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In this paper, we propose a low rank approximation method for efficiently solving stochastic partial differential equations. Specifically, our method utilizes a novel low rank approximation of the stiffness matrices, which can significantly…

Numerical Analysis · Mathematics 2023-10-20 Yujun Zhu , Ju Ming , Jie Zhu , Zhongming Wang

An imprecise Bayesian nonparametric approach to system reliability with multiple types of components is developed. This allows modelling partial or imperfect prior knowledge on component failure distributions in a flexible way through…

Methodology · Statistics 2016-09-19 Gero Walter , Louis J. M. Aslett , Frank P. A. Coolen

Approximate Bayesian Computation (ABC) can be viewed as an analytic approximation of an intractable likelihood coupled with an elementary simulation step. Such a view, combined with a suitable instrumental prior distribution permits…

Methodology · Statistics 2013-01-04 F. J. Rubio , Adam M. Johansen

We consider the control design of stochastic discrete-time linear multi-agent systems (MASs) under a global signal temporal logic (STL) specification to be satisfied at a predefined probability. By decomposing the dynamics into…

Systems and Control · Electrical Eng. & Systems 2024-09-17 Eleftherios E. Vlahakis , Lars Lindemann , Pantelis Sopasakis , Dimos V. Dimarogonas

In health-pollution cohort studies, accurate predictions of pollutant concentrations at new locations are needed, since the locations of fixed monitoring sites and study participants are often spatially misaligned. For multi-pollution data,…

Applications · Statistics 2022-01-24 Phuong T. Vu , Adam A. Szpiro , Noah Simon

Robust motion planning entails computing a global motion plan that is safe under all possible uncertainty realizations, be it in the system dynamics, the robot's initial position, or with respect to external disturbances. Current approaches…

Robotics · Computer Science 2022-11-02 Albert Wu , Thomas Lew , Kiril Solovey , Edward Schmerling , Marco Pavone

Using the linear Gaussian latent variable model as a starting point we relax some of the constraints it imposes by deriving a nonparametric latent feature Gaussian variable model. This model introduces additional discrete latent variables…

Machine Learning · Statistics 2019-05-28 Adam Farooq , Yordan P. Raykov , Luc Evers , Max A. Little

Transmission switching (TS) has gained significant attention recently. However, barriers still remain and must be overcome before the technology can be adopted by the industry. The state of the art challenges include AC feasibility and…

This paper considers a probabilistic generalization of the $N$-$k$ failure-identification problem in power transmission networks, where the probability of failure of each component in the network is known a priori and the goal of the…

Systems and Control · Computer Science 2021-05-06 Kaarthik Sundar , Carleton Coffrin , Harsha Nagarajan , Russell Bent

Principal component analysis (PCA) is a classical and ubiquitous method for reducing data dimensionality, but it is suboptimal for heterogeneous data that are increasingly common in modern applications. PCA treats all samples uniformly so…

Statistics Theory · Mathematics 2021-12-02 David Hong , Kyle Gilman , Laura Balzano , Jeffrey A. Fessler

In this work, we focus on the high-dimensional trace regression model with a low-rank coefficient matrix. We establish a nearly optimal in-sample prediction risk bound for the rank-constrained least-squares estimator under no assumptions on…

Statistics Theory · Mathematics 2022-04-19 Michael Law , Ya'acov Ritov , Ruixiang Zhang , Ziwei Zhu

Randomized algorithms for low-rank approximation of quaternion matrices have gained increasing attention in recent years. However, existing methods overlook pass efficiency, the ability to limit the number of passes over the input…

Numerical Analysis · Mathematics 2026-03-25 Salman Ahmadi-Asl , Malihe Nobakht Kooshkghazi , Valentin Leplat

We propose extensions and improvements of the statistical analysis of distributed multipoles (SADM) algorithm put forth by Chipot et al. in [6] for the derivation of distributed atomic multipoles from the quantum-mechanical electrostatic…

Numerical Analysis · Mathematics 2010-07-28 Nicolas Champagnat , Christophe Chipot , Erwan Faou

Markov chain Monte Carlo methods have become standard tools in statistics to sample from complex probability measures. Many available techniques rely on discrete-time reversible Markov chains whose transition kernels build up over the…

Methodology · Statistics 2017-02-21 Alexandre Bouchard-Côté , Sebastian J. Vollmer , Arnaud Doucet

An important ingredient of the future 5G systems will be Ultra-Reliable Low-Latency Communication (URLLC). A way to offer URLLC without intervention in the baseband/PHY layer design is to use interface diversity and integrate multiple…

Information Theory · Computer Science 2017-11-22 Jimmy J. Nielsen , Rongkuan Liu , Petar Popovski

Learning-based low rank approximation algorithms can significantly improve the performance of randomized low rank approximation with sketch matrix. With the learned value and fixed non-zero positions for sketch matrices from learning-based…

Machine Learning · Computer Science 2022-12-19 Tiejin Chen , Yicheng Tao

The real-time crash likelihood prediction has been an important research topic. Various classifiers, such as support vector machine (SVM) and tree-based boosting algorithms, have been proposed in traffic safety studies. However, few…

Machine Learning · Computer Science 2018-02-13 Jintao Ke , Shuaichao Zhang , Hai Yang , Xiqun Chen

Photovoltaic Power Ramp-Rate Control (PRRC) constitutes a key ancillary service for future power systems. Although its implementation through the installation of storage systems or irradiance sensors has been widely investigated, fewer…

Systems and Control · Electrical Eng. & Systems 2025-01-22 Jose Miguel Riquelme-Dominguez , Francisco de Paula García-López , Sergio Martinez

Reachability analysis is at the core of many applications, from neural network verification, to safe trajectory planning of uncertain systems. However, this problem is notoriously challenging, and current approaches tend to be either too…

Systems and Control · Electrical Eng. & Systems 2020-11-10 Thomas Lew , Marco Pavone

The development of effective explainability tools for Transformers is a crucial pursuit in deep learning research. One of the most promising approaches in this domain is Layer-wise Relevance Propagation (LRP), which propagates relevance…

Machine Learning · Computer Science 2025-06-04 Yarden Bakish , Itamar Zimerman , Hila Chefer , Lior Wolf