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In this paper, for Markov decision processes (MDPs) with unbounded state spaces we present refined upper bounds presented in [Kara et. al. JMLR'23] on finite model approximation errors via optimizing the quantizers used for finite model…

Optimization and Control · Mathematics 2025-10-15 Osman Bicer , Ali D. Kara , Serdar Yuksel

In this work, we propose a robust optimization approach to mitigate the impact of uncertainties in particle precipitation. Our model incorporates partial differential equations, more particular nonlinear and nonlocal population balance…

Optimization and Control · Mathematics 2023-08-03 Martina Kuchlbauer , Jana Dienstbier , Adeel Muneer , Hanna Hedges , Michael Stingl , Frauke Liers , Lukas Pflug

A program is non-interferent if it leaks no secret information to an observable output. However, non-interference is too strict in many practical cases and quantitative information flow (QIF) has been proposed and studied in depth.…

Cryptography and Security · Computer Science 2019-10-23 Bao Trung Chu , Kenji Hashimoto , Hiroyuki Seki

Uncertainty quantification is a critical yet unsolved challenge for deep learning, especially for the time series imputation with irregularly sampled measurements. To tackle this problem, we propose a novel framework based on the principles…

Machine Learning · Computer Science 2023-06-05 Shweta Dahale , Sai Munikoti , Balasubramaniam Natarajan

We study online statistical inference for the solutions of stochastic optimization problems with equality and inequality constraints. Such problems are prevalent in statistics and machine learning, encompassing constrained $M$-estimation,…

Machine Learning · Statistics 2025-12-11 Yihang Gao , Michael K. Ng , Michael W. Mahoney , Sen Na

We propose a control-oriented optimal experimental design (cOED) approach for linear PDE-constrained Bayesian inverse problems. In particular, we consider optimal control problems with uncertain parameters that need to be estimated by…

Optimization and Control · Mathematics 2025-09-01 Madhusudan Madhavan , Alen Alexanderian , Arvind K. Saibaba , Bart van Bloemen Waanders , Rebekah D. White

Optimizing the design of complex systems requires navigating interdependent decisions, heterogeneous components, and multiple objectives. Our monotone theory of co-design offers a compositional framework for addressing this challenge,…

Systems and Control · Electrical Eng. & Systems 2025-08-13 Yujun Huang , Marius Furter , Gioele Zardini

In this work, we focus on the design of optimal controllers that must comply with an information structure. State-of-the-art approaches do so based on the H2 or Hinfty norm to minimize the expected or worst-case cost in the presence of…

Systems and Control · Electrical Eng. & Systems 2025-11-24 Daniele Martinelli , Andrea Martin , Giancarlo Ferrari-Trecate , Luca Furieri

In recent years, quantum, quantum-inspired, and hybrid algorithms are increasingly showing promise for solving software engineering optimization problems. However, best-intended practices for conducting empirical studies have not yet well…

Software Engineering · Computer Science 2025-11-03 Man Zhang , Yuechen Li , Tao Yue , Kai-Yuan Cai

This paper analyses the finite element component of the error when using preintegration to approximate the cdf and pdf for uncertainty quantification (UQ) problems involving elliptic PDEs with random inputs. It is a follow up to Gilbert,…

Numerical Analysis · Mathematics 2025-10-28 Alexander D. Gilbert

In the last few decades, uncertainty quantification (UQ) methods have been used widely to ensure the robustness of engineering designs. This chapter aims to detail recent advances in popular uncertainty quantification methods used in…

Computation · Statistics 2022-11-08 Dinesh Kumar , Farid Ahmed , Shoaib Usman , Ayodeji Alajo , Syed Alam

In stochastic simulation, input uncertainty refers to the propagation of the statistical noise in calibrating input models to impact output accuracy, in addition to the Monte Carlo simulation noise. The vast majority of the input…

Methodology · Statistics 2024-03-18 Motong Chen , Henry Lam , Zhenyuan Liu

This study presents a comprehensive framework for uncertainty quantification (UQ) and design optimization of plasma etching in semiconductor manufacturing. The framework is demonstrated using experimental measurements of etched depth…

Popular Physics · Physics 2025-11-10 Yongsu Jung , Minji Kang , Muyoung Kim , Min Sup Choi , Hyeong-U Kim , Jaekwang Kim

We compute approximate solutions to inverse problems for determining parameters in differential equation models with stochastic data on output quantities. The formulation of the problem and modeling framework define a solution as a…

Numerical Analysis · Mathematics 2014-07-16 Troy Butler , Don Estep , Simon Tavener , Timothy Wildey , Clint Dawson , Lindley Graham

We have recently proposed a rigorous framework for Uncertainty Quantification (UQ) in which UQ objectives and assumption/information set are brought into the forefront, providing a framework for the communication and comparison of UQ…

Discrete Mathematics · Computer Science 2012-02-07 M. McKerns , H. Owhadi , C. Scovel , T. J. Sullivan , M. Ortiz

Much of uncertainty quantification to date has focused on determining the effect of variables modeled probabilistically, and with a known distribution, on some physical or engineering system. We develop methods to obtain information on the…

Numerical Analysis · Mathematics 2015-03-19 Kamaljit Chowdhary , Paul Dupuis

In this paper, we study the possibility of designing non-trivial random CSP models by exploiting the intrinsic connection between structures and typical-case hardness. We show that constraint consistency, a notion that has been developed to…

Artificial Intelligence · Computer Science 2011-10-12 J. Culberson , Y. Gao

In mobile robotics, scan matching of point clouds using Iterative Closest Point (ICP) allows estimating sensor displacements. It may prove important to assess the associated uncertainty about the obtained rigid transformation, especially…

Robotics · Computer Science 2020-07-16 Martin Brossard , Silvere Bonnabel , Axel Barrau

There is a fundamental limit to what is knowable about atomic and molecular scale systems. This fuzziness is not always due to the act of measurement. Other contributing factors include system parameter uncertainty, functional uncertainty…

Quantum Physics · Physics 2022-10-31 Randa Herzallah , Abdessamad Belfakir

Models under location uncertainty are derived assuming that a component of the velocity is uncorrelated in time. The material derivative is accordingly modified to include an advection correction, inhomogeneous and anisotropic diffusion…

Atmospheric and Oceanic Physics · Physics 2017-05-31 Valentin Resseguier , Etienne Memin , Bertrand Chapron