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Importance sampling (IS) is a powerful Monte Carlo methodology for the approximation of intractable integrals, very often involving a target probability density function. The performance of IS heavily depends on the appropriate selection of…

Computation · Statistics 2023-06-22 Víctor Elvira , Emilie Chouzenoux , Ömer Deniz Akyildiz , Luca Martino

In this paper, we open up new avenues for visual servoing systems built upon the Path Integral (PI) optimal control theory, in which the non-linear partial differential equation (PDE) can be transformed into an expectation over all possible…

Robotics · Computer Science 2022-01-03 Ihab S. Mohamed

Path integral (PI) control problems are a restricted class of non-linear control problems that can be solved formally as a Feyman-Kac path integral and can be estimated using Monte Carlo sampling. In this contribution we review path…

Systems and Control · Computer Science 2016-03-23 Hilbert Johan Kappen , Hans Christian Ruiz

Motion planning for autonomous vehicles (AVs) in dense traffic is challenging, often leading to overly conservative behavior and unmet planning objectives. This challenge stems from the AVs' limited ability to anticipate and respond to the…

Robotics · Computer Science 2025-07-17 Kanghyun Ryu , Minjun Sung , Piyush Gupta , Jovin D'sa , Faizan M. Tariq , David Isele , Sangjae Bae

Alongside optimization-based planners, sampling-based approaches are often used in trajectory planning for autonomous driving due to their simplicity. Model predictive path integral control is a framework that builds upon optimization…

Robotics · Computer Science 2026-02-09 Georg Rabenstein , Lars Ullrich , Knut Graichen

The Adaptive Multiple Importance Sampling (AMIS) algorithm is aimed at an optimal recycling of past simulations in an iterated importance sampling scheme. The difference with earlier adaptive importance sampling implementations like…

Computation · Statistics 2011-10-04 Jean-Marie Cornuet , Jean-Michel Marin , Antonietta Mira , Christian P. Robert

In this paper, we present a new trajectory optimization algorithm for stochastic linear systems which combines Model Predictive Path Integral (MPPI) control with Constrained Covariance Steering (CSS) to achieve high performance with safety…

Optimization and Control · Mathematics 2022-04-21 Isin M. Balci , Efstathios Bakolas , Bogdan Vlahov , Evangelos Theodorou

Roll-to-roll (R2R) manufacturing is a continuous processing technology essential for scalable production of thin-film materials and printed electronics, but precise control remains challenging due to subsystem interactions, nonlinearities,…

Systems and Control · Electrical Eng. & Systems 2026-01-21 Christopher Martin , Apurva Patil , Wei Li , Takashi Tanaka , Dongmei Chen

This work explores the nature of augmented importance sampling in safety-constrained model predictive control problems. When operating in a constrained environment, sampling based model predictive control and motion planning typically…

Systems and Control · Electrical Eng. & Systems 2022-04-13 Manan Gandhi , Hassan Almubarak , Yuichiro Aoyama , Evangelos Theodorou

More than twenty years after its introduction, Annealed Importance Sampling (AIS) remains one of the most effective methods for marginal likelihood estimation. It relies on a sequence of distributions interpolating between a tractable…

Machine Learning · Statistics 2022-10-25 Arnaud Doucet , Will Grathwohl , Alexander G. D. G. Matthews , Heiko Strathmann

Model predictive path integral (MPPI) control has recently received a lot of attention, especially in the robotics and reinforcement learning communities. This letter aims to make the MPPI control framework more accessible to the optimal…

Systems and Control · Electrical Eng. & Systems 2025-12-05 Hannes Homburger , Florian Messerer , Moritz Diehl , Johannes Reuter

Robotic systems must be able to quickly and robustly make decisions when operating in uncertain and dynamic environments. While Reinforcement Learning (RL) can be used to compute optimal policies with little prior knowledge about the…

Robotics · Computer Science 2016-09-13 Yunpeng Pan , Xinyan Yan , Evangelos Theodorou , Byron Boots

Among Monte Carlo techniques, the importance sampling requires fine tuning of a proposal distribution, which is now fluently resolved through iterative schemes. The Adaptive Multiple Importance Sampling (AMIS) of Cornuet et al. (2012)…

Computation · Statistics 2014-05-27 Jean-Michel Marin , Pierre Pudlo , Mohammed Sedki

This paper considers optimal control of dynamical systems which are represented by nonlinear stochastic differential equations. It is well-known that the optimal control policy for this problem can be obtained as a function of a value…

Robotics · Computer Science 2014-05-30 Oktay Arslan , Evangelos Theodorou , Panagiotis Tsiotras

We present Path Integral Sampler~(PIS), a novel algorithm to draw samples from unnormalized probability density functions. The PIS is built on the Schr\"odinger bridge problem which aims to recover the most likely evolution of a diffusion…

Machine Learning · Computer Science 2022-03-11 Qinsheng Zhang , Yongxin Chen

This paper presents a novel Stochastic Optimal Control (SOC) method based on Model Predictive Path Integral control (MPPI), named Stein Variational Guided MPPI (SVG-MPPI), designed to handle rapidly shifting multimodal optimal action…

Robotics · Computer Science 2024-03-04 Kohei Honda , Naoki Akai , Kosuke Suzuki , Mizuho Aoki , Hirotaka Hosogaya , Hiroyuki Okuda , Tatsuya Suzuki

Recently, Model Predictive Path Integral (MPPI) control algorithm has been extensively applied to autonomous navigation tasks, where the cost map is mostly assumed to be known and the 2D navigation tasks are only performed. In this paper,…

Robotics · Computer Science 2020-10-15 Ihab S. Mohamed , Guillaume Allibert , Philippe Martinet

This paper presents a tutorial and survey on Probabilistic Inference-based Model Predictive Control (PI-MPC). PI-MPC reformulates finite-horizon optimal control as inference over an optimal control distribution expressed as a Boltzmann…

Robotics · Computer Science 2026-04-09 Kohei Honda

Importance sampling (IS) is a Monte Carlo technique for the approximation of intractable distributions and integrals with respect to them. The origin of IS dates from the early 1950s. In the last decades, the rise of the Bayesian paradigm…

Computation · Statistics 2024-06-21 Víctor Elvira , Luca Martino

Model Predictive Path Integral control is a powerful sampling-based approach suitable for complex robotic tasks due to its flexibility in handling nonlinear dynamics and non-convex costs. However, its applicability in real-time,…

Robotics · Computer Science 2025-12-15 Tommaso Belvedere , Michael Ziegltrum , Giulio Turrisi , Valerio Modugno