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In this manuscript, we present a novel approach for sampling from a continuous multivariate probability distribution, which may either be explicitly known (up to a normalization factor) or represented via empirical samples. Our method…

Machine Learning · Statistics 2025-03-14 Hamidreza Behjoo , Michael Chertkov

Distributed control algorithms are known to reduce overall computation time compared to centralized control algorithms. However, they can result in inconsistent solutions leading to the violation of safety-critical constraints. Inconsistent…

Systems and Control · Electrical Eng. & Systems 2024-11-26 Julius Beerwerth , Maximilian Kloock , Bassam Alrifaee

Importance sampling (IS) is a powerful Monte Carlo (MC) technique for approximating intractable integrals, for instance in Bayesian inference. The performance of IS relies heavily on the appropriate choice of the so-called proposal…

Computation · Statistics 2024-12-30 Ali Mousavi , Víctor Elvira

In the partially-observed outcome setting, a recent set of proposals known as "prediction-powered inference" (PPI) involve (i) applying a pre-trained machine learning model to predict the response, and then (ii) using these predictions to…

Methodology · Statistics 2026-02-12 Runjia Zou , Daniela Witten , Brian Williamson

Traditionally, prediction and planning in autonomous driving (AD) have been treated as separate, sequential modules. Recently, there has been a growing shift towards tighter integration of these components, known as Integrated Prediction…

Diffusion-based samplers -- Score Based Diffusions, Bridge Diffusions and Path Integral Diffusions -- match a target at terminal time, but the real leverage comes from choosing the schedule that governs the intermediate-time dynamics. We…

Machine Learning · Computer Science 2025-12-16 Michael Chertkov , Hamidreza Behjoo

Particle smoothing methods are used for inference of stochastic processes based on noisy observations. Typically, the estimation of the marginal posterior distribution given all observations is cumbersome and computational intensive. In…

Machine Learning · Computer Science 2017-05-24 H. -Ch. Ruiz , H. J. Kappen

This paper improves the performance of RRT$^*$-like sampling-based path planners by combining admissible informed sampling and local sampling (i.e., sampling the neighborhood of the current solution). An adaptive strategy regulates the…

Robotics · Computer Science 2024-04-16 Marco Faroni , Nicola Pedrocchi , Manuel Beschi

This paper proposes an iterative distributionally robust model predictive control (MPC) scheme to solve a risk-constrained infinite-horizon optimal control problem. In each iteration, the algorithm generates a trajectory from the starting…

Optimization and Control · Mathematics 2023-08-23 Alireza Zolanvari , Ashish Cherukuri

Sequential directional importance sampling (SDIS) is an efficient adaptive simulation method for estimating failure probabilities. It expresses the failure probability as the product of a group of integrals that are easy to estimate,…

Methodology · Statistics 2024-10-31 Kai Chenga , Iason Papaioannou , Daniel Straub

Effective exploration remains a central challenge in model-based reinforcement learning (MBRL), particularly in high-dimensional continuous control tasks where sample efficiency is crucial. A prominent line of recent work leverages learned…

Machine Learning · Computer Science 2026-05-22 Álvaro Serra-Gomez , Daniel Jarne Ornia , Dhruva Tirumala , Thomas Moerland

In a conventional supervised learning setting, a machine learning model has access to examples of all object classes that are desired to be recognized during the inference stage. This results in a fixed model that lacks the flexibility to…

Computer Vision and Pattern Recognition · Computer Science 2020-01-27 Jathushan Rajasegaran , Munawar Hayat , Salman Khan , Fahad Shahbaz Khan , Ling Shao , Ming-Hsuan Yang

We explore efficient estimation of statistical quantities, particularly rare event probabilities, for stochastic reaction networks. Consequently, we propose an importance sampling (IS) approach to improve the Monte Carlo (MC) estimator…

Numerical Analysis · Mathematics 2024-03-12 Chiheb Ben Hammouda , Nadhir Ben Rached , Raúl Tempone , Sophia Wiechert

Piecewise regression is a versatile approach used in various disciplines to approximate complex functions from limited, potentially noisy data points. In control, piecewise regression is, e.g., used to approximate the optimal control law of…

Optimization and Control · Mathematics 2024-07-10 Dieter Teichrib , Moritz Schulze Darup

This paper proposes a novel framework for addressing the challenge of autonomous overtaking and obstacle avoidance, which incorporates the overtaking path planning into Gaussian Process-based model predictive control (GPMPC). Compared with…

Robotics · Computer Science 2021-01-26 Wenjun Liu , Chang Liu , Guang Chen , Peng Hang , Alois Knoll

Preferences play a key role in determining what goals/constraints to satisfy when not all constraints can be satisfied simultaneously. In this paper, we study how to synthesize preference satisfying plans in stochastic systems, modeled as…

Artificial Intelligence · Computer Science 2022-10-06 Abhishek N. Kulkarni , Jie Fu

Bayesian neural networks (BNNs) have received an increased interest in the last years. In BNNs, a complete posterior distribution of the unknown weight and bias parameters of the network is produced during the training stage. This…

Machine Learning · Computer Science 2023-04-14 Yunshi Huang , Emilie Chouzenoux , Victor Elvira , Jean-Christophe Pesquet

This paper investigates the use of stratified sampling as a variance reduction technique for approximating integrals over large dimensional spaces. The accuracy of this method critically depends on the choice of the space partition, the…

Probability · Mathematics 2009-09-15 Pierre Etoré , Gersende Fort , Benjamin Jourdain , Eric Moulines

Autonomous vehicles are the upcoming solution to most transportation problems such as safety, comfort and efficiency. The steering control is one of the main important tasks in achieving autonomous driving. Model predictive control (MPC) is…

Optimization and Control · Mathematics 2025-09-23 Yassine Kebbati , Vicenç Puig , Naima Ait-Oufroukh , Vincent Vigneron , Dalil Ichalal

In Path Integral control problems a representation of an optimally controlled dynamical system can be formally computed and serve as a guidepost to learn a parametrized policy. The Path Integral Cross-Entropy (PICE) method tries to exploit…

Systems and Control · Electrical Eng. & Systems 2020-05-14 Dominik Thalmeier , Hilbert J. Kappen , Simone Totaro , Vicenç Gómez