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This paper studies the problem of distributionally robust model predictive control (MPC) using total variation distance ambiguity sets. For a discrete-time linear system with additive disturbances, we provide a conditional value-at-risk…

Systems and Control · Electrical Eng. & Systems 2022-06-27 Anushri Dixit , Mohamadreza Ahmadi , Joel W. Burdick

Markov decision processes (MDPs) is viewed as an optimization of an objective function over certain linear operators over general function spaces. A new existence result is established for the existence of optimal policies in general MDPs,…

Machine Learning · Computer Science 2026-04-01 Abhishek Gupta , Aditya Mahajan

Gibbs random fields play an important role in statistics, for example the autologistic model is commonly used to model the spatial distribution of binary variables defined on a lattice. However they are complicated to work with due to an…

Computation · Statistics 2012-07-25 Nial Friel

We present a strong-coupling approach to the theory of high-temperature superconductivity based on the observation of a quantum critical point in the plaquette within the t,t' Hubbard model. The crossing of ground state energies in the…

Strongly Correlated Electrons · Physics 2016-09-28 M. Harland , M. I. Katsnelson , A. I. Lichtenstein

This article presents methods for estimating extreme probabilities, beyond the range of the observations. These methods are model-free and applicable to almost any sample size. They are grounded in order statistics theory and have a wide…

Applications · Statistics 2025-04-03 Joan del Castillo , Pedro Puig

Multivariate normal mixtures provide a flexible model for high-dimensional data. They are widely used in statistical genetics, statistical finance, and other disciplines. Due to the unboundedness of the likelihood function, classical…

Statistics Theory · Mathematics 2008-05-27 Jiahua Chen , Xianming Tan

A composite likelihood is a non-genuine likelihood function that allows to make inference on limited aspects of a model, such as marginal or conditional distributions. Composite likelihoods are not proper likelihoods and need therefore…

Methodology · Statistics 2021-04-06 Michele Lambardi di San Miniato , Nicola Sartori

The maximum a-posteriori (MAP) perturbation framework has emerged as a useful approach for inference and learning in high dimensional complex models. By maximizing a randomly perturbed potential function, MAP perturbations generate unbiased…

Machine Learning · Computer Science 2013-10-17 Francesco Orabona , Tamir Hazan , Anand D. Sarwate , Tommi Jaakkola

In this paper, we study the maximum likelihood estimation of the parameters of the multivariate and matrix variate symmetric Laplace distributions through group actions. The multivariate and matrix variate symmetric Laplace distributions…

Statistics Theory · Mathematics 2025-10-31 Pooja Yadav , Tanuja Srivastava

A matrix product state formulation of the multiconfiguration time-dependent Hartree (MPS-MCTDH) theory is presented. The Hilbert space that is spanned by the direct products of the phonon degree of freedoms, which is linearly parameterized…

Chemical Physics · Physics 2018-11-26 Yuki Kurashige

We study multivariate Gaussian models that are described by linear conditions on the concentration matrix. We compute the maximum likelihood (ML) degrees of these models. That is, we count the critical points of the likelihood function over…

Algebraic Geometry · Mathematics 2021-02-23 Carlos Améndola , Lukas Gustafsson , Kathlén Kohn , Orlando Marigliano , Anna Seigal

We study a matrix product state (MPS) algorithm to approximate excited states of translationally invariant quantum spin systems with periodic boundary conditions. By means of a momentum eigenstate ansatz generalizing the one of \"Ostlund…

Quantum Physics · Physics 2012-02-06 Bogdan Pirvu , Jutho Haegeman , Frank Verstraete

We obtain cubature formulas of volume potentials over bounded domains combining the basis functions introduced in the theory of approximate approximations with their integration over the tangential-halfspace. Then the computation is reduced…

Numerical Analysis · Mathematics 2012-10-29 F. Lanzara , V. Maz'ya , G. Schmidt

We consider synthesis of control policies that maximize the probability of satisfying given temporal logic specifications in unknown, stochastic environments. We model the interaction between the system and its environment as a Markov…

Systems and Control · Computer Science 2014-05-01 Jie Fu , Ufuk Topcu

We present a general method for simulating lattice gauge theories in low dimensions using infinite matrix product states (iMPS). A central challenge in Hamiltonian formulations of gauge theories is the unbounded local Hilbert space…

Strongly Correlated Electrons · Physics 2025-08-21 Nicholas Godfrey , Ian P. McCulloch

We study maximum likelihood estimation in log-linear models under conditional Poisson sampling schemes. We derive necessary and sufficient conditions for existence of the maximum likelihood estimator (MLE) of the model parameters and…

Statistics Theory · Mathematics 2012-07-24 Stephen E. Fienberg , Alessandro Rinaldo

In this paper a useful subfamily of the exponential family has been considered. The ML estimation based on upper record values has been calculated for the parameter, Cumulative Density Function, and Probability Density Function of the…

Statistics Theory · Mathematics 2017-11-06 S. D. Gore , S. Hosseini , P. Nasiri

Finding a good way to model probability densities is key to probabilistic inference. An ideal model should be able to concisely approximate any probability while being also compatible with two main operations: multiplications of two models…

Machine Learning · Computer Science 2021-11-29 Alessandro Rudi , Carlo Ciliberto

Conditional probabilities are a core concept in machine learning. For example, optimal prediction of a label $Y$ given an input $X$ corresponds to maximizing the conditional probability of $Y$ given $X$. A common approach to inference tasks…

Machine Learning · Computer Science 2017-08-09 Yoav Wald , Amir Globerson

For the past twenty years, Matrix Product States (MPS) have been widely used in solid state physics to approximate the ground state of one-dimensional spin chains. In this paper, we study homogeneous MPS (hMPS), or MPS constructed via…

Quantum Physics · Physics 2018-02-01 Miguel Navascues , Tamas Vertesi