Related papers: XOR-Sampling for Network Design with Correlated St…
We consider stochastic programs conditional on some covariate information, where the only knowledge of the possible relationship between the uncertain parameters and the covariates is reduced to a finite data sample of their joint…
Data collected from arrays of sensors are essential for informed decision-making in various systems. However, the presence of anomalies can compromise the accuracy and reliability of insights drawn from the collected data or information…
This paper focuses on the analytical probabilistic modeling of vehicular traffic. It formulates a stochastic node model. It then formulates a network model by coupling the node model with the link model of Lu and Osorio (2018), which is a…
In this paper, we study a class of stochastic optimization problems, referred to as the \emph{Conditional Stochastic Optimization} (CSO), in the form of $\min_{x \in \mathcal{X}} \EE_{\xi}f_\xi\Big({\EE_{\eta|\xi}[g_\eta(x,\xi)]}\Big)$,…
Random networks are increasingly used to analyse complex transportation networks, such as airline routes, roads and rail networks. So far, this research has been focused on describing the properties of the networks with the help of random…
For complex nonlinear systems, it is challenging to design algorithms that are fast, scalable, and give an accurate approximation of the stability region. This paper proposes a sampling-based approach to address these challenges. By…
We study space-pass tradeoffs in graph streaming algorithms for parameter estimation and property testing problems such as estimating the size of maximum matchings and maximum cuts, weight of minimum spanning trees, or testing if a graph is…
This paper introduces a practical sampling method for training surrogate models in the context of uncertainty propagation. We propose a heuristic method to uniformly draw samples within highest density regions of the density given by the…
Mapping the Internet generally consists in sampling the network from a limited set of sources by using traceroute-like probes. This methodology, akin to the merging of different spanning trees to a set of destination, has been argued to…
Platooning connected and autonomous vehicles (CAVs) provide significant benefits in terms of traffic efficiency and fuel economy. However, most existing platooning systems assume the availability of pre-determined plans, which is not…
In many randomized trials, outcomes such as essays or open-ended responses must be manually scored as a preliminary step to impact analysis, a process that is costly and limiting. Model-assisted estimation offers a way to combine surrogate…
Scenario generation is the construction of a discrete random vector to represent parameters of uncertain values in a stochastic program. Most approaches to scenario generation are distribution-driven, that is, they attempt to construct a…
Motivated by distributed statistical learning over uncertain communication networks, we study distributed stochastic optimization by networked nodes to cooperatively minimize a sum of convex cost functions. The network is modeled by a…
Stochastic Model Predictive Control has proved to be an efficient method to plan trajectories in uncertain environments, e.g., for autonomous vehicles. Chance constraints ensure that the probability of collision is bounded by a predefined…
We introduce a novel and efficient algorithm called the stochastic approximate gradient descent (SAGD), as an alternative to the stochastic gradient descent for cases where unbiased stochastic gradients cannot be trivially obtained.…
Degree correlation is an important characteristic of networks, which is usually quantified by the assortativity coefficient. However, concerns arise about changing the assortativity coefficient of a network when networks suffer from…
Predicting the cheapest sample size for the optimal stratification in multivariate survey design is a problem in cases where the population frame is large. A solution exists that iteratively searches for the minimum sample size necessary to…
Designing networks with specified collective properties is useful in a variety of application areas, enabling the study of how given properties affect the behavior of network models, the downscaling of empirical networks to workable sizes,…
This paper formulates a chance-constrained optimal distribution network partitioning (ODNP) problem addressing uncertainties in load and renewable energy generation; and presents a solution methodology using sample average approximation…
In this paper, we aim to design sparse D-optimal (determinantoptimal) pose-graph SLAM problems through the synthesis of sparse graphs with the maximum weighted number of spanning trees. Characterizing graphs with the maximum number of…