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We propose a new approach for propagating stable probability distributions through neural networks. Our method is based on local linearization, which we show to be an optimal approximation in terms of total variation distance for the ReLU…

Machine Learning · Computer Science 2024-02-14 Felix Petersen , Aashwin Mishra , Hilde Kuehne , Christian Borgelt , Oliver Deussen , Mikhail Yurochkin

The objective of this paper is to improve the accuracy and robustness of optimal power flow (OPF) formulations for distribution systems modeled down to the low-voltage point of connection of individual buildings. An approach for addressing…

Systems and Control · Electrical Eng. & Systems 2023-10-11 Dakota Hamilton , Loraine Navarro , Dionysios Aliprantis

Quantifying the uncertainty in model parameters and output is a critical component in model-driven decision support systems for groundwater management. This paper presents a novel algorithmic approach which fuses Markov Chain Monte Carlo…

Computation · Statistics 2021-05-26 Mikkel B. Lykkegaard , Tim J. Dodwell , David Moxey

Evidential-EM (E2M) algorithm is an effective approach for computing maximum likelihood estimations under finite mixture models, especially when there is uncertain information about data. In this paper we present an extension of the E2M…

Artificial Intelligence · Computer Science 2015-01-08 Kuang Zhou , Arnaud Martin , Quan Pan

Planning and extension of water distribution systems (WDSs) plays a key role in the development of smart cities, driven by challenges such as urbanization and climate change. In this context, the correct estimation of physically correct…

Optimization and Control · Mathematics 2026-03-11 Janine Strotherm , Julian Rolfes , Barbara Hammer

This paper presents a novel distribution-agnostic Wasserstein distance-based estimation framework. The goal is to determine an optimal map combining prior estimate with measurement likelihood such that posterior estimation error optimally…

Systems and Control · Electrical Eng. & Systems 2024-03-22 Himanshu Prabhat , Raktim Bhattacharya

The paper investigates the problem of estimating the state of a time-varying system with a linear measurement model; in particular, the paper considers the case where the number of measurements available can be smaller than the number of…

Systems and Control · Electrical Eng. & Systems 2021-04-07 Guido Cavraro , Emiliano Dall'Anese , Joshua Comden , Andrey Bernstein

A key factor in ensuring the accuracy of computer simulations that model physical systems is the proper calibration of their parameters based on real-world observations or experimental data. Inevitably, uncertainties arise, and Bayesian…

Computational Engineering, Finance, and Science · Computer Science 2026-02-25 Daniel Andrés Arcones , Martin Weiser , Phaedon-Stelios Koutsourelakis , Jörg F. Unger

We study the problem of estimating an unknown deterministic signal that is observed through an unknown deterministic data matrix under additive noise. In particular, we present a minimax optimization framework to the least squares problems,…

Systems and Control · Computer Science 2014-04-28 N. Denizcan Vanli , Mehmet A. Donmez , Suleyman S. Kozat

We show that a large class of Estimation of Distribution Algorithms, including, but not limited to, Covariance Matrix Adaption, can be written as a Monte Carlo Expectation-Maximization algorithm, and as exact EM in the limit of infinite…

Machine Learning · Computer Science 2022-06-14 David H. Brookes , Akosua Busia , Clara Fannjiang , Kevin Murphy , Jennifer Listgarten

Ensemble smoother (ES) has been widely used in inverse modeling of hydrologic systems. However, for problems where the distribution of model parameters is multimodal, using ES directly would be problematic. One popular solution is to use a…

Optimization and Control · Mathematics 2018-02-27 Jiangjiang Zhang , Guang Lin , Weixuan Li , Laosheng Wu , Lingzao Zeng

Recent works have presented promising results from the application of machine learning (ML) to the modeling of flow rates in oil and gas wells. Encouraging results and advantageous properties of ML models, such as computationally cheap…

Machine Learning · Computer Science 2022-01-10 Bjarne Grimstad , Mathilde Hotvedt , Anders T. Sandnes , Odd Kolbjørnsen , Lars S. Imsland

We present an open-source solution for the operational control of drinking water distribution networks which accounts for the inherent uncertainty in water demand and electricity prices in the day-ahead market of a volatile deregulated…

Optimization and Control · Mathematics 2019-04-25 Pantelis Sopasakis , Ajay K. Sampathirao , Alberto Bemporad , Panagiotis Patrinos

Reliable uncertainty estimation is critical for deploying neural networks (NNs) in real-world applications. While existing calibration techniques often rely on post-hoc adjustments or coarse-grained binning methods, they remain limited in…

Machine Learning · Computer Science 2025-05-30 Pedro Mendes , Paolo Romano , David Garlan

We present an online and data-driven uncertainty quantification method to enable the development of safe human-robot collaboration applications. Safety and risk assessment of systems are strongly correlated with the accuracy of…

Robotics · Computer Science 2022-09-02 Woo-Jeong Baek , Christoph Ledermann , Torsten Kröger

This paper presents a novel Wasserstein distributionally robust control and state estimation algorithm for partially observable linear stochastic systems, where the probability distributions of disturbances and measurement noises are…

Systems and Control · Electrical Eng. & Systems 2024-06-05 Minhyuk Jang , Astghik Hakobyan , Insoon Yang

We present a novel approach to selective model quantization that transcends the limitations of architecture-specific and size-dependent compression methods for Large Language Models (LLMs) using Entropy-Weighted Quantization (EWQ). By…

Machine Learning · Computer Science 2025-03-10 Alireza Behtash , Marijan Fofonjka , Ethan Baird , Tyler Mauer , Hossein Moghimifam , David Stout , Joel Dennison

Leak detection in urban water distribution networks (WDNs) is challenging given their scale, complexity, and limited instrumentation. We present an algorithm for leak detection in WDNs, which involves making additional flow measurements…

Data Structures and Algorithms · Computer Science 2016-06-07 Aravind Rajeswaran , Sridharakumar Narasimhan , Shankar Narasimhan

The Delta method is a classical procedure for quantifying epistemic uncertainty in statistical models, but its direct application to deep neural networks is prevented by the large number of parameters $P$. We propose a low cost variant of…

Machine Learning · Computer Science 2021-03-02 Geir K. Nilsen , Antonella Z. Munthe-Kaas , Hans J. Skaug , Morten Brun

Chance-constrained optimization has emerged as a promising framework for managing uncertainties in power systems. This work advances its application to the DC Optimal Power Flow (DC-OPF) model, developing a novel approach to uncertainty…

Systems and Control · Electrical Eng. & Systems 2026-03-18 Tianyang Yi , D. Adrian Maldonado , Anirudh Subramanyam