Related papers: Conformally Mapped Polynomial Chaos Expansions for…
The massive quantities of genomic data being made available through gene sequencing techniques are enabling breakthroughs in genomic science in many areas such as medical advances in the diagnosis and treatment of diseases. Analyzing this…
Generalized equations are problems emerging in contexts of modern variational analysis as an adequate formalism to treat such issues as constraint systems, optimality and equilibrium conditions, variational inequalities, differential…
This article advocates the use of conformal prediction (CP) methods for Gaussian process (GP) interpolation to enhance the calibration of prediction intervals. We begin by illustrating that using a GP model with parameters selected by…
Missing values with mixed data types is a common problem in a large number of machine learning applications such as processing of surveys and in different medical applications. Recently, Gaussian copula models have been suggested as a means…
In this paper, we present a robust and adaptive model predictive control (MPC) framework for uncertain nonlinear systems affected by bounded disturbances and unmodeled nonlinearities. We use Gaussian Processes (GPs) to learn the uncertain…
This paper introduces Tree-based Polynomial Chaos Expansion (Tree-PCE), a novel surrogate modeling technique designed to efficiently approximate complex numerical models exhibiting nonlinearities and discontinuities. Tree-PCE combines the…
Estimating high-quality images while also quantifying their uncertainty are two desired features in an image reconstruction algorithm for solving ill-posed inverse problems. In this paper, we propose plug-and-play Monte Carlo (PMC) as a…
Generalised planning (GP) refers to the task of synthesising programs that solve families of related planning problems. We introduce a novel, yet simple method for GP: given a set of training problems, for each problem, compute an optimal…
In recent years, progress in adaptive graph signal processing algorithms has provided effective solutions for processing signals defined on graph structures. As a classical strategy in information theory, the Generalized Maximum Correntropy…
This paper presents a stochastic model predictive control (SMPC) algorithm for linear systems subject to additive Gaussian mixture disturbances, with the goal of satisfying chance constraints. We focus on a special case where each Gaussian…
We introduce new Gaussian Process (GP) high-order approximations to linear operations that are frequently used in various numerical methods. Our method employs the kernel-based GP regression modeling, a non-parametric Bayesian approach to…
This paper proposes probabilistic conformal prediction (PCP), a predictive inference algorithm that estimates a target variable by a discontinuous predictive set. Given inputs, PCP construct the predictive set based on random samples from…
This paper presents an algebro-geometric solution to the problem of segmenting an unknown number of subspaces of unknown and varying dimensions from sample data points. We represent the subspaces with a set of homogeneous polynomials whose…
In this work, we combine the idea of data-driven polynomial chaos expansions with the weighted least-square approach to solve uncertainty quantification (UQ) problems. The idea of data-driven polynomial chaos is to use statistical moments…
Graph Generation is a recently introduced enhanced Column Generation algorithm for solving expanded Linear Programming relaxations of mixed integer linear programs without weakening the expanded relaxations which characterize these methods.…
Sampling-based motion planning methods, while effective in high-dimensional spaces, often suffer from inefficiencies due to irregular sampling distributions, leading to suboptimal exploration of the configuration space. In this paper, we…
Generating functions, which are widely used in combinatorics and probability theory, encode function values into the coefficients of a polynomial. In this paper, we explore their use as a tractable probabilistic model, and propose…
Conformal prediction (CP) provides a comprehensive framework to produce statistically rigorous uncertainty sets for black-box machine learning models. To further improve the efficiency of CP, conformal correction is proposed to fine-tune or…
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…
We propose a parallel adaptive constraint-tightening approach to solve a linear model predictive control problem for discrete-time systems, based on inexact numerical optimization algorithms and operator splitting methods. The underlying…