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We propose a novel approach to approximate Bayesian computation (ABC) that seeks to cater for possible misspecification of the assumed model. This new approach can be equally applied to rejection-based ABC and to popular regression…

Methodology · Statistics 2020-08-11 David T. Frazier , Christopher Drovandi , Ruben Loaiza-Maya

This work presents a new sufficient condition for synthesizing nonlinear controllers that yield bounded closed-loop tracking error transients despite the presence of unmatched uncertainties that are concurrently being learned online. The…

Systems and Control · Electrical Eng. & Systems 2023-10-23 Samuel G. Gessow , Brett T. Lopez

The requirement for identifying accurate system representations has not only been a challenge to fulfill, but it has compromised the scalability of formal methods, as the resulting models are often too complex for effective decision making…

Systems and Control · Electrical Eng. & Systems 2025-10-20 Oliver Schön , Sofie Haesaert , Sadegh Soudjani

Optimization problems in engineering and applied mathematics are typically solved in an iterative fashion, by systematically adjusting the variables of interest until an adequate solution is found. The iterative algorithms that govern these…

Optimization and Control · Mathematics 2022-05-31 Laurent Lessard

As demonstrated in many areas of real-life applications, neural networks have the capability of dealing with high dimensional data. In the fields of optimal control and dynamical systems, the same capability was studied and verified in many…

Machine Learning · Computer Science 2020-12-04 Wei Kang , Qi Gong

Approximations during program analysis are a necessary evil, as they ensure essential properties, such as soundness and termination of the analysis, but they also imply not always producing useful results. Automatic techniques have been…

Programming Languages · Computer Science 2018-12-18 Isabel Garcia-Contreras , Jose F. Morales , Manuel V. Hermenegildo

It is becoming increasingly apparent that probabilistic approaches can overcome conservatism and computational complexity of the classical worst-case deterministic framework and may lead to designs that are actually safer. In this paper we…

Applications · Statistics 2008-11-01 Xinjia Chen , Kemin Zhou , Jorge L. Aravena

Driven by the flexible manufacturing trend in the process control industry and the uncertain nature of chemical process models, this article aims to achieve offset-free tracking for a family of uncertain nonlinear systems (e.g., using…

Systems and Control · Electrical Eng. & Systems 2022-05-10 Lai Wei , Ryan McCloy , Jie Bao

Neural networks often learn task-specific latent representations that fail to generalize to novel settings or tasks. Conversely, humans learn discrete representations (i.e., concepts or words) at a variety of abstraction levels (e.g.,…

Machine Learning · Computer Science 2023-10-30 Andi Peng , Mycal Tucker , Eoin Kenny , Noga Zaslavsky , Pulkit Agrawal , Julie Shah

In safety-critical applications like medical diagnosis, certainty associated with a model's prediction is just as important as its accuracy. Consequently, uncertainty estimation and reduction play a crucial role. Uncertainty in predictions…

Image and Video Processing · Electrical Eng. & Systems 2023-09-12 Abhishek Singh Sambyal , Narayanan C. Krishnan , Deepti R. Bathula

We consider adaptive approximations of the parameter-to-solution map for elliptic operator equations depending on a large or infinite number of parameters, comparing approximation strategies of different degrees of nonlinearity: sparse…

Numerical Analysis · Mathematics 2017-04-04 Markus Bachmayr , Albert Cohen , Wolfgang Dahmen

We study an optimal control problem in which both the objective function and the dynamic constraint contain an uncertain parameter. Since the distribution of this uncertain parameter is not exactly known, the objective function is taken as…

Optimization and Control · Mathematics 2016-11-29 Jianxiong Ye , Lei Wang , Changzhi Wu , Jie Sun , Kok Lay Teo , Xiangyu Wang

This paper describes a suite of algorithms for constructing low-rank approximations of an input matrix from a random linear image of the matrix, called a sketch. These methods can preserve structural properties of the input matrix, such as…

Numerical Analysis · Computer Science 2018-01-03 Joel A. Tropp , Alp Yurtsever , Madeleine Udell , Volkan Cevher

This paper studies optimal control problems of unknown linear systems subject to stochastic disturbances of uncertain distribution. Uncertainty about the stochastic disturbances is usually described via ambiguity sets of probability…

Systems and Control · Electrical Eng. & Systems 2023-06-30 Guanru Pan , Timm Faulwasser

This paper focuses on optimal control problem for a class of discrete-time nonlinear systems. In practical applications, computation time is a crucial consideration when solving nonlinear optimal control problems, especially under real-time…

Optimization and Control · Mathematics 2025-04-01 Chuanzhi Lv , Xunmin Yin , Hongdan Li , Huanshui Zhang

DIviding RECTangles (DIRECT) is an efficient and popular method in dealing with bound constrained optimization problems. However, DIRECT suffers from dimension curse, since its computational complexity soars when dimension increases.…

Optimization and Control · Mathematics 2018-04-05 Qinghua Tao , Xiaolin Huang , Shuning Wang , Li Li

Direct policy gradient methods for reinforcement learning and continuous control problems are a popular approach for a variety of reasons: 1) they are easy to implement without explicit knowledge of the underlying model 2) they are an…

Machine Learning · Computer Science 2019-03-26 Maryam Fazel , Rong Ge , Sham M. Kakade , Mehran Mesbahi

Mathematical Selection is a method in which we select a particular choice from a set of such. It have always been an interesting field of study for mathematicians. Accordingly, Combinatorial Optimization is a sub field of this domain of…

Computational Complexity · Computer Science 2023-06-29 Anurag Dutta , K. Lakshmanan , A. Ramamoorthy , Liton Chandra Voumik , John Harshith , John Pravin Motha

Several concepts on the measure of observability, reachability, and robustness are defined and illustrated for both linear and nonlinear control systems. Defined by using computational dynamic optimization, these concepts are applicable to…

Optimization and Control · Mathematics 2009-07-17 Wei Kang , Liang Xu

We propose and analyze random subspace variants of the second-order Adaptive Regularization using Cubics (ARC) algorithm. These methods iteratively restrict the search space to some random subspace of the parameters, constructing and…

Optimization and Control · Mathematics 2025-01-17 Coralia Cartis , Zhen Shao , Edward Tansley
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