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This paper introduces a new generalized polynomial chaos expansion (PCE) comprising measure-consistent multivariate orthonormal polynomials in dependent random variables. Unlike existing PCEs, whether classical or generalized, no…

Probability · Mathematics 2018-04-17 Sharif Rahman

In this note we extend the definition of the Information Processing Capacity (IPC) by Dambre et al [1] to include the effects of stochastic reservoir dynamics. We quantify the degradation of the IPC in the presence of this noise. [1] Dambre…

Machine Learning · Computer Science 2023-02-22 Anthony M. Polloreno , Reuben R. W. Wang , Nikolas A. Tezak

Performance variability is an important measure for a reliable high performance computing (HPC) system. Performance variability is affected by complicated interactions between numerous factors, such as CPU frequency, the number of…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-12-16 Li Xu , Thomas Lux , Tyler Chang , Bo Li , Yili Hong , Layne Watson , Ali Butt , Danfeng Yao , Kirk Cameron

The problem of optimal motion planing and control is fundamental in robotics. However, this problem is intractable for continuous-time stochastic systems in general and the solution is difficult to approximate if non-instantaneous nonlinear…

Robotics · Computer Science 2017-02-28 Mustafa Mukadam , Ching-An Cheng , Xinyan Yan , Byron Boots

Propagation of chaos for interacting particle systems has been an active research topic over decades. We propose an alternative approach to study the mean-field limit of the stochastic interacting particle systems via tools from information…

Probability · Mathematics 2025-01-07 Lei Li , Yuelin Wang , Yuliang Wang

Unsupervised learning plays an important role in many fields, such as artificial intelligence, machine learning, and neuroscience. Compared to static data, methods for extracting low-dimensional structure for dynamic data are lagging. We…

Machine Learning · Computer Science 2022-03-07 Rui Meng , Tianyi Luo , Kristofer Bouchard

This paper studies data-driven iterative learning control (ILC) for linear time-invariant (LTI) systems with unknown dynamics, output disturbances and input box-constraints. Our main contributions are: 1) using a non-parametric data-driven…

Systems and Control · Electrical Eng. & Systems 2023-12-25 Jia Wang , Leander Hemelhof , Ivan Markovsky , Panagiotis Patrinos

Information dynamics is an emerging description of information processing in complex systems which describes systems in terms of intrinsic computation, identifying computational primitives of information storage and transfer. In this paper…

Statistical Mechanics · Physics 2018-10-03 Richard E. Spinney , Joseph T. Lizier , Mikhail Prokopenko

This paper introduces an effective processing framework nominated ICP (Image Cloud Processing) to powerfully cope with the data explosion in image processing field. While most previous researches focus on optimizing the image processing…

Computer Vision and Pattern Recognition · Computer Science 2016-07-05 Le Dong , Zhiyu Lin , Yan Liang , Ling He , Ning Zhang , Qi Chen , Xiaochun Cao , Ebroul lzquierdo

This paper proposes an adaptive stochastic Model Predictive Control (MPC) strategy for stable linear time invariant systems in the presence of bounded disturbances. We consider multi-input multi-output systems that can be expressed by a…

Systems and Control · Computer Science 2018-12-03 Monimoy Bujarbaruah , Xiaojing Zhang , Francesco Borrelli

This paper presents a framework for abstracting uncertain or non-polynomial components of dynamical systems using polynomial constraints. This enables the application of polynomial-based analysis tools, such as sum-of-squares programming,…

Systems and Control · Electrical Eng. & Systems 2026-04-02 Neelay Junnarkar , Peter Seiler , Murat Arcak

This paper extends the notion of information processing capacity for non-independent input signals in the context of reservoir computing (RC). The presence of input autocorrelation makes worthwhile the treatment of forecasting and filtering…

Emerging Technologies · Computer Science 2015-10-08 Lyudmila Grigoryeva , Julie Henriques , Juan-Pablo Ortega

The Massive Parallel Computing (MPC) model gained popularity during the last decade and it is now seen as the standard model for processing large scale data. One significant shortcoming of the model is that it assumes to work on static…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-05-23 Giuseppe F. Italiano , Silvio Lattanzi , Vahab S. Mirrokni , Nikos Parotsidis

We propose an approach to design a Model Predictive Controller (MPC) for constrained Linear Time Invariant systems performing an iterative task. The system is subject to an additive disturbance, and the goal is to learn to satisfy state and…

Systems and Control · Electrical Eng. & Systems 2023-06-13 Monimoy Bujarbaruah , Akhil Shetty , Kameshwar Poolla , Francesco Borrelli

Driven by artificial intelligence, data science, and high-resolution simulations, I/O workloads and hardware on high-performance computing (HPC) systems have become increasingly complex. This complexity can lead to large I/O overheads and…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-01-03 Hammad Ather , Jean Luca Bez , Chen Wang , Hank Childs , Allen D. Malony , Suren Byna

In a sequential decision-making problem, the information structure is the description of how events in the system occurring at different points in time affect each other. Classical models of reinforcement learning (e.g., MDPs, POMDPs)…

Machine Learning · Computer Science 2024-05-29 Awni Altabaa , Zhuoran Yang

Information coefficient (IC) is a widely used metric for measuring investment managers' skills in selecting stocks. However, its adequacy and effectiveness for evaluating stock selection models has not been clearly understood, as IC from a…

Computational Finance · Quantitative Finance 2020-10-20 Feng Zhang , Ruite Guo , Honggao Cao

Progress in deep reinforcement learning (RL) research is largely enabled by benchmark task environments. However, analyzing the nature of those environments is often overlooked. In particular, we still do not have agreeable ways to measure…

Machine Learning · Computer Science 2021-06-01 Hiroki Furuta , Tatsuya Matsushima , Tadashi Kozuno , Yutaka Matsuo , Sergey Levine , Ofir Nachum , Shixiang Shane Gu

We present a stochastic model predictive control (MPC) method for linear discrete-time systems subject to possibly unbounded and correlated additive stochastic disturbance sequences. Chance constraints are treated in analogy to robust MPC…

Systems and Control · Computer Science 2019-01-23 Lukas Hewing , Kim P. Wabersich , Melanie N. Zeilinger

Growing uncertainty from renewable energy integration and distributed energy resources motivate the need for advanced tools to quantify the effect of uncertainty and assess the risks it poses to secure system operation. Polynomial chaos…

Optimization and Control · Mathematics 2019-10-16 David Métivier , Marc Vuffray , Sidhant Misra