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A risk analyst assesses potential financial losses based on multiple sources of information. Often, the assessment does not only depend on the specification of the loss random variable but also various economic scenarios. Motivated by this…

Risk Management · Quantitative Finance 2023-10-02 Tolulope Fadina , Yang Liu , Ruodu Wang

Ensuring the safety of autonomous vehicles, given the uncertainty in sensing other road users, is an open problem. Moreover, separate safety specifications for perception and planning components raise how to assess the overall system…

Multiagent Systems · Computer Science 2021-07-22 Julian Bernhard , Patrick Hart , Amit Sahu , Christoph Schöller , Michell Guzman Cancimance

This paper explores the theoretical limits of using discrete abstractions for nonlinear control synthesis. More specifically, we consider the problem of deciding continuous-time control with temporal logic specifications. We prove that…

Systems and Control · Computer Science 2019-03-18 Jun Liu

We address a specific but recurring problem related to sampled linear systems. In particular, we provide a numerical method for the rigorous verification of constraint satisfaction for linear continuous-time systems between sampling…

Optimization and Control · Mathematics 2016-03-30 Moritz Schulze Darup

We analyze the practices of reservoir computing in the framework of statistical learning theory. In particular, we derive finite sample upper bounds for the generalization error committed by specific families of reservoir computing systems…

Machine Learning · Computer Science 2019-10-31 Lukas Gonon , Lyudmila Grigoryeva , Juan-Pablo Ortega

We consider the problem of deciding on sampling strategy, in particular sampling design. We propose a risk measure, whose minimizing value guides the choice. The method makes use of a superpopulation model and takes into account uncertainty…

Methodology · Statistics 2020-07-06 Edgar Bueno , Dan Hedlin

Calibrating blackbox machine learning models to achieve risk control is crucial to ensure reliable decision-making. A rich line of literature has been studying how to calibrate a model so that its predictions satisfy explicit finite-sample…

Machine Learning · Statistics 2025-06-02 Victor Li , Baiting Chen , Yuzhen Mao , Qi Lei , Zhun Deng

Background: Clinical prediction models are increasingly used to inform healthcare decisions, but determining the minimum sample size for their development remains a critical and unresolved challenge. Inadequate sample sizes can lead to…

Machine Learning · Computer Science 2026-03-02 Diana Shamsutdinova , Felix Zimmer , Oyebayo Ridwan Olaniran , Sarah Markham , Daniel Stahl , Gordon Forbes , Ewan Carr

We consider the problem of hypothesis testing for discrete distributions. In the standard model, where we have sample access to an underlying distribution $p$, extensive research has established optimal bounds for uniformity testing,…

Machine Learning · Computer Science 2024-12-03 Maryam Aliakbarpour , Piotr Indyk , Ronitt Rubinfeld , Sandeep Silwal

While Robust Model Predictive Control considers the worst-case system uncertainty, Stochastic Model Predictive Control, using chance constraints, provides less conservative solutions by allowing a certain constraint violation probability…

Systems and Control · Electrical Eng. & Systems 2021-06-17 Tim Brüdigam , Victor Gaßmann , Dirk Wollherr , Marion Leibold

We consider the problem of repetitive scenario design where one has to solve repeatedly a scenario design problem and can adjust the sample size (number of scenarios) to obtain a desired level of risk (constraint violation probability). We…

Optimization and Control · Mathematics 2025-09-08 Guillaume O. Berger , Raphaël M. Jungers

In this paper, we solve the problem of finding a certified control policy that drives a robot from any given initial state and under any bounded disturbance to the desired reference trajectory, with guarantees on the convergence or bounds…

Robotics · Computer Science 2020-11-26 Dawei Sun , Susmit Jha , Chuchu Fan

Model-based reinforcement learning has the potential to be more sample efficient than model-free approaches. However, existing model-based methods are vulnerable to model bias, which leads to poor generalization and asymptotic performance…

Machine Learning · Computer Science 2019-06-27 Tung-Long Vuong , Kenneth Tran

This paper presents a scenario generation framework that creates diverse, parametrized, and safety-critical driving situations to validate the safety features of autonomous vehicles in simulation [15]. By modeling factors such as road…

Systems and Control · Electrical Eng. & Systems 2026-04-09 Kiruthiga Chandra Shekar , Aliasghar Moj Arab

This work explores the trade-off between the number of samples required to accurately build models of dynamical systems and the degradation of performance in various control objectives due to a coarse approximation. In particular, we show…

Optimization and Control · Mathematics 2017-12-01 Stephen Tu , Ross Boczar , Andrew Packard , Benjamin Recht

In recent years, formal methods have been extensively used in the design of autonomous systems. By employing mathematically rigorous techniques, formal methods can provide fully automated reasoning processes with provable safety guarantees…

Systems and Control · Electrical Eng. & Systems 2024-02-21 Xiang Yin , Bingzhao Gao , Xiao Yu

As the complexity of control systems increases, the need for systematic methods to guarantee their efficacy grows as well. However, direct testing of these systems is oftentimes costly, difficult, or impractical. As a result, the test and…

Systems and Control · Electrical Eng. & Systems 2021-09-10 Prithvi Akella , Ugo Rosolia , Aaron D. Ames

In this paper, we consider the problem of synthesizing a controller in the presence of uncertainty such that the resulting closed-loop system satisfies certain hard constraints while optimizing certain (soft) performance objectives. We…

Systems and Control · Electrical Eng. & Systems 2022-10-17 Navid Hashemi , Xin Qin , Jyotirmoy V. Deshmukh , Georgios Fainekos , Bardh Hoxha , Danil Prokhorov , Tomoya Yamaguchi

Reactive computer systems bear inherent complexity due to continuous interactions with their environment. While this environment often proves to be uncontrollable, we still want to ensure that critical computer systems will not fail, no…

Computer Science and Game Theory · Computer Science 2012-10-19 Mickael Randour

Risk assessment of a robot in controlled environments, such as laboratories and proving grounds, is a common means to assess, certify, validate, verify, and characterize the robots' safety performance before, during, and even after their…

Robotics · Computer Science 2025-01-29 Linda Capito , Guillermo A. Castillo , Bowen Weng