Related papers: Worst-case Prediction Performance Analysis of the …
A predictive control barrier function (PCBF) based safety filter is a modular framework to verify safety of a control input by predicting a future trajectory. The approach relies on the solution of two optimization problems, first computing…
Latent Factor Model (LFM) is one of the most successful methods for Collaborative filtering (CF) in the recommendation system, in which both users and items are projected into a joint latent factor space. Base on matrix factorization…
The ensemble Kalman filter (EnKF) is an efficient algorithm for many data assimilation problems. In certain circumstances, however, divergence of the EnKF might be spotted. In previous studies, the authors proposed an…
Closed-loop control algorithms for real-time calibration of quantum processors require efficient filters that can estimate physical error parameters based on streams of measured quantum circuit outcomes. Development of such filters is…
Extended Kalman filter (EKF) does not guarantee consistent mean and covariance under linearization, even though it is the main framework for robotic localization. While Lie group improves the modeling of the state space in localization, the…
Collaborative filtering has been widely used in recommendation systems to recommend items that users might like. However, collaborative filtering based recommendation systems are vulnerable to shilling attacks. Malicious users tend to…
A Kalman filter based sequential estimator is presented in the present work. The estimator is integrated in the structure of segregated solvers for the analysis of incompressible flows. This technique provides an augmented flow state…
This paper considers the distributed filtering problem for a class of stochastic uncertain systems under quantized data flowing over switching sensor networks. Employing the biased noisy observations of the local sensor and…
We study online classification when the learner has access to predictions about future examples. We design an online learner whose expected regret is never worse than the worst-case regret, gracefully improves with the quality of the…
This work addresses the problem of fusing two random vectors with unknown cross-correlations. We present a formulation and a numerical method for computing the optimal estimate in the minimax sense. We extend our formulation to linear…
The iterative ensemble Kalman filter (IEnKF) in a deterministic framework was introduced in Sakov et al. (2012) to extend the ensemble Kalman filter (EnKF) and improve its performance in mildly up to strongly nonlinear cases. However, the…
Nonlinear filtering problems are encountered in many applications, and one solution approach is the extended Kalman filter, which is not always convergent. Therefore, it is crucial to identify conditions under which the extended Kalman…
Kalman filtering is a classic state estimation technique used in application areas such as signal processing and autonomous control of vehicles. It is now being used to solve problems in computer systems such as controlling the voltage and…
We present recent results on the existence of a continuous time limit for Ensemble Kalman Filter algorithms. In the setting of continuous signal and observation processes, we apply the original Ensemble Kalman Filter algorithm proposed by…
We propose an active-learning method for nonlinear minimax regression. Given a nonlinear function that can be arbitrarily evaluated over a compact set, we fit a surrogate model, such as a feedforward neural network, by minimizing the…
The research area of algorithms with predictions has seen recent success showing how to incorporate machine learning into algorithm design to improve performance when the predictions are correct, while retaining worst-case guarantees when…
The Gaussian process state-space models (GPSSMs) represent a versatile class of data-driven nonlinear dynamical system models. However, the presence of numerous latent variables in GPSSM incurs unresolved issues for existing variational…
Adversarially robust training has been shown to reduce the susceptibility of learned models to targeted input data perturbations. However, it has also been observed that such adversarially robust models suffer a degradation in accuracy when…
In [1], Sinopoli et al. analyze the problem of optimal estimation for linear Gaussian systems where packets containing observations are dropped according to an i.i.d. Bernoulli process, modeling a memoryless erasure channel. In this case…
Statistical signal processing based speech enhancement methods adopt expert knowledge to design the statistical models and linear filters, which is complementary to the deep neural network (DNN) based methods which are data-driven. In this…