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We consider a controlled second order differential equation which is partially observed with an additional fractional noise. we study the asymptotic (for large observation time) design problem of the input and give an efficient estimator of…

Probability · Mathematics 2019-04-09 Chunhao Cai , Wujun LV

A learning based method for obtaining feedback laws for nonlinear optimal control problems is proposed. The learning problem is posed such that the open loop value function is its optimal solution. This infinite dimensional, function space,…

Optimization and Control · Mathematics 2022-10-26 Karl Kunisch , Donato Vásquez-Varas , Daniel Walter

This paper addresses learning safe output feedback control laws from partial observations of expert demonstrations. We assume that a model of the system dynamics and a state estimator are available along with corresponding error bounds,…

Systems and Control · Electrical Eng. & Systems 2024-04-04 Lars Lindemann , Alexander Robey , Lejun Jiang , Satyajeet Das , Stephen Tu , Nikolai Matni

Observations which are realizations from some continuous process are frequent in sciences, engineering, economics, and other fields. We consider linear models, with possible random effects, where the responses are random functions in a…

Statistics Theory · Mathematics 2016-11-30 Giacomo Aletti , Caterina May , Chiara Tommasi

We present a novel dual control strategy for uncertain linear systems based on targeted harmonic exploration and gain-scheduling with performance and excitation guarantees. In the proposed sequential approach, robust control is implemented…

Systems and Control · Electrical Eng. & Systems 2024-07-30 Janani Venkatasubramanian , Johannes Köhler , Julian Berberich , Frank Allgöwer

We introduce the study of information leakage through \emph{guesswork}, the minimum expected number of guesses required to guess a random variable. In particular, we define \emph{maximal guesswork leakage} as the multiplicative decrease,…

Information Theory · Computer Science 2024-05-07 Gowtham R. Kurri , Malhar Managoli , Vinod M. Prabhakaran

Motifs are the most repetitive/frequent patterns of a time-series. The discovery of motifs is crucial for practitioners in order to understand and interpret the phenomena occurring in sequential data. Currently, motifs are searched among…

Artificial Intelligence · Computer Science 2015-05-05 Josif Grabocka , Nicolas Schilling , Lars Schmidt-Thieme

Robust control of complex engineered and biological systems hinges on the integration of feedforward and feedback mechanisms. This is exemplified in neural motor control, where feedforward muscle co-contraction complements sensory-driven…

Optimization and Control · Mathematics 2026-03-06 Bastien Berret , Frédéric Jean

We consider the estimation of quadratic functionals in a Gaussian sequence model where the eigenvalues are supposed to be unknown and accessible through noisy observations only. Imposing smoothness assumptions both on the signal and the…

Statistics Theory · Mathematics 2019-07-16 Martin Kroll

A key trait of stochastic optimizers is that multiple runs of the same optimizer in attempting to solve the same problem can produce different results. As a result, their performance is evaluated over several repeats, or runs, on the…

Machine Learning · Computer Science 2026-05-18 Moslem Noori , Elisabetta Valiante , Thomas Van Vaerenbergh , Masoud Mohseni , Ignacio Rozada

We consider fits to two or more datasets for which results from the sa me experiment share a common systematic uncertainty in addition to their individ ual statistical errors. This is important in extracting the maximum information from a…

Data Analysis, Statistics and Probability · Physics 2020-09-29 Roger John Barlow

When observations are curves over some natural time interval, the field of functional data analysis comes into play. Functional linear processes account for temporal dependence in the data. The prediction problem for functional linear…

Methodology · Statistics 2023-12-12 Johannes Klepsch , Claudia Klüppelberg

In this article, we consider the problem of testing the independence between two random variables. Our primary objective is to develop tests that are highly effective at detecting associations arising from explicit or implicit functional…

Methodology · Statistics 2025-02-21 Seetharaman P , Sagnik Das , Angshuman Roy

Traditional stochastic optimal control methods that attempt to obtain an optimal feedback policy for nonlinear systems are computationally intractable. In this paper, we derive a decoupling principle between the open loop plan, and the…

Systems and Control · Computer Science 2019-02-28 Karthikeya S Parunandi , Suman Chakravorty

This paper addresses the design of robust dynamic output feedback control for highly uncertain systems in which the unknown disturbance might be excited by the derivative of the control input. This context appears in many industrial…

Systems and Control · Computer Science 2016-10-20 Mazen Alamir , Jean Dobrowolski , Amgad tarek Mohammed

We consider the sequential experimental design problem in the predict-then-optimize paradigm. In this paradigm, the outputs of the prediction model are used as coefficient vectors in a downstream linear optimization problem. Traditional…

Machine Learning · Statistics 2026-02-06 Beichen Wan , Mo Liu , Paul Grigas , Zuo-Jun Max Shen

In the setting where we have $n$ independent observations of a random variable $X$, we derive explicit error bounds in total variation distance when approximating the number of observations equal to the maximum of the sample (in the case…

Probability · Mathematics 2026-04-10 Fraser Daly

Requirements driven search-based testing (also known as falsification) has proven to be a practical and effective method for discovering erroneous behaviors in Cyber-Physical Systems. Despite the constant improvements on the performance and…

Sequential monitoring in clinical trials is often employed to allow for early stopping and other interim decisions, while maintaining the type I error rate. However, sequential monitoring is typically described only in the context of a…

Statistics Theory · Mathematics 2012-05-29 Victoria Plamadeala , William F. Rosenberger

Real-world control applications in complex and uncertain environments require adaptability to handle model uncertainties and robustness against disturbances. This paper presents an online, output-feedback, critic-only, model-based…

Systems and Control · Electrical Eng. & Systems 2023-04-04 Tochukwu Elijah Ogri , S. M. Nahid Mahmud , Zachary I. Bell , Rushikesh Kamalapurkar