Related papers: Model Predictive Optimized Path Integral Strategie…

Adaptive importance sampling (AIS) algorithms are widely used to approximate expectations with respect to complicated target probability distributions. When the target has heavy tails, existing AIS algorithms can provide inconsistent…

Autonomous driving vehicles aim to free the hands of vehicle operators, helping them to drive easier and faster, meanwhile, improving the safety of driving on the highway or in complex scenarios. Automated driving systems (ADS) are…

This paper proposes Constrained Sampling Cluster Model Predictive Path Integral (CSC-MPPI), a novel constrained formulation of MPPI designed to enhance trajectory optimization while enforcing strict constraints on system states and control…

Statistical estimation often involves tradeoffs between expensive, high-quality measurements and a variety of lower-quality proxies. We introduce Multiple-Prediction-Powered Inference (MultiPPI): a general framework for constructing…

In this paper, we present a novel Model Predictive Control method for autonomous robots subject to arbitrary forms of uncertainty. The proposed Risk-Aware Model Predictive Path Integral (RA-MPPI) control utilizes the Conditional…

Iterated sampling importance resampling (i-SIR) is a Markov chain Monte Carlo (MCMC) algorithm which is based on $N$ independent proposals. As $N$ grows, its samples become nearly independent, but with an increased computational cost. We…

We systematically review the Variational Optimization, Variational Inference and Stochastic Search perspectives on sampling-based dynamic optimization and discuss their connections to state-of-the-art optimizers and Stochastic Optimal…

For a nonlinear stochastic path planning problem, sampling-based algorithms generate thousands of random sample trajectories to find the optimal path while guaranteeing safety by Lagrangian penalty methods. However, the sampling-based…

Accurately controlling a robotic system in real time is a challenging problem. To address this, the robotics community has adopted various algorithms, such as Model Predictive Control (MPC) and Model Predictive Path Integral (MPPI) control.…

Sampling-based Model Predictive Control (MPC) is a flexible control framework that can reason about non-smooth dynamics and cost functions. Recently, significant work has focused on the use of machine learning to improve the performance of…

We describe an adaptive importance sampling algorithm for rare events that is based on a dual stochastic control formulation of a path sampling problem. Specifically, we focus on path functionals that have the form of cumulate generating…

Decentralized collision avoidance is a core challenge for scalable multi-robot systems. One of the promising approaches to tackle this problem is Model Predictive Path Integral (MPPI) -- a framework that naturally handles arbitrary motion…

Importance Sampling (IS) is a widely used variance reduction technique for enhancing the efficiency of Monte Carlo methods, particularly in rare-event simulation and related applications. Despite its effectiveness, the performance of IS is…

Reinforcement learning (RL) algorithms for continuous control tasks require accurate sampling-based action selection. Many tasks, such as robotic manipulation, contain inherent problem symmetries. However, correctly incorporating symmetry…

Sampling-based model predictive control (MPC) optimization methods, such as Model Predictive Path Integral (MPPI), have recently shown promising results in various robotic tasks. However, it might produce an infeasible trajectory when the…

In this paper, we consider a class of continuous-time, continuous-space stochastic optimal control problems. Building upon recent advances in Markov chain approximation methods and sampling-based algorithms for deterministic path planning,…

Sampling rare events in metastable dynamical systems is often a computationally expensive task and one needs to resort to enhanced sampling methods such as importance sampling. Since we can formulate the problem of finding optimal…

Sampling from a multimodal distribution is a fundamental and challenging problem in computational science and statistics. Among various approaches proposed for this task, one popular method is Annealed Importance Sampling (AIS). In this…

We consider a continuous-time continuous-space stochastic optimal control problem, where the controller lacks exact knowledge of the underlying diffusion process, relying instead on a finite set of historical disturbance trajectories. In…

We propose a new Monte Carlo method for sampling from multimodal distributions. The idea of this technique is based on splitting the task into two: finding the modes of a target distribution $\pi$ and sampling, given the knowledge of the…