Related papers: A graph/particle-based method for experiment desig…
We propose a new method to design adaptation algorithms that guarantee a certain prescribed level of performance and are applicable to systems with nonconvex parameterization. The main idea behind the method is, given the desired…
Phasor Measurement Units (PMUs) are essential measuring devices for monitoring, control and protection of power systems. The objective of the optimal PMU placement (OPP) problem is to minimize the number of PMUs and select the bus locations…
Particle filters are a frequent choice for inference tasks in nonlinear and non-Gaussian state-space models. They can either be used for state inference by approximating the filtering distribution or for parameter inference by approximating…
We propose a new approach for identifying the support points of a locally optimal design when the model is a nonlinear model. In contrast to the commonly used geometric approach, we use an approach based on algebraic tools. Considerations…
Feature selection can efficiently identify the most informative features with respect to the target feature used in training. However, state-of-the-art vector-based methods are unable to encapsulate the relationships between feature samples…
Graph states are versatile resources for various quantum information processing tasks, including measurement-based quantum computing and quantum repeaters. Although the type-II fusion gate enables all-optical generation of graph states by…
In this paper, an important discovery has been found for nonconforming immersed finite element (IFE) methods using the integral values on edges as degrees of freedom for solving elliptic interface problems. We show that those IFE methods…
Deriving optimal designs for nonlinear models is in general challenging. One crucial step is to determine the number of support points needed. Current tools handle this on a case-by-case basis. Each combination of model, optimality…
State-space models (SSMs) are a powerful statistical tool for modelling time-varying systems via a latent state. In these models, the latent state is never directly observed. Instead, a sequence of observations related to the state is…
Point pattern data often exhibit features such as abrupt changes, hotspots and spatially varying dependence in local intensity. Under a Poisson process framework, these correspond to discontinuities and nonstationarity in the underlying…
The analysis of complex nonlinear systems is often carried out using simpler piecewise linear representations of them. A principled and practical technique is proposed to linearize and evaluate arbitrary continuous nonlinear functions using…
The probabilistic reachability problems of nondeterministic systems are studied. Based on the existing studies, the definition of probabilistic reachable sets is generalized by taking into account time-varying target set and obstacle. A…
This paper proposes a new framework for the optimization of excitation inputs for system identification. The optimization problem considered is to maximize a reduced Fisher information matrix in any of the classical D-, E-, or A-optimal…
We consider the problem of designing policies for partially observable Markov decision processes (POMDPs) with dynamic coherent risk objectives. Synthesizing risk-averse optimal policies for POMDPs requires infinite memory and thus…
We study approaches to robust model-based design of experiments in the context of maximum-likelihood estimation. These approaches provide robustification of model-based methodologies for the design of optimal experiments by accounting for…
This paper proposes a general incremental policy iteration adaptive dynamic programming (ADP) algorithm for model-free robust optimal control of unknown nonlinear systems. The approach integrates recursive least squares estimation with…
In this paper, a dual estimation methodology is developed for both time-varying parameters and states of a nonlinear stochastic system based on the Particle Filtering (PF) scheme. Our developed methodology is based on a concurrent…
We explore computational aspects of maximum likelihood estimation of the mixture proportions of a nonparametric finite mixture model -- a convex optimization problem with old roots in statistics and a key member of the modern data analysis…
Sequential Monte Carlo methods, also known as particle methods, are a widely used set of computational tools for inference in non-linear non-Gaussian state-space models. In many applications it may be necessary to compute the sensitivity,…
We study a graph partitioning problem motivated by the simulation of the physical movement of multi-body systems on an atomistic level, where the forces are calculated from a quantum mechanical description of the electrons. Several advanced…