Related papers: A Non-Intrusive Low-Rank Approximation Method for …
Maximum Likelihood Estimation (MLE) and Likelihood Ratio Test (LRT) are widely used methods for estimating the transition probability matrix in Markov chains and identifying significant relationships between transitions, such as equality.…
Rejection sampling is a technique for sampling from difficult distributions. However, its use is limited due to a high rejection rate. Common adaptive rejection sampling methods either work only for very specific distributions or without…
As engineered systems expand, become more interdependent, and operate in real-time, reliability assessment is indispensable to support investment and decision making. However, network reliability problems are known to be #P-complete, a…
Low-rank adaptation (LoRA) has been prominently employed for parameter-efficient fine-tuning of large language models (LLMs). However, the limited expressive capacity of LoRA, stemming from the low-rank constraint, has been recognized as a…
In transmission expansion planning (TEP), network planners make long-term investment decisions while anticipating market clearing outcomes that are increasingly affected by renewable generation uncertainty. Additionally, market…
The area under a receiver operating characteristic curve (AUC) is a useful tool to assess the performance of continuous-scale diagnostic tests on binary classification. In this article, we propose an empirical likelihood (EL) method to…
The thesis is dedicated to studying methods to improve the efficiency of random access schemes and to facilitate their deployment in machine-type communications (MTC). First, a joint user activity identification and channel estimation…
Large communication networks, e.g. Internet of Things (IoT), are known to be vulnerable to co-channel interference. One possibility to address this issue is the use of orthogonal multiple access (OMA) techniques. However, due to a…
Continuous-time random disturbances from the renewable generation pose a significant impact on power system dynamic behavior. In evaluating this impact, the disturbances must be considered as continuous-time random processes instead of…
Security-Constrained Unit Commitment (SCUC) is one of the most significant problems in secure and optimal operation of modern electricity markets. New sources of uncertainties such as wind speed volatility and price-sensitive loads impose…
Current research on robust trajectory planning for autonomous agents aims to mitigate uncertainties arising from disturbances and modeling errors while ensuring guaranteed safety. Existing methods primarily utilize stochastic optimal…
Network management protocols often require timely and meaningful insight about per flow network traffic. This paper introduces Randomized Admission Policy (RAP) - a novel algorithm for the frequency and top-k estimation problems, which are…
Low rank approximation of a matrix (LRA) is a highly important area of Numerical Linear and Multilinear Algebra and Data Mining and Analysis. One can operate with an LRA superfast -- by using much fewer memory cells and flops than an input…
In this contribution, we discuss the construction of Polynomial Chaos surrogates for Monte Carlo radiation transport applications via non-intrusive spectral projection. This contribution focuses on improvements with respect to the approach…
Low-rank adaptation (LoRA) is a widely used parameter-efficient fine-tuning (PEFT) method that learns weight updates $\Delta W = AB$ for pretrained weights $W$ through low-rank adapters $A$ and $B$. While LoRA ensures hardware efficiency,…
We study risk-sensitive Reinforcement Learning (RL), where we aim to maximize the Conditional Value at Risk (CVaR) with a fixed risk tolerance $\tau$. Prior theoretical work studying risk-sensitive RL focuses on the tabular Markov Decision…
This paper studies a non-random-walk Markov Chain Monte Carlo method, namely the Hamiltonian Monte Carlo (HMC) method in the context of Subset Simulation used for structural reliability analysis. The HMC method relies on a deterministic…
This paper develops a novel method to estimate a latent factor model for a large target panel with missing observations by optimally using the information from auxiliary panel data sets. We refer to our estimator as target-PCA. Transfer…
In many safety-critical settings, probabilistic ML systems have to make predictions subject to algebraic constraints, e.g., predicting the most likely trajectory that does not cross obstacles. These real-world constraints are rarely convex,…
In this paper we propose a stochastic model predictive control (MPC) algorithm for linear discrete-time systems affected by possibly unbounded additive disturbances and subject to probabilistic constraints. Constraints are treated in…