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In certain applications involving the solution of a Bayesian inverse problem, it may not be possible or desirable to evaluate the full posterior, e.g. due to the high computational cost of doing so. This problem motivates the use of…

Statistics Theory · Mathematics 2024-02-27 Han Cheng Lie , T. J. Sullivan , Aretha Teckentrup

Hamilton-Jacobi reachability methods for safety-critical control have been well studied, but the safety guarantees derived rely on the accuracy of the numerical computation. Thus, it is crucial to understand and account for any inaccuracies…

Systems and Control · Electrical Eng. & Systems 2022-12-15 Nikolaus Vertovec , Sina Ober-Blöbaum , Kostas Margellos

A framework is presented for fitting inverse problem models via variational Bayes approximations. This methodology guarantees flexibility to statistical model specification for a broad range of applications, good accuracy and reduced model…

Methodology · Statistics 2024-09-05 Luca Maestrini , Robert G. Aykroyd , Matt P. Wand

How can we perform efficient inference and learning in directed probabilistic models, in the presence of continuous latent variables with intractable posterior distributions, and large datasets? We introduce a stochastic variational…

Machine Learning · Statistics 2022-12-13 Diederik P Kingma , Max Welling

In computational inverse problems, it is common that a detailed and accurate forward model is approximated by a computationally less challenging substitute. The model reduction may be necessary to meet constraints in computing time when…

Methodology · Statistics 2018-02-14 Daniela Calvetti , Matthew M. Dunlop , Erkki Somersalo , Andrew M. Stuart

Bayesian estimation is a powerful theoretical paradigm for the operation of quantum sensors. However, the Bayesian method for statistical inference generally suffers from demanding calibration requirements that have so far restricted its…

Quantum Physics · Physics 2021-09-22 Samuel P. Nolan , Augusto Smerzi , Luca Pezzè

We present a data-driven method for computing approximate forward reachable sets using separating kernels in a reproducing kernel Hilbert space. We frame the problem as a support estimation problem, and learn a classifier of the support as…

Optimization and Control · Mathematics 2020-11-20 Adam J. Thorpe , Kendric R. Ortiz , Meeko M. K. Oishi

In this paper, we propose a data-driven reachability analysis approach for unknown system dynamics. Reachability analysis is an essential tool for guaranteeing safety properties. However, most current reachability analysis heavily relies on…

Systems and Control · Electrical Eng. & Systems 2021-09-14 Amr Alanwar , Anne Koch , Frank Allgöwer , Karl Henrik Johansson

Designing provably safe control is a core problem in trustworthy autonomy. However, most prior work in this regard assumes either that the system dynamics are known or deterministic, or that the state and action space are finite,…

Robotics · Computer Science 2026-02-04 Xinhang Ma , Junlin Wu , Yiannis Kantaros , Yevgeniy Vorobeychik

One often wishes for the ability to formally analyze large-scale systems---typically, however, one can either formally analyze a rather small system or informally analyze a large-scale system. This work tries to further close this…

Numerical Analysis · Mathematics 2020-08-06 Matthias Althoff

In this paper, we present a new estimator of the mean of a random vector, computed by applying some threshold function to the norm. Non asymptotic dimension-free almost sub-Gaussian bounds are proved under weak moment assumptions, using…

Statistics Theory · Mathematics 2018-02-14 Olivier Catoni , Ilaria Giulini

Stochastic dynamical systems have emerged as fundamental models across numerous application domains, providing powerful mathematical representations for capturing uncertain system behavior. In this paper, we address the problem of runtime…

Systems and Control · Electrical Eng. & Systems 2025-11-13 Shenghua Feng , Jie An , Fanjiang Xu

We propose and study a new privacy definition, termed Probably Approximately Correct (PAC) Privacy. PAC Privacy characterizes the information-theoretic hardness to recover sensitive data given arbitrary information disclosure/leakage…

Cryptography and Security · Computer Science 2023-06-21 Hanshen Xiao , Srinivas Devadas

This paper addresses the conservatism in data-driven reachability analysis for discrete-time linear systems subject to bounded process noise, where the system matrices are unknown and only input--state trajectory data are available.…

Systems and Control · Electrical Eng. & Systems 2026-04-07 Peng Xie , Davide M. Raimondo , Rolf Findeisen , Amr Alanwar

This work proposes a robust data-driven predictive control approach for unknown nonlinear systems in the presence of bounded process and measurement noise. Data-driven reachable sets are employed for the controller design instead of using…

Systems and Control · Electrical Eng. & Systems 2023-07-18 Mahsa Farjadnia , Amr Alanwar , Muhammad Umar B. Niazi , Marco Molinari , Karl Henrik Johansson

Probabilistic guarantees of safety and performance are important in constrained dynamical systems with stochastic uncertainty. We consider the stochastic reachability problem, which maximizes the probability that the state remains within…

Optimization and Control · Mathematics 2020-12-01 Abraham P. Vinod , Meeko M. K. Oishi

We focus on improving the accuracy of an approximate model of a multiscale dynamical system that uses a set of parameter-dependent terms to account for the effects of unresolved or neglected dynamics on resolved scales. We start by…

Computational Physics · Physics 2019-06-26 Balasubramanya T. Nadiga , Chiyu Jiang , Daniel Livescu

This work introduces an efficient novel approach for epistemic uncertainty estimation for ensemble models for regression tasks using pairwise-distance estimators (PaiDEs). Utilizing the pairwise-distance between model components, these…

Machine Learning · Computer Science 2025-09-29 Lucas Berry , David Meger

We develop data-driven algorithms for reachability analysis and control of systems with a priori unknown nonlinear dynamics. The resulting algorithms not only are suitable for settings with real-time requirements but also provide provable…

Systems and Control · Electrical Eng. & Systems 2021-12-20 Franck Djeumou , Abraham P. Vinod , Eric Goubault , Sylvie Putot , Ufuk Topcu

We employ the scenario approach to compute probably approximately correct (PAC) bounds on the average inter-sample time (AIST) generated by an unknown PETC system, based on a finite number of samples. We extend the scenario approach to…

Systems and Control · Electrical Eng. & Systems 2022-03-11 Andrea Peruffo , Manuel Mazo
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