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In this paper we study simulation based optimization algorithms for solving discrete time optimal stopping problems. This type of algorithms became popular among practioneers working in the area of quantitative finance. Using large…

Optimization and Control · Mathematics 2009-09-22 Denis Belomestny

Control Barrier Functions (CBFs) have proven to be an effective tool for performing safe control synthesis for nonlinear systems. However, guaranteeing safety in the presence of disturbances and input constraints for high relative degree…

Optimization and Control · Mathematics 2026-01-21 Luzia Knoedler , Oswin So , Ji Yin , Mitchell Black , Zachary Serlin , Panagiotis Tsiotras , Javier Alonso-Mora , Chuchu Fan

In machine learning, accurately predicting the probability that a specific input is correct is crucial for risk management. This process, known as uncertainty (or confidence) estimation, is particularly important in mission-critical…

Machine Learning · Computer Science 2023-01-12 Gabriella Chouraqui , Liron Cohen , Gil Einziger , Liel Leman

We present a new algorithm for estimating the star discrepancy of arbitrary point sets. Similar to the algorithm for discrepancy approximation of Winker and Fang [SIAM J. Numer. Anal. 34 (1997), 2028--2042] it is based on the optimization…

Data Structures and Algorithms · Computer Science 2021-09-21 Michael Gnewuch , Magnus Wahlström , Carola Winzen

The visual cue of optical flow plays a major role in the navigation of flying insects, and is increasingly studied for use by small flying robots as well. A major problem is that successful optical flow control seems to require distance…

Robotics · Computer Science 2015-06-04 G. C. H. E. de Croon

Advanced embedded algorithms are growing in complexity and they are an essential contributor to the growth of autonomy in many areas. However, the promise held by these algorithms cannot be kept without proper attention to the considerably…

Computation and Language · Computer Science 2020-05-27 Raphaël Cohen , Eric Féron , Pierre-Loïc Garoche

Thresholding based iterative algorithms have the trade-off between effectiveness and optimality. Some are effective but involving sub-matrix inversions in every step of iterations. For systems of large sizes, such algorithms can be…

Information Theory · Computer Science 2017-11-08 Zhanjie Song , Shidong Li , Ningning Han

The use of a feedback motion plan instead of the decoupled scheme consisting of separate plan and control phases can facilitate the task of proving the properties of an autonomous system. The advantage of using a feedback motion plan is the…

Robotics · Computer Science 2019-10-16 Giovanni Miraglia , Loyd Hook

Classical trust region methods were designed to solve problems in which function and gradient information are exact. This paper considers the case when there are bounded errors (or noise) in the above computations and proposes a simple…

Optimization and Control · Mathematics 2022-01-05 Shigeng Sun , Jorge Nocedal

The problem of differentiating a function with bounded second derivative in the presence of bounded measurement noise is considered in both continuous-time and sampled-data settings. Fundamental performance limitations of causal…

Systems and Control · Electrical Eng. & Systems 2023-03-28 Richard Seeber , Hernan Haimovich

Consider scene understanding problems such as predicting where a person is probably reaching, or inferring the pose of 3D objects from depth images, or inferring the probable street crossings of pedestrians at a busy intersection. This…

Computer Vision and Pattern Recognition · Computer Science 2019-06-03 Javier Felip , Nilesh Ahuja , David Gómez-Gutiérrez , Omesh Tickoo , Vikash Mansinghka

Computing tight over-approximation of reach sets of a controlled uncertain dynamical system is a common practice in verification of safety-critical cyber-physical systems (CPS). While several algorithms are available for this purpose, they…

Systems and Control · Electrical Eng. & Systems 2021-03-16 Shadi Haddad , Abhishek Halder

While local basis function (LBF) estimation algorithms, commonly used for identifying/tracking systems with time-varying parameters, demonstrate good performance under the assumption of normally distributed measurement noise, the estimation…

Signal Processing · Electrical Eng. & Systems 2025-04-01 Maciej Niedźwiecki , Artur Gańcza , Wojciech Żuławiński , Agnieszka Wyłomańska

The black box nature of deep learning models complicate their usage in critical applications such as remote sensing. Conformal prediction is a method to ensure trust in such scenarios. Subject to data exchangeability, conformal prediction…

Machine Learning · Computer Science 2024-05-07 Protim Bhattacharjee , Peter Jung

We describe a novel approach to statistical learning from particles tracked while moving in a random environment. The problem consists in inferring properties of the environment from recorded snapshots. We consider here the case of a fluid…

Information Theory · Computer Science 2008-06-09 Michael Chertkov , Lukas Kroc , Massimo Vergassola

Estimating the probability of failures or accidents with aerospace systems is often necessary when new concepts or designs are introduced, as it is being done for Autonomous Aircraft. If the design is safe, as it is supposed to be, accident…

Applications · Statistics 2018-08-10 Ítalo Romani de Oliveira , Jeffery Musiak

Quantum-phase-estimation algorithms are critical subroutines in many applications for quantum computers and in quantum-metrology protocols. These algorithms estimate the unknown strength of a unitary evolution. By using coherence or…

Quantum Physics · Physics 2023-03-06 Joseph G. Smith , Crispin H. W. Barnes , David R. M. Arvidsson-Shukur

Recent advances in probabilistic modelling have led to a large number of simulation-based inference algorithms which do not require numerical evaluation of likelihoods. However, a public benchmark with appropriate performance metrics for…

Machine Learning · Statistics 2021-04-12 Jan-Matthis Lueckmann , Jan Boelts , David S. Greenberg , Pedro J. Gonçalves , Jakob H. Macke

Uncertain dynamic obstacles, such as pedestrians or vehicles, pose a major challenge for optimal robot navigation with safety guarantees. Previous work on motion planning has followed two main strategies to provide a safe bound on an…

A general method for accelerating fixed point schemes for problems related to partial differential equations is presented in this article. The speedup is obtained by training a reduced-order model on-the-fly, removing the need to do an…

Numerical Analysis · Mathematics 2025-12-01 Philippe-André Luneau , Jean Deteix
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