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We consider a random model for directed graphs whereby an arc is placed from one vertex to another with a prescribed probability which may vary from arc to arc. Using perturbation bounds as well as Chernoff inequalities, we show that the…
We establish and generalise several bounds for various random walk quantities including the mixing time and the maximum hitting time. Unlike previous analyses, our derivations are based on rather intuitive notions of local expansion…
This paper considers the problem of sequentially detecting a change in the joint distribution of multiple data sources under a sampling constraint. Specifically, the channels or sources generate observations that are independent over time,…
Testing for regime switching when the regime switching probabilities are specified either as constants (`mixture models') or are governed by a finite-state Markov chain (`Markov switching models') are long-standing problems that have also…
This paper considers a sequence of random variables generated according to a common distribution. The distribution might undergo periods of transient changes at an unknown set of time instants, referred to as change-points. The objective is…
We introduce a novel approach based on stochastic optimization to find the optimal sampling distribution for the data-driven stability analysis of switched linear systems. Our goal is to address limitations of existing approaches, in…
Estimating the transition dynamics of controlled Markov chains is crucial in fields such as time series analysis, reinforcement learning, and system exploration. Traditional non-parametric density estimation methods often assume independent…
This paper solves a Bayes sequential impulse control problem for a diffusion, whose drift has an unobservable parameter with a change point. The partially-observed problem is reformulated into one with full observations, via a change of…
The problem of quickest detection of a change in the distribution of a sequence of random variables is studied. The objective is to detect the change with the minimum possible delay, subject to constraints on the rate of false alarms and…
In real-world applications, the limited availability of labeled outcomes presents significant challenges for statistical inference due to high collection costs, technical barriers, and other constraints. In this work, we propose a method to…
We derive tests of stationarity for univariate time series by combining change-point tests sensitive to changes in the contemporary distribution with tests sensitive to changes in the serial dependence. The proposed approach relies on a…
We present a new algorithm for the statistical model checking of Markov chains with respect to unbounded temporal properties, such as reachability and full linear temporal logic. The main idea is that we monitor each simulation run on the…
We present a data-driven algorithm for efficiently computing stochastic control policies for general joint chance constrained optimal control problems. Our approach leverages the theory of kernel distribution embeddings, which allows…
Machine learning systems deployed in safety-critical robotics settings must be robust to distribution shifts. However, system designers must understand the cause of a distribution shift in order to implement the appropriate intervention or…
Traffic signal control algorithms are vulnerable to distribution shift, where performance degrades under traffic conditions that differ from those seen during design or training. This paper introduces a principled approach to quantify…
We investigate the problem of jointly testing two hypotheses and estimating a random parameter based on data that is observed sequentially by sensors in a distributed network. In particular, we assume the data to be drawn from a Gaussian…
We consider random walks on discrete state spaces, such as general undirected graphs, where the random walkers are designed to approximate a target quantity over the network topology via sampling and neighborhood exploration in the form of…
A novel method for control of dynamical systems, proposed in the paper, ensures an output signal belonging to the given set at any time. The method is based on a special change of coordinates such that the initial problem with given…
The problem of quickest detection of a change in distribution is considered under the assumption that the pre-change distribution is known, and the post-change distribution is only known to belong to a family of distributions…
In Statistical Process Control, control charts are often used to detect undesirable behavior of sequentially observed quality characteristics. Designing a control chart with desirably low False Alarm Rate (FAR) and detection delay ($ARL_1$)…