Related papers: Deep Probabilistic Accelerated Evaluation: A Robus…
In this paper, we consider an importance sampling problem for a certain rare-event simulations involving the behavior of a diffusion process pertaining to a chain of distributed systems with random perturbations. We also assume that the…
Autonomous cyber-physical systems (CPS) can improve safety and efficiency for safety-critical applications, but require rigorous testing before deployment. The complexity of these systems often precludes the use of formal verification and…
A particularly challenging problem in AI safety is providing guarantees on the behavior of high-dimensional autonomous systems. Verification approaches centered around reachability analysis fail to scale, and purely statistical approaches…
The goal of this paper is to develop provably efficient importance sampling Monte Carlo methods for the estimation of rare events within the class of linear stochastic partial differential equations (SPDEs). We find that if a spectral gap…
With the growing interest in deploying robots in unstructured and uncertain environments, there has been increasing interest in factoring risk into safety-critical control development. Similarly, the authors believe risk should also be…
An important step in the design of autonomous systems is to evaluate the probability that a failure will occur. In safety-critical domains, the failure probability is extremely small so that the evaluation of a policy through Monte Carlo…
We study rare-event simulation for a class of problems where the target hitting sets of interest are defined via modern machine learning tools such as neural networks and random forests. This problem is motivated from fast emerging studies…
Deep neural networks are being used increasingly to automate data analysis and decision making, yet their decision-making process is largely unclear and is difficult to explain to the end users. In this paper, we address the problem of…
Simulation based or dynamic probabilistic risk assessment methodologies were primarily developed for proving a more realistic and complete representation of complex systems accident response. Such simulation based methodologies have proven…
This paper presents a novel Importance Sampling (IS) scheme for estimating distribution tails of performance measures modeled with a rich set of tools such as linear programs, integer linear programs, piecewise linear/quadratic objectives,…
In the field of computational physics and material science, the efficient sampling of rare events occurring at atomic scale is crucial. It aids in understanding mechanisms behind a wide range of important phenomena, including protein…
Evaluation and validation of complicated control systems are crucial to guarantee usability and safety. Usually, failure happens in some very rarely encountered situations, but once triggered, the consequence is disastrous. Accelerated…
Although an ever-growing number of applications employ deep learning based systems for prediction, decision-making, or state estimation, almost no certification processes have been established that would allow such systems to be deployed in…
This work presents a novel gradient-free importance sampling-based framework for precisely and efficiently estimating rare event probabilities, often encountered in reliability analyses of engineering systems. The approach is formulated…
In this paper, we introduce a probabilistic approach to risk assessment of robot systems by focusing on the impact of uncertainties. While various approaches to identifying systematic hazards (e.g., bugs, design flaws, etc.) can be found in…
Deep learning algorithms have recently shown to be a successful tool in estimating parameters of statistical models for which simulation is easy, but likelihood computation is challenging. But the success of these approaches depends on…
The difficulty of identifying the physical model of complex systems has led to exploring methods that do not rely on such complex modeling of the systems. Deep reinforcement learning has been the pioneer for solving this problem without the…
Estimating the probability of failures or accidents with aerospace systems is often necessary when new concepts or designs are introduced, as it is being done for Autonomous Aircraft. If the design is safe, as it is supposed to be, accident…
The estimation of rare event or failure probabilities in high dimensions is of interest in many areas of science and technology. We consider problems where the rare event is expressed in terms of a computationally costly numerical model.…
Existing deep active learning algorithms achieve impressive sampling efficiency on natural language processing tasks. However, they exhibit several weaknesses in practice, including (a) inability to use uncertainty sampling with black-box…