Related papers: Multi-step Uniformization with Steady-State Detect…
This paper presents a distributed continuous-time optimization framework aimed at overcoming the challenges posed by time-varying cost functions and constraints in multi-agent systems, particularly those subject to disturbances. By…
We develop a novel class of MCMC algorithms based on a stochastized Nesterov scheme. With an appropriate addition of noise, the result is a time-inhomogeneous underdamped Langevin equation, which we prove emits a specified target…
Hidden semi-Markov Models (HSMM's) - while broadly in use - are restricted to a discrete and uniform time grid. They are thus not well suited to explain often irregularly spaced discrete event data from continuous-time phenomena. We show…
In the present work we study Bayesian nonparametric inference for the continuous-time M/G/1 queueing system. In the focus of the study is the unobservable service time distribution. We assume that the only available data of the system are…
We consider state and parameter estimation for a dynamical system having both time-varying and time-invariant parameters. It has been shown that the robustness of the Markov Chain Monte Carlo (MCMC) algorithm for estimating time-invariant…
In many computational tasks and dynamical systems, asynchrony and randomization are naturally present and have been considered as ways to increase the speed and reduce the cost of computation while compromising the accuracy and convergence…
Autonomous driving systems require real-time environmental perception to ensure user safety and experience. Streaming perception is a task of reporting the current state of the world, which is used to evaluate the delay and accuracy of…
Consideration is given to the three different analytical methods for the computation of upper bounds for the rate of convergence to the limiting regime of one specific class of (in)homogeneous continuous-time Markov chains. This class is…
Multistate Markov models are a canonical parametric approach for data modeling of observed or latent stochastic processes supported on a finite state space. Continuous-time Markov processes describe data that are observed irregularly over…
Deep learning-based sequence models are extensively employed in Time Series Anomaly Detection (TSAD) tasks due to their effective sequential modeling capabilities. However, the ability of TSAD is limited by two key challenges: (i) the…
A framework is proposed to detect anomalies in multi-modal data. A deep neural network-based object detector is employed to extract counts of objects and sub-events from the data. A cyclostationary model is proposed to model regular…
We propose a method based on continuous time Markov chain approximation to compute the distribution of Parisian stopping times and price Parisian options under general one-dimensional Markov processes. We prove the convergence of the method…
New methods are developed for the stabilization of a linear system with general time-varying distributed delays existing at the system's states, inputs and outputs. In contrast to most existing literature where the function of time-varying…
This paper analyzes the stability of interconnected continuous-time (CT) and discrete-time (DT) systems coupled through sampling and zero-order hold mechanisms. The DT system updates its output at regular intervals $T>0$ by applying an…
A new approach is proposed to the integrated analysis of the time structure of synchronization of multidimensional chaotic systems. The method allows one to diagnose and quantitatively evaluate the intermittency characteristics during…
This paper presents a new method for anomaly detection in automated systems with time and compute sensitive requirements, such as autonomous driving, with unparalleled efficiency. As systems like autonomous driving become increasingly…
We address the problem of detecting an anomalous process among a large number of processes. At each time t, normal processes are in state zero (normal state), while the abnormal process may be in either state zero (normal state) or state…
Impedance-based small-signal stability analysis is widely applied in practical engineering with modular multilevel converters (MMCs). However, the deficiencies of existing impedance models (IMs) and the idealized extension for the single…
Most of the real-time implementations of the stabilizing optimal control actions suffer from the necessity to provide high computational effort. This paper presents a cutting-edge approach for real-time evaluation of linear-quadratic model…
In this paper, we consider an integrated MSP-MDP framework which captures features of Markov decision process (MDP) and multistage stochastic programming (MSP). The integrated framework allows one to study a dynamic decision-making process…