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Real-time safety metrics are important for the automated driving system (ADS) to assess the risk of driving situations and to assist the decision-making. Although a number of real-time safety metrics have been proposed in the literature,…
Safe navigation in real-time is challenging because engineers need to work with uncertain vehicle dynamics, variable external disturbances, and imperfect controllers. A common safety strategy is to inflate obstacles by hand-defined margins.…
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…
Several convex formulation methods have been proposed previously for statistical estimation with structured sparsity as the prior. These methods often require a carefully tuned regularization parameter, often a cumbersome or heuristic…
We investigate sequential change point estimation and detection in univariate nonparametric settings, where a stream of independent observations from sub-Gaussian distributions with a common variance factor and piecewise-constant but…
When a mathematical or computational model is used to analyse some system, it is usual that some parameters resp.\ functions or fields in the model are not known, and hence uncertain. These parametric quantities are then identified by…
Estimating the probability of failure is an important step in the certification of safety-critical systems. Efficient estimation methods are often needed due to the challenges posed by high-dimensional input spaces, risky test scenarios,…
We use approximate Bayesian computation (ABC) to estimate unknown parameter values, as well as their uncertainties, in Reynolds-averaged Navier-Stokes (RANS) simulations of turbulent flows. The ABC method approximates posterior…
Mathematical models of biological systems are beginning to be used for safety-critical applications, where large numbers of repeated model evaluations are required to perform uncertainty quantification and sensitivity analysis. Most of…
We consider the problem of calibration and uncertainty analysis for activity-based transportation simulators. Activity-Based Models (ABMs) rely on statistical modeling of individual travelers' behavior to predict higher-order travel…
The output-error method is a mainstay of aircraft system identification from flight-test data. It is the method of choice for a wide range of applications, from the estimation of stability and control derivatives for aerodynamic database…
The classical stability margin analysis based on the linearized model is widely used in practice even in nonlinear systems. Although linear analysis techniques are relatively standard and have simple implementation structures, they are…
A vulnerability scan combined with information about a computer network can be used to create an attack graph, a model of how the elements of a network could be used in an attack to reach specific states or goals in the network. These…
Stationary points embedded in the derivatives are often critical for a model to be interpretable and may be considered as key features of interest in many applications. We propose a semiparametric Bayesian model to efficiently infer the…
In this paper, we analyze Gaussian processes using statistical mechanics. Although the input is originally multidimensional, we simplify our model by considering the input as one-dimensional for statistical mechanical analysis. Furthermore,…
Nested simulation is a natural approach to tackle nested estimation problems in operations research and financial engineering. The outer-level simulation generates outer scenarios and the inner-level simulations are run in each outer…
Bayesian inference and the use of posterior or posterior predictive probabilities for decision making have become increasingly popular in clinical trials. The current practice in Bayesian clinical trials relies on a hybrid…
Evaluating the effectiveness and benefits of driver assistance systems is essential for improving the system performance. In this paper, we propose an efficient evaluation method for a semi-autonomous lane departure correction system. To…
On roads showing significant violations of posted speed limits, one measure of the safety effect of speeding is the difference between the road's actual accident count and the count that would have occurred if the posted speed limit had…
In this work, we consider the problem of designing a safety filter for a nonlinear uncertain control system. Our goal is to augment an arbitrary controller with a safety filter such that the overall closed-loop system is guaranteed to stay…