharp bounds for transition density functions for time-homogeneous diffusions processes. The bounds are obtained under mild conditions on the drift and diffusion coefficients, extending and substantially…
We consider the averaging principle for deterministic or stochastic systems with a fast stochastic component (family of continuous-time Markov chains depending on the state of the system as a parameter). We show that, due to bifurcations in…
We study fine-grained error bounds for differentially private algorithms for counting under continual observation. Our main insight is that the matrix mechanism when using lower-triangular matrices can be used in the continual observation…
We are interested in existence results for second order differential inclusions, involving finite number of unilateral constraints in an abstract framework. These constraints are described by a set-valued operator, more precisely a proximal…
Coherent lower previsions are general probabilistic models allowing incompletely specified probability distributions. However, for complete description of a coherent lower prevision -- even on finite underlying sample spaces -- an infinite…
In this paper, we propose an approach for computing invariant sets of discrete-time nonlinear systems by lifting the nonlinear dynamics into a higher dimensional linear model. In particular, we focus on the \emph{maximal admissible…
We establish some uniform limit results in the setting of additive regression model estimation. Our results allow to give an asymptotic 100% confidence bands for these components. These results are stated in the framework of i.i.d random…
In this paper, we develop a general machinery for finding explicit uniform probability and moment bounds on sub-additive positive functionals of random processes. Using the developed general technique, we derive uniform bounds on the…
This paper introduces a new technique for quantifying the approximation error of a broad class of probabilistic inference programs, including ones based on both variational and Monte Carlo approaches. The key idea is to derive a subjective…
In discrete choice panel data, estimation of average effects is crucial for quantifying the effect of covariates, and for policy evaluation and counterfactual analysis. However, in short panels with individual-specific effects, challenges…
Invariant sets define regions of the state space where system constraints are always satisfied. The majority of numerical techniques for computing invariant sets have been developed for discrete-time systems with a fixed sampling time.…
We study discrete dynamics governed by a difference inclusion whose increment is the sum of a selection from a set-valued map and a noise term. For any bounded realization, convergence follows once the inter-iterate diameter is controlled…
Irregular sampling occurs in many time series modeling applications where it presents a significant challenge to standard deep learning models. This work is motivated by the analysis of physiological time series data in electronic health…
We address a specific but recurring problem related to sampled linear systems. In particular, we provide a numerical method for the rigorous verification of constraint satisfaction for linear continuous-time systems between sampling…
Time series anomaly detection is a challenging problem due to the complex temporal dependencies and the limited label data. Although some algorithms including both traditional and deep models have been proposed, most of them mainly focus on…