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We propose a Bayesian nonparametric mixture model for the reconstruction and prediction from observed time series data, of discretized stochastic dynamical systems, based on Markov Chain Monte Carlo methods (MCMC). Our results can be used…

Applications · Statistics 2017-10-03 Christos Merkatas , Konstantinos Kaloudis , Spyridon J. Hatjispyros

Facing the congestion challenges of mixed road networks comprising expressways and arterial road networks, traditional control solutions fall short. To effectively alleviate traffic congestion in mixed road networks, it is crucial to clear…

Systems and Control · Electrical Eng. & Systems 2024-05-13 Yunran Di , Haotian Shi , Weihua Zhang , Heng Ding , Xiaoyan Zheng , Bin Ran

The hybrid Monte Carlo (HMC) algorithm is used for Bayesian analysis of the generalized autoregressive conditional heteroscedasticity (GARCH) model. The HMC algorithm is one of Markov chain Monte Carlo (MCMC) algorithms and it updates all…

Computational Physics · Physics 2008-12-09 Tetsuya Takaishi

Model Predictive Control (MPC) has shown to be a successful method for many applications that require control. Especially in the presence of prediction uncertainty, various types of MPC offer robust or efficient control system behavior. For…

Systems and Control · Electrical Eng. & Systems 2021-06-17 Tim Brüdigam , Jie Zhan , Dirk Wollherr , Marion Leibold

We present a model predictive control (MPC) framework for nonlinear stochastic systems that ensures safety guarantee with high probability. Unlike most existing stochastic MPC schemes, our method adopts a set-erosion that converts the…

Systems and Control · Electrical Eng. & Systems 2025-12-16 Zishun Liu , Liqian Ma , Yongxin Chen

Merging into dense highway traffic for an autonomous vehicle is a complex decision-making task, wherein the vehicle must identify a potential gap and coordinate with surrounding human drivers, each of whom may exhibit diverse driving…

Microscopic traffic models describe how cars interact with their neighbors in an uninterrupted traffic flow and are frequently used for reference in advanced vehicle control design. In this paper, we propose a novel mechanical system…

Systems and Control · Computer Science 2019-03-12 Zhaojian Li , Firas Khasawneh , Xiang Yin , Aoxue Li , Ziyou Song

Vehicle-to-Everything (V2X) communication has been proposed as a potential solution to improve the robustness and safety of autonomous vehicles by improving coordination and removing the barrier of non-line-of-sight sensing. Cooperative…

We construct a novel class of stochastic blockmodels using Bayesian nonparametric mixtures. These model allows us to jointly estimate the structure of multiple networks and explicitly compare the community structures underlying them, while…

Methodology · Statistics 2016-06-17 Perla Reyes , Abel Rodriguez

Standard Model Predictive Control (MPC) or trajectory optimization approaches perform only a local search to solve a complex non-convex optimization problem. As a result, they cannot capture the multi-modal characteristic of human driving.…

Robotics · Computer Science 2022-03-16 Vivek K. Adajania , Aditya Sharma , Anish Gupta , Houman Masnavi , K Madhava Krishna , Arun K. Singh

Despite the widespread utilization of Gaussian process models for versatile nonparametric modeling, they exhibit limitations in effectively capturing abrupt changes in function smoothness and accommodating relationships with heteroscedastic…

Machine Learning · Statistics 2023-09-01 Taehee Lee , Jun S. Liu

Cooperative driving, enabled by Vehicle-to-Everything (V2X) communication, is expected to significantly contribute to the transportation system's safety and efficiency. Cooperative Adaptive Cruise Control (CACC), a major cooperative driving…

Systems and Control · Electrical Eng. & Systems 2022-03-30 Mahdi Razzaghpour , Sahand Mosharafian , Arash Raftari , Javad Mohammadpour Velni , Yaser P. Fallah

Stochastic Optimal Control models represent the state-of-the-art in modeling goal-directed human movements. The linear-quadratic sensorimotor (LQS) model based on signal-dependent noise processes in state and output equation is the current…

Optimization and Control · Mathematics 2023-03-28 Philipp Karg , Simon Stoll , Simon Rothfuß , Sören Hohmann

This paper studies the traffic state estimation problem at signalized intersections with low penetration rate vehicle trajectory data. While many existing studies have proposed different methods to estimate unknown traffic states and…

Systems and Control · Electrical Eng. & Systems 2024-04-16 Xingmin Wang , Zihao Wang , Zachary Jerome , Henry X. Liu

Car-following behavior is fundamental to traffic flow theory, yet traditional models often fail to capture the stochasticity of naturalistic driving. This paper introduces a new car-following modeling category called the empirical…

Systems and Control · Electrical Eng. & Systems 2026-03-31 Sungyong Chung , Yanlin Zhang , Nachuan Li , Dana Monzer , Alireza Talebpour

The present work investigates surrogate model-based optimization for real-time curbside traffic management operations. An optimization problem is formulated to minimize the congestion on roadway segments caused by vehicles stopping on the…

Systems and Control · Electrical Eng. & Systems 2023-10-09 Suyash C. Vishnoi , Michele D. Simoni

Logic-Geometric Programming (LGP) is a powerful motion and manipulation planning framework, which represents hierarchical structure using logic rules that describe discrete aspects of problems, e.g., touch, grasp, hit, or push, and solves…

Robotics · Computer Science 2020-03-10 Jung-Su Ha , Danny Driess , Marc Toussaint

Multi-output Gaussian process (MGP) is commonly used as a transfer learning method to leverage information among multiple outputs. A key advantage of MGP is providing uncertainty quantification for prediction, which is highly important for…

Machine Learning · Statistics 2024-09-06 Wang Xinming , Li Yongxiang , Yue Xiaowei , Wu Jianguo

Gaussian processes are valuable tools for non-parametric modelling, where typically an assumption of stationarity is employed. While removing this assumption can improve prediction, fitting such models is challenging. In this work,…

Computation · Statistics 2019-05-02 Karla Monterrubio-Gómez , Lassi Roininen , Sara Wade , Theo Damoulas , Mark Girolami

Identifying dynamical system (DS) is a vital task in science and engineering. Traditional methods require numerous calls to the DS solver, rendering likelihood-based or least-squares inference frameworks impractical. For efficient parameter…

Computation · Statistics 2024-09-19 Ying Zhou , Jinglai Li , Xiang Zhou , Hongqiao Wang
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