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Continuous-time Markov chains with alarms (ACTMCs) allow for alarm events that can be non-exponentially distributed. Within parametric ACTMCs, the parameters of alarm-event distributions are not given explicitly and can be subject of…

Performance · Computer Science 2017-06-21 Christel Baier , Clemens Dubslaff , Ľuboš Korenčiak , Antonín Kučera , Vojtěch Řehák

This paper tackles the challenge of parameter calibration in stochastic models, particularly in scenarios where the likelihood function is unavailable in an analytical form. We introduce a gradient-based simulated parameter estimation…

Machine Learning · Statistics 2025-03-25 Zehao Li , Yijie Peng

Recently there is a large amount of work devoted to the study of Markov chain stochastic gradient methods (MC-SGMs) which mainly focus on their convergence analysis for solving minimization problems. In this paper, we provide a…

Machine Learning · Statistics 2022-09-19 Puyu Wang , Yunwen Lei , Yiming Ying , Ding-Xuan Zhou

This paper proposes an identification algorithm for Single Input Single Output (SISO) Linear Time-Invariant (LTI) systems. In the noise-free setting, where the first $T$ Markov parameters can be precisely estimated, all Markov parameters…

Optimization and Control · Mathematics 2023-04-12 Jiayun Li , Yilin Mo

It has been found that stochastic algorithms often find good solutions much more rapidly than inherently-batch approaches. Indeed, a very useful rule of thumb is that often, when solving a machine learning problem, an iterative technique…

Machine Learning · Computer Science 2013-08-19 Andrew Cotter

We investigate various stochastic bandit problems in the presence of adversarial corruptions. A seminal work for this problem is the BARBAR~\cite{gupta2019better} algorithm, which achieves both robustness and efficiency. However, it suffers…

Machine Learning · Computer Science 2026-01-05 Zicheng Hu , Cheng Chen

Low-density parity-check codes, a class of capacity-approaching linear codes, are particularly recognized for their efficient decoding scheme. The decoding scheme, known as the sum-product, is an iterative algorithm consisting of passing…

Information Theory · Computer Science 2014-05-27 Nima Noorshams , Aravind Iyengar

Estimation in the deformable template model is a big challenge in image analysis. The issue is to estimate an atlas of a population. This atlas contains a template and the corresponding geometrical variability of the observed shapes. The…

Statistics Theory · Mathematics 2013-09-09 Stéphanie Allassonniere , Estelle Kuhn

Motivated by the Internet-of-things and sensor networks for cyberphysical systems, the problem of dynamic sensor activation for the tracking of a time-varying process is examined. The tradeoff is between energy efficiency, which decreases…

Systems and Control · Computer Science 2017-11-30 Arpan Chattopadhyay , Urbashi Mitra

Embedded controllers for cyber-physical systems are often parameterized by look-up maps representing discretizations of continuous functions on metric spaces. For example, a non-linear control action may be represented as a table of…

Systems and Control · Computer Science 2017-10-10 Jyotirmoy V. Deshmukh , Xiaoqing Jin , Rupak Majumdar , Vinayak S. Prabhu

In the machine learning algorithms, the choice of the hyperparameter is often an art more than a science, requiring labor-intensive search with expert experience. Therefore, automation on hyperparameter optimization to exclude human…

Machine Learning · Computer Science 2020-12-08 Taehyeon Kim , Jaeyeon Ahn , Nakyil Kim , Seyoung Yun

Stochastic process discovery is concerned with deriving a model capable of reproducing the stochastic character of observed executions of a given process, stored in a log. This leads to an optimisation problem in which the model's parameter…

Formal Languages and Automata Theory · Computer Science 2025-05-01 Pierre Cry , Paolo Ballarini , András Horváth , Pascale Le Gall

We propose a method for approximating solutions to optimization problems involving the global stability properties of parameter-dependent continuous-time autonomous dynamical systems. The method relies on an approximation of the…

Optimization and Control · Mathematics 2013-08-12 Péter Koltai , Alexander Volf

This paper addresses the problem of optimally controlling nonlinear systems with norm-bounded disturbances and parametric uncertainties while robustly satisfying constraints. The proposed approach jointly optimizes a nominal nonlinear…

Systems and Control · Electrical Eng. & Systems 2023-09-14 Antoine P. Leeman , Jerome Sieber , Samir Bennani , Melanie N. Zeilinger

In this paper, based on real-time nonlinear receding horizon control methodology, a novel approach is developed for parameter estimation of time invariant and time varying nonlinear dynamical systems in chaotic environments. Here, the…

Optimization and Control · Mathematics 2016-11-21 Fei Sun , Kamran Turkoglu

We study a real-time tracking problem in an energy harvesting status update system with a Markov source and an imperfect channel, considering both sampling and transmission costs. The problem primary challenge stems from the…

Signal Processing · Electrical Eng. & Systems 2023-11-14 Abolfazl Zakeri , Mohammad Moltafet , Marian Codreanu

An automatic machine learning (AutoML) task is to select the best algorithm and its hyper-parameters simultaneously. Previously, the hyper-parameters of all algorithms are joint as a single search space, which is not only huge but also…

Machine Learning · Computer Science 2019-06-03 Yi-Qi Hu , Yang Yu , Jun-Da Liao

Most machine learning algorithms are configured by one or several hyperparameters that must be carefully chosen and often considerably impact performance. To avoid a time consuming and unreproducible manual trial-and-error process to find…

We study the problem of verification and synthesis of robust control barrier functions (CBF) for control-affine polynomial systems with bounded additive uncertainty and convex polynomial constraints on the control. We first formulate robust…

Optimization and Control · Mathematics 2023-07-25 Shucheng Kang , Yuxiao Chen , Heng Yang , Marco Pavone

In many hierarchical inverse problems, not only do we want to estimate high- or infinite-dimensional model parameters in the parameter-to-observable maps, but we also have to estimate hyperparameters that represent critical assumptions in…

Computation · Statistics 2020-02-18 Johnathan Bardsley , Tiangang Cui
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