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Multivariate time series (MTS) data are becoming increasingly ubiquitous in diverse domains, e.g., IoT systems, health informatics, and 5G networks. To obtain an effective representation of MTS data, it is not only essential to consider…

Machine Learning · Computer Science 2020-10-06 Yang Jiao , Kai Yang , Shaoyu Dou , Pan Luo , Sijia Liu , Dongjin Song

In the context of multiple hypotheses testing, the proportion $\pi_0$ of true null hypotheses in the pool of hypotheses to test often plays a crucial role, although it is generally unknown a priori. A testing procedure using an implicit or…

Statistics Theory · Mathematics 2009-02-17 Gilles Blanchard , Etienne Roquain

Response-adaptive designs allow the randomization probabilities to change during the course of a trial based on cumulated response data, so that a greater proportion of patients can be allocated to the better performing treatments. A major…

Methodology · Statistics 2020-06-03 David S. Robertson , James M. S. Wason

This paper develops some extensions to the work of [1] which studied the continuous-time adaptive output tracking control schemes with the reference output signal generated from an unknown reference model system. The presented extensions…

Systems and Control · Electrical Eng. & Systems 2024-12-17 Gang Tao

In this paper, the problem of error control of stepwise multiple testing procedures is considered. For two-sided hypotheses, control of both type 1 and type 3 (or directional) errors is required, and thus mixed directional familywise error…

Statistics Theory · Mathematics 2016-02-10 Wenge Guo , Joseph P. Romano

Learning to perform perfect tracking tasks based on measurement data is desirable in the controller design of systems operating repetitively. This motivates the present paper to seek an optimization-based design approach for iterative…

Systems and Control · Electrical Eng. & Systems 2019-08-08 Deyuan Meng , Jingyao Zhang

Stochastic minimax optimization on Riemannian manifolds has recently attracted significant attention due to its broad range of applications, such as robust training of neural networks and robust maximum likelihood estimation. Existing…

Optimization and Control · Mathematics 2026-02-11 Hongye Wang , Chang He , Bo Jiang

Step adjustment can improve the gait robustness of biped robots, however the adaptation of step timing is often neglected as it gives rise to non-convex problems when optimized over several footsteps. In this paper, we argue that it is not…

Robotics · Computer Science 2020-03-19 Majid Khadiv , Alexander Herzog , S. Ali A. Moosavian , Ludovic Righetti

This paper considers inference for conditional moment inequality models using a multiscale statistic. We derive the asymptotic distribution of this test statistic and use the result to propose feasible critical values that have a simple…

Applications · Statistics 2015-12-10 Timothy B. Armstrong , Hock Peng Chan

This paper proposes a hierarchical adaptive sampling scheme for passivity characterization of large-scale linear lumped macromodels. Here, large-scale is intended both in terms of dynamic order and especially number of input/output ports.…

Computational Engineering, Finance, and Science · Computer Science 2020-11-06 Marco De Stefano , Stefano Grivet-Talocia , Torben Wendt , Cheng Yang , Christian Schuster

Many practical applications of optimal control are subject to real-time computational constraints. When applying model predictive control (MPC) in these settings, respecting timing constraints is achieved by limiting the number of…

Optimization and Control · Mathematics 2024-12-16 Anusha Srikanthan , Aren Karapetyan , Vijay Kumar , Nikolai Matni

Multi-stage stochastic programming is a well-established framework for sequential decision making under uncertainty by seeking policies that are fully adapted to the uncertainty. Often such flexible policies are not desirable, and the…

Optimization and Control · Mathematics 2024-08-06 Beste Basciftci , Shabbir Ahmed , Nagi Gebraeel

We report on recent work on adaptive timestep control for weakly instationary gas flows [16, 18, 17] carried out within SFB 401, TPA3. The method which we implement and extend is a space-time splitting of adjoint error representations for…

Numerical Analysis · Mathematics 2014-05-22 Sebastian Noelle , Christina Steiner

We derived a number of numerical methods to treat biomolecular systems with multiple time scales. Based on the splitting of the operators associated with the slow-varying and fast-varying forces, new multiple time-stepping (MTS) methods are…

Numerical Analysis · Mathematics 2015-01-15 Chao Liang , Xiaolan Yuan , Xiantao Li

Computational multi-scale methods capitalize on a large time-scale separation to efficiently simulate slow dynamics over long time intervals. For stochastic systems, one often aims at resolving the statistics of the slowest dynamics. This…

Numerical Analysis · Mathematics 2021-05-14 Kristian Debrabant , Giovanni Samaey , Przemysław Zieliński

We propose a novel flexible-step model predictive control algorithm for unknown linear time-invariant discrete-time systems. The goal is to asymptotically stabilize the system without relying on a pre-collected dataset that describes its…

Optimization and Control · Mathematics 2025-10-02 Markus Pietschner , Christian Ebenbauer , Bahman Gharesifard , Raik Suttner

Most studies in multiparameter estimation assume the dynamics is fixed and focus on identifying the optimal probe state and the optimal measurements. In practice, however, controls are usually available to alter the dynamics, which provides…

Quantum Physics · Physics 2017-10-30 Jing Liu , Haidong Yuan

A single-step high-order implicit time integration scheme with controllable numerical dissipation at high frequencies is presented for the transient analysis of structural dynamic problems. The amount of numerical dissipation is controlled…

Numerical Analysis · Mathematics 2023-09-29 Chongmin Song , Xiaoran Zhang , Sascha Eisenträger , Ankit Ankit

This paper addresses the design and analysis of a multivariable gradient-based stochastic extremum-seeking control method for multi-input systems with arbitrary input delays. The approach accommodates systems with distinct time delays…

Optimization and Control · Mathematics 2024-11-19 Paulo Cesar Souza Silva , Paulo Cesar Pellanda , Tiago Roux Oliveira

We propose a self adjusting multirate method based on the TR-BDF2 solver. The potential advantages of using TR-BDF2 as the key component of a multirate framework are highlighted. A linear stability analysis of the resulting approach is…

Numerical Analysis · Mathematics 2018-01-30 Luca Bonaventura , Francesco Casella , Ludovica Delpopolo , Akshay Ranade
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