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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…

Optimization and Control · Mathematics 2020-08-26 Getachew K. Befekadu

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…

Machine Learning · Computer Science 2021-10-15 Anthony Corso , Robert J. Moss , Mark Koren , Ritchie Lee , Mykel J. Kochenderfer

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…

Artificial Intelligence · Computer Science 2025-03-11 Souradeep Dutta , Michele Caprio , Vivian Lin , Matthew Cleaveland , Kuk Jin Jang , Ivan Ruchkin , Oleg Sokolsky , Insup Lee

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…

Probability · Mathematics 2017-05-05 Michael Salins , Konstantinos Spiliopoulos

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…

Systems and Control · Electrical Eng. & Systems 2022-03-08 Prithvi Akella , Mohamadreza Ahmadi , Aaron D. Ames

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…

Machine Learning · Computer Science 2022-11-23 Anthony Corso , Kyu-Young Kim , Shubh Gupta , Grace Gao , Mykel J. Kochenderfer

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…

Machine Learning · Computer Science 2020-10-13 Yuanlu Bai , Zhiyuan Huang , Henry Lam , Ding Zhao

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…

Computer Vision and Pattern Recognition · Computer Science 2018-09-27 Vitali Petsiuk , Abir Das , Kate Saenko

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…

Systems and Control · Electrical Eng. & Systems 2021-09-30 Parhizkar Tarannom , Mosleh Ali

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,…

Machine Learning · Statistics 2023-07-11 Anand Deo , Karthyek Murthy

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…

Machine Learning · Computer Science 2024-01-17 Xinru Hua , Rasool Ahmad , Jose Blanchet , Wei Cai

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…

Machine Learning · Computer Science 2017-10-03 Zhiyuan Huang , Yaohui Guo , Henry Lam , Ding Zhao

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…

Machine Learning · Computer Science 2024-03-25 Romeo Valentin

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…

Methodology · Statistics 2025-01-30 Elsayed Eshra , Konstantinos G. Papakonstantinou

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…

Robotics · Computer Science 2024-10-28 Woo-Jeong Baek , Tom P. Huck , Joschka Haas , Jonas Lewandrowski , Tamim Asfour , Torsten Kröger

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…

Machine Learning · Statistics 2024-02-20 Amanda Lenzi , Haavard Rue

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…

Artificial Intelligence · Computer Science 2023-10-31 Ammar N. Abbas , Georgios C. Chasparis , John D. Kelleher

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…

Applications · Statistics 2018-08-10 Ítalo Romani de Oliveira , Jeffery Musiak

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.…

Computation · Statistics 2020-06-11 Felipe Uribe , Iason Papaioannou , Youssef M. Marzouk , Daniel Straub

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…

Computation and Language · Computer Science 2020-07-22 Haw-Shiuan Chang , Shankar Vembu , Sunil Mohan , Rheeya Uppaal , Andrew McCallum