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Discrete-time stochastic optimal control remains a challenging problem for general, nonlinear systems under significant uncertainty, with practical solvers typically relying on the certainty equivalence assumption, replanning and/or…

Systems and Control · Electrical Eng. & Systems 2021-03-12 Joe Watson , Jan Peters

Rare events such as conformational changes in biomolecules, phase transitions, and chemical reactions are central to the behavior of many physical systems, yet they are extremely difficult to study computationally because unbiased…

Machine Learning · Statistics 2026-04-16 Yuanqi Du , Jiajun He , Dinghuai Zhang , Eric Vanden-Eijnden , Carles Domingo-Enrich

Optimal Transport is a useful metric to compare probability distributions and to compute a pairing given a ground cost. Its entropic regularization variant (eOT) is crucial to have fast algorithms and reflect fuzzy/noisy matchings. This…

Statistics Theory · Mathematics 2024-03-12 Francisco Andrade , Gabriel Peyre , Clarice Poon

In recent years, the machine learning community has increasingly embraced the optimal transport (OT) framework for modeling distributional relationships. In this work, we introduce a sample-based neural solver for computing the Wasserstein…

Machine Learning · Computer Science 2026-02-26 Hailiang Liu , Yan-Han Chen

Optimal transport has been an essential tool for reconstructing dynamics from complex data. With the increasingly available multifaceted data, a system can often be characterized across multiple spaces. Therefore, it is crucial to maintain…

Optimization and Control · Mathematics 2024-06-06 Zixuan Cang , Yanxiang Zhao

Reliable path planning in stochastic transportation networks requires decisions that account for uncertain and correlated travel times on irregular road graphs, rather than only minimizing expected delay. Such networks exhibit strong…

Machine Learning · Computer Science 2026-05-18 Xing Wei , Yuanhang Wang , Duoxiang Zhao , Zezhou Zhang , Hao Qin , Yuqi Ouyang

This paper proposes a generalised framework for density estimation in large networks with measurable spatiotemporal variance in edge weights. We solve the stochastic shortest path problem for a large network by estimating the density of the…

Optimization and Control · Mathematics 2023-06-29 Raashid Altaf , Pravesh Biyani

Learning from Demonstration (LfD) has emerged as a crucial method for robots to acquire new skills. However, when given suboptimal task trajectory demonstrations with shape characteristics reflecting human preferences but subpar dynamic…

Robotics · Computer Science 2025-04-21 Chenlin Ming , Zitong Wang , Boxuan Zhang , Zhanxiang Cao , Xiaoming Duan , Jianping He

We study global optimization of non-convex functions through optimal control theory. Our main result establishes that (quasi-)optimal trajectories of a discounted control problem converge globally and practically asymptotically to the set…

Optimization and Control · Mathematics 2025-11-17 Yuyang Huang , Dante Kalise , Hicham Kouhkouh

This work presents an efficient method to solve a class of continuous-time, continuous-space stochastic optimal control problems of robot motion in a cluttered environment. The method builds upon a path integral representation of the…

Systems and Control · Computer Science 2016-03-10 Jung-Su Ha , Han-Lim Choi

We introduce Guided Harmonic Path-Integral Diffusion (GH-PID), a linearly-solvable framework for guided Stochastic Optimal Transport (SOT) with a hard terminal distribution and soft, application-driven path costs. A low-dimensional guidance…

Machine Learning · Computer Science 2025-12-16 Michael Chertkov

This paper proposes a novel model inference procedure to identify system matrix from a single noisy trajectory over a finite-time interval. The proposed inference procedure comprises an observation data processor, a redundant data processor…

Systems and Control · Electrical Eng. & Systems 2021-01-05 Yanbing Mao , Naira Hovakimyan , Petros Voulgaris , Lui Sha

Accurate gene regulatory networks can be used to explain the emergence of different phenotypes, disease mechanisms, and other biological functions. Many methods have been proposed to infer networks from gene expression data but have been…

Quantitative Methods · Quantitative Biology 2018-12-11 Phan Nguyen , Rosemary Braun

Optimal Transport (OT) based distances are powerful tools for machine learning to compare probability measures and manipulate them using OT maps. In this field, a setting of interest is semi-discrete OT, where the source measure $\mu$ is…

Data quality is critical to Intelligent Transportation Systems (ITS), as complete and accurate traffic data underpin reliable decision-making in traffic control and management. Recent advances in low-rank tensor recovery algorithms have…

Machine Learning · Computer Science 2025-11-04 Yiyang Yang , Xiejian Chi , Shanxing Gao , Kaidong Wang , Yao Wang

We propose a sampling-based trajectory optimization methodology for constrained problems. We extend recent works on stochastic search to deal with box control constraints,as well as nonlinear state constraints for discrete dynamical…

Optimization and Control · Mathematics 2019-11-13 George I. Boutselis , Ziyi Wang , Evangelos A. Theodorou

Over the years, topic models have provided an efficient way of extracting insights from text. However, while many models have been proposed, none are able to model topic temporality and hierarchy jointly. Modelling time provide more precise…

Information Retrieval · Computer Science 2023-01-25 Judicael Poumay , Ashwin Ittoo

We propose and analyze several inexact regularized Newton-type methods for finding a global saddle point of convex-concave unconstrained min-max optimization problems. Compared to first-order methods, our understanding of second-order…

Optimization and Control · Mathematics 2026-05-27 Tianyi Lin , Panayotis Mertikopoulos , Michael I. Jordan

In machine learning and computer graphics, a fundamental task is the approximation of a probability density function through a well-dispersed collection of samples. Providing a formal metric for measuring the distance between probability…

Graphics · Computer Science 2024-02-28 Baptiste Genest , Nicolas Courty , David Coeurjolly

Predicting transportation modes from GPS (Global Positioning System) records is a hot topic in the trajectory mining domain. Each GPS record is called a trajectory point and a trajectory is a sequence of these points. Trajectory mining has…

Machine Learning · Computer Science 2018-07-31 Mohammad Etemad