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Resonances in open quantum systems depending on at least two controllable parameters can show the phenomenon of exceptional points (EPs), where not only the eigenvalues but also the eigenvectors of two or more resonances coalesce. Their…

Safety and tracking stability are crucial for safety-critical systems such as self-driving cars, autonomous mobile robots, industrial manipulators. To efficiently control safety-critical systems to ensure their safety and achieve tracking…

In this paper, we investigate the probabilistic formal verification of stochastic dynamical systems over continuous state spaces. Motivated by problems in state estimation and information-flow security, we introduce the notion of…

The Gaussian process state-space model (GPSSM) has garnered considerable attention over the past decade. However, the standard GP with a preliminary kernel, such as the squared exponential kernel or Mat\'{e}rn kernel, that is commonly used…

Propagating input uncertainty through non-linear Gaussian process (GP) mappings is intractable. This hinders the task of training GPs using uncertain and partially observed inputs. In this paper we refer to this task as "semi-described…

The declining response rates in probability surveys along with the widespread availability of unstructured data has led to growing research into non-probability samples. Existing robust approaches are not well-developed for non-Gaussian…

In this paper, we propose a new method to measure the probabilistic robustness of stochastic jump linear system with respect to both the initial state uncertainties and the randomness in switching. Wasserstein distance which defines a…

The Gaussian process (GP) is a Bayesian nonparametric paradigm that is widely adopted for uncertainty quantification (UQ) in a number of safety-critical applications, including robotics, healthcare, as well as surveillance. The consistency…

We propose a stochastic Model Predictive Control (MPC) framework that ensures closed-loop chance constraint satisfaction for linear systems with general sub-Gaussian process and measurement noise. By considering sub-Gaussian noise, we can…

Gaussian process state-space models (GP-SSMs) are a very flexible family of models of nonlinear dynamical systems. They comprise a Bayesian nonparametric representation of the dynamics of the system and additional (hyper-)parameters…

Gaussian processes (GPs) provide a framework for Bayesian inference that can offer principled uncertainty estimates for a large range of problems. For example, if we consider regression problems with Gaussian likelihoods, a GP model enjoys…

Gaussian process regression (GPR) is a popular nonparametric Bayesian method that provides predictive uncertainty estimates and is widely used in safety-critical applications. While prior research has introduced various uncertainty bounds,…

Dynamic response of loads has a significant effect on system stability and directly determines the stability margin of the operating point. Inherent uncertainty and natural variability of load models make the stability assessment especially…

Gaussian Process State Space Models (GP-SSMs) are a non-parametric model class suitable to represent nonlinear dynamics. They become increasingly popular in data-driven modeling approaches, i.e. when no first-order physics-based models are…

Folding uncertainty in theoretical models into Bayesian parameter estimation is necessary in order to make reliable inferences. A general means of achieving this is by marginalizing over model uncertainty using a prior distribution…

We propose a method to optimise the parameters of a policy which will be used to safely perform a given task in a data-efficient manner. We train a Gaussian process model to capture the system dynamics, based on the PILCO framework. Our…

We consider the question of estimating a real low-complexity signal (such as a sparse vector or a low-rank matrix) from the phase of complex random measurements. We show that in this "phase-only compressive sensing" (PO-CS) scenario, we can…

A key challenge with controlling complex dynamical systems is to accurately model them. However, this requirement is very hard to satisfy in practice. Data-driven approaches such as Gaussian processes (GPs) have proved quite effective by…

We present EigenSafe, an operator-theoretic framework for safety assessment of learning-enabled stochastic systems. In many robotic applications, the dynamics are inherently stochastic due to factors such as sensing noise and environmental…

The absence of formal performance guarantees in machine learning (ML) has limited its adoption for safety-critical power system applications, where confidence and interpretability are as vital as accuracy. In this work, we present a…