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We introduce estimation and test procedures through divergence optimization for discrete or continuous parametric models. This approach is based on a new dual representation for divergences. We treat point estimation and tests for simple…

Statistics Theory · Mathematics 2008-12-02 Michel Broniatowski , Amor Keziou

Dynamical Systems is a field that studies the collective behavior of objects that update their states according to some rules. Discrete-time Boolean Finite Dynamical System (DT-BFDS) is a subfield where the systems have some finite number…

Computational Complexity · Computer Science 2022-11-16 Mitsunori Ogihara , Kei Uchizawa

Composite likelihood estimation has an important role in the analysis of multivariate data for which the full likelihood function is intractable. An important issue in composite likelihood inference is the choice of the weights associated…

Methodology · Statistics 2015-12-15 Davide Ferrari , Chao Zheng

In this paper, we investigate discrete-time decision-making problems in uncertain systems with partially observed states. We consider a non-stochastic model, where uncontrolled disturbances acting on the system take values in bounded sets…

Systems and Control · Electrical Eng. & Systems 2024-07-18 Aditya Dave , Nishanth Venkatesh , Andreas A. Malikopoulos

The dynamics of affective decision making is considered for an intelligent network composed of agents with different types of memory: long-term and short-term memory. The consideration is based on probabilistic affective decision theory,…

Artificial Intelligence · Computer Science 2023-09-04 V. I. Yukalov , E. P. Yukalova

It is known that statistical model selection as well as identification of dynamical equations from available data are both very challenging tasks. Physical systems behave according to their underlying dynamical equations which, in turn, can…

Mathematical Physics · Physics 2017-10-11 Sean Alan Ali , Carlo Cafaro

Traditional statistical estimation, or statistical inference in general, is static, in the sense that the estimate of the quantity of interest does not change the future evolution of the quantity. In some sequential estimation problems…

Machine Learning · Computer Science 2021-12-01 Aolin Xu

Online decision making under uncertainty in partially observable domains, also known as Belief Space Planning, is a fundamental problem in robotics and Artificial Intelligence. Due to an abundance of plausible future unravelings,…

Artificial Intelligence · Computer Science 2023-02-15 Andrey Zhitnikov , Vadim Indelman

Dynamic mode decomposition (DMD) is a versatile approach that enables the construction of low-order models from data. Controller design tasks based on such models require estimates and guarantees on predictive accuracy. In this work, we…

Systems and Control · Electrical Eng. & Systems 2020-03-24 Qiugang Lu , Sungho Shin , Victor M. Zavala

We consider the problem of reconstructing the paths of a set of points over time, where, at each of a finite set of moments in time the current positions of points in space are only accessible through some small number of their X-rays. This…

Data Structures and Algorithms · Computer Science 2018-11-08 Andreas Alpers , Peter Gritzmann

Dynamical system state estimation and parameter calibration problems are ubiquitous across science and engineering. Bayesian approaches to the problem are the gold standard as they allow for the quantification of uncertainties and enable…

Data Analysis, Statistics and Probability · Physics 2024-11-12 Kairui Hao , Ilias Bilionis

I introduce PEDAL -- a probabilistic epistemic logic meant to capture, in propositional dynamic terms, the epistemic state of an agent engaged in checking whether a program meets its specification. Semantically, PEDAL is built `on top of'…

Logic in Computer Science · Computer Science 2026-04-27 Shay Allen Logan

Probabilistic model checking can provide formal guarantees on the behavior of stochastic models relating to a wide range of quantitative properties, such as runtime, energy consumption or cost. But decision making is typically with respect…

Logic in Computer Science · Computer Science 2024-03-19 Ingy Elsayed-Aly , David Parker , Lu Feng

Diverse human motion prediction (HMP) aims to predict multiple plausible future motions given an observed human motion sequence. It is a challenging task due to the diversity of potential human motions while ensuring an accurate description…

Computer Vision and Pattern Recognition · Computer Science 2024-09-04 Hua Yu , Yaqing Hou , Wenbin Pei , Qiang Zhang

We introduce games with probabilistic uncertainty, a natural model for controller synthesis in which the controller observes the state of the system through imprecise sensors that provide correct information about the current state with a…

Computer Science and Game Theory · Computer Science 2012-07-03 Krishnendu Chatterjee , Martin Chmelik , Rupak Majumdar

With the advancement of robotics, machine learning, and machine perception, increasingly more robots will enter human environments to assist with daily tasks. However, dynamically-changing human environments requires reactive motion plans.…

Robotics · Computer Science 2017-08-08 Akshara Rai , Giovanni Sutanto , Stefan Schaal , Franziska Meier

We formulate and analyze a general class of stochastic dynamic games with asymmetric information arising in dynamic systems. In such games, multiple strategic agents control the system dynamics and have different information about the…

Computer Science and Game Theory · Computer Science 2015-10-26 Yi Ouyang , Hamidreza Tavafoghi , Demosthenis Teneketzis

A central problem in uncertainty quantification is how to characterize the impact that our incomplete knowledge about models has on the predictions we make from them. This question naturally lends itself to a probabilistic formulation, by…

Statistical Mechanics · Physics 2018-09-03 Giovanni Dematteis , Tobias Grafke , Eric Vanden-Eijnden

Dissipative particle dynamics (DPD) belongs to a class of models and computational algorithms developed to address mesoscale problems in complex fluids and soft matter in general. It is based on the notion of particles that represent…

Statistical Mechanics · Physics 2017-05-24 Pep Español , Patrick B Warren

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…

Machine Learning · Statistics 2022-06-22 Zhendong Wang , Ruijiang Gao , Mingzhang Yin , Mingyuan Zhou , David M. Blei
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