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The dramatic increase of autonomous systems subject to variable environments has given rise to the pressing need to consider risk in both the synthesis and verification of policies for these systems. This paper aims to address a few…
Constrained decoding enables Language Models (LMs) to produce samples that provably satisfy hard constraints. However, existing constrained-decoding approaches often distort the underlying model distribution, a limitation that is especially…
In the high-dimensional data setting, the sample covariance matrix is singular. In order to get a numerically stable and positive definite modification of the sample covariance matrix in the high-dimensional data setting, in this paper we…
In this paper, balancing based model order reduction (MOR) for large-scale linear discrete-time time-invariant systems in prescribed finite time intervals is studied. The first main topic is the development of error bounds regarding the…
This paper studies closed-loop chance constrained control problems with disturbance feedback (equivalently state feedback) where state and input vectors must remain in a prescribed polytopic safe region with a predefined confidence level.…
This article studies the achievable guarantees on the error rates of certain learning algorithms, with particular focus on refining logarithmic factors. Many of the results are based on a general technique for obtaining bounds on the error…
The paper introduces a novel algorithm for computing the output admissible set of linear discrete-time systems subject to input saturation. The proposed method takes advantage of the piecewise-affine dynamics to propagate the output…
This work deals with the stability analysis of nonlinear sampled-data systems under nonuniform sampling. It establishes novel relationships between the stability property of the exact discrete-time model for a given sequence of (aperiodic)…
In this paper, probabilistic guarantees for constraint sampling of multistage robust convex optimization problems are derived. The dynamic nature of these problems is tackled via the so-called scenario-with-certificates approach. This…
We study randomized algorithms for constrained optimization, in abstract frameworks that include, in strictly increasing generality: convex programming; LP-type problems; violator spaces; and a setting we introduce, consistent spaces. Such…
Studies on simulation input uncertainty often built on the availability of input data. In this paper, we investigate an inverse problem where, given only the availability of output data, we nonparametrically calibrate the input models and…
This article investigates the problem of controlling linear time-invariant systems subject to time-varying and a priori unknown cost functions, state and input constraints, and exogenous disturbances. We combine the online convex…
Understanding how the optimal value of an optimisation problem changes when its input data is modified is an old question in mathematical optimisation. This paper investigates the computation of the optimal values of a family of (possibly…
According to recent results, convergence in a prespecified or prescribed finite time can be achieved under extreme model uncertainty if control is applied continuously over time. This paper shows that this extreme amount of uncertainty…
Many applications of generalised linear models (GLMs) can be improved by applying constraints that impose assumptions on the associations or improve consistency of the estimators. Yet, there are still barriers to the implementation and…
We propose a novel Riemannian method for solving the Extreme multi-label classification problem that exploits the geometric structure of the sparse low-dimensional local embedding models. A constrained optimization problem is formulated as…
We present exact mixed-integer linear programming formulations for verifying the performance of first-order methods for parametric quadratic optimization. We formulate the verification problem as a mixed-integer linear program where the…
Sampling from multivariate normal distributions, subjected to a variety of restrictions, is a problem that is recurrent in statistics and computing. In the present work, we demonstrate a general framework to efficiently sample a…
In this article we consider the problem of choosing an optimal sampling scheme for the regression problem simultaneously with that of model selection. We consider a batch type approach and an on-line approach following algorithms recently…
This paper presents a general framework for the design of linear controllers for linear systems subject to time-domain constraints. The design framework exploits sums-of-squares techniques to incorporate the time-domain constraints on…