Related papers: Experimental Design : Optimizing Quantities of Int…
When an experimentalist measures a time series of qubits, the outcomes generate a classical stochastic process. We show that measurement induces high complexity in these processes in two specific senses: they are inherently unpredictable…
We describe a computational framework linking Uncertainty Quantification (UQ) methods for continuum problems depending on random parameters with Equation-Free (EF) methods for performing continuum deterministic numerics by acting directly…
We consider the problem of data-driven stochastic optimal control of an unknown LTI dynamical system. Assuming the process noise is normally distributed, we pose the problem of steering the state's mean and covariance to a target normal…
This paper explores Uncertainty Quantification (UQ) in SVM predictions, particularly for regression and forecasting tasks. Unlike the Neural Network, the SVM solutions are typically more stable, sparse, optimal and interpretable. However,…
Most inverse problems from physical sciences are formulated as PDE-constrained optimization problems. This involves identifying unknown parameters in equations by optimizing the model to generate PDE solutions that closely match measured…
Preferences play a key role in determining what goals/constraints to satisfy when not all constraints can be satisfied simultaneously. In this paper, we study how to synthesize preference satisfying plans in stochastic systems, modeled as…
In engineering applications almost all processes are described with the help of models. Especially forming machines heavily rely on mathematical models for control and condition monitoring. Inaccuracies during the modeling, manufacturing…
This paper presents a stochastic model predictive control approach for nonlinear systems subject to time-invariant probabilistic uncertainties in model parameters and initial conditions. The stochastic optimal control problem entails a cost…
This article presents a dynamic regret analysis for stochastic model predictive control (SMPC) in linear systems with quadratic performance index and additive and multiplicative uncertainties. Under a finite support assumption, the problem…
The Constraint Satisfaction Problem (CSP) framework offers a simple and sound basis for representing and solving simple decision problems, without uncertainty. This paper is devoted to an extension of the CSP framework enabling us to deal…
The standard quadratic optimization problem (StQP) consists of minimizing a quadratic form over the standard simplex. Without convexity or concavity of the quadratic form, the StQP is NP-hard. This problem has many relevant real-life…
Quantum-enhanced sensing is commonly benchmarked using the quantum Fisher information (QFI), often interpreted as a direct indicator of achievable precision. However, this quantity acquires operational meaning only within a fully specified…
We introduce a general framework for Markov decision problems under model uncertainty in a discrete-time infinite horizon setting. By providing a dynamic programming principle we obtain a local-to-global paradigm, namely solving a local,…
Stochastic model-predictive control (SMPC) has evolved to a powerful framework for the control of stochastic dynamical systems. SMPC utilizes a probabilistic uncertainty description to provide a systematic trade-off between the control…
Quantifying and reducing uncertainty in Earth system model parameterizations is essential to improving their reliability in decision-making. Forward uncertainty propagation is used to derive parameter sensitivity but requires physically…
Near-term quantum computation holds potential across multiple application domains. However, imperfect preparation and evolution of states due to algorithmic and experimental shortcomings, characteristic in the near-term implementation,…
Standard approaches for uncertainty quantification in deep learning and physics-informed learning have persistent limitations. Indicatively, strong assumptions regarding the data likelihood are required, the performance highly depends on…
Classical approaches to experimental design assume that intervening on one unit does not affect other units. There are many important settings, however, where this non-interference assumption does not hold, as when running experiments on…
Simulating complex physical systems is crucial for understanding and predicting phenomena across diverse fields, such as fluid dynamics and heat transfer, as well as plasma physics and structural mechanics. Traditional approaches rely on…
Parameter identification is crucial in virtual engineering processes, yet determining appropriate system excitations for identifying specific parameters remains challenging. In practice, extensive experimental programs often fail to…