Related papers: Optimal Noise in a Stochastic Model for Local Sear…
For optimizing a non-convex function in finite dimension, a method is to add Brownian noise to a gradient descent, allowing for transitions between basins of attractions of different minimizers. To adapt this for optimization over a space…
Multi-time-scale stochastic approximation is an iterative algorithm for finding the fixed point of a set of $N$ coupled operators given their noisy samples. It has been observed that due to the coupling between the decision variables and…
Stochastic dynamical systems are ubiquitous in physics, biology, and engineering, where both deterministic drifts and random fluctuations govern system behavior. Learning these dynamics from data is particularly challenging in…
We introduce \emph{proxitaxis}, a simple search strategy where the searcher has only information about the distance from the target but not the direction. The strategy consists of three crucial components: (i) local adaptive moves with…
Sound is an information-rich medium that captures dynamic physical events. This work presents STReSSD, a framework that uses sound to bridge the simulation-to-reality gap for stochastic dynamics, demonstrated for the canonical case of a…
The coordinated and efficient distribution of limited resources by individual decisions is a fundamental, unsolved problem. When individuals compete for road capacities, time, space, money, goods, etc., they normally make decisions based on…
In this paper, we present a novel Newton-based extremum seeking controller for the solution of multivariable model-free optimization problems in static maps. Unlike existing asymptotic and fixed-time results in the literature, we present a…
In this paper we study convex stochastic search problems where a noisy objective function value is observed after a decision is made. There are many stochastic search problems whose behavior depends on an exogenous state variable which…
Using the 20 questions estimation framework with query-dependent noise, we study non-adaptive search strategies for a moving target over the unit cube with unknown initial location and velocities under a piecewise constant velocity model.…
Stochastic systems with memory naturally appear in life science, economy, and finance. We take the modelling point of view of stochastic functional delay equations and we study these structures when the driving noises admit jumps. Our…
Tackling simulation optimization problems with non-convex objective functions remains a fundamental challenge in operations research. In this paper, we propose a class of random search algorithms, called Regular Tree Search, which…
Human motion prediction is a stochastic process: Given an observed sequence of poses, multiple future motions are plausible. Existing approaches to modeling this stochasticity typically combine a random noise vector with information about…
In both industrial and service domains, a central benefit of the use of robots is their ability to quickly and reliably execute repetitive tasks. However, even relatively simple peg-in-hole tasks are typically subject to stochastic…
We introduce and analyze a class of neural network models motivated by the Drosophila central complex nervous system, designed to capture the emergence and dynamics of orientation-selective activity bumps. Starting from a biologically…
We consider the problem of minimizing a convex function that is evolving according to unknown and possibly stochastic dynamics, which may depend jointly on time and on the decision variable itself. Such problems abound in the machine…
We investigate stochastic averaging theory for locally Lipschitz discrete-time nonlinear systems with stochastic perturbation and its applications to convergence analysis of discrete-time stochastic extremum seeking algorithms. Firstly, by…
This paper studies the classical problem of detecting the locations of signal occurrences in a one-dimensional noisy measurement. Assuming the signal occurrences do not overlap, we formulate the detection task as a constrained likelihood…
Studying the properties of stochastic noise to optimize complex non-convex functions has been an active area of research in the field of machine learning. Prior work has shown that the noise of stochastic gradient descent improves…
Consider a stochastic search model with resetting for an unknown stationary target $a\in\mathbb{R}$ with known distribution $\mu$. The searcher begins at the origin and performs Brownian motion with diffusion constant $D$. The searcher is…
Stochastic optimization problems often involve data distributions that change in reaction to the decision variables. This is the case for example when members of the population respond to a deployed classifier by manipulating their features…