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In engineering, it is a common desire to couple existing simulation tools together into one big system by passing information from subsystems as parameters into the subsystems under influence. As executed at fixed time points, this data…
Fast and precise propagation of satellite orbits is required for mission design, orbit determination and payload data analysis. We present a method to improve the computational performance of numerical propagators and simultaneously…
In this paper, we consider a network of processors aiming at cooperatively solving mixed-integer convex programs subject to uncertainty. Each node only knows a common cost function and its local uncertain constraint set. We propose a…
Simulation has become the evaluation method of choice for many areas of distributing computing research. However, most existing simulation packages have several limitations on the size and complexity of the system being modeled. Fine…
Nonparametric two-sample tests such as the Maximum Mean Discrepancy (MMD) are often used to detect differences between two distributions in machine learning applications. However, the majority of existing literature assumes that error-free…
Probability theory has become the predominant framework for quantifying uncertainty across scientific and engineering disciplines, with a particular focus on measurement and control systems. However, the widespread reliance on simple…
The belief propagation (BP) algorithm is widely applied to perform approximate inference on arbitrary graphical models, in part due to its excellent empirical properties and performance. However, little is known theoretically about when…
Probabilistic inference problems arise naturally in distributed systems such as sensor networks and teams of mobile robots. Inference algorithms that use message passing are a natural fit for distributed systems, but they must be robust to…
A multifidelity method for the nonlinear propagation of uncertainties in the presence of stochastic accelerations is presented. The proposed algorithm treats the uncertainty propagation (UP) problem by separating the propagation of the…
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,…
Floating-point computations are quickly finding their way in the design of safety- and mission-critical systems, despite the fact that designing floating-point algorithms is significantly more difficult than designing integer algorithms.…
In this paper we consider the inference rules of System P in the framework of coherent imprecise probabilistic assessments. Exploiting our algorithms, we propagate the lower and upper probability bounds associated with the conditional…
Cosimulation methods allow combination of simulation tools of physical systems running in parallel to act as a single simulation environment for a big system. As data is passed across subsystem boundaries instead of solving the system as…
Validation is often defined as the process of determining the degree to which a model is an accurate representation of the real world from the perspective of its intended uses. Validation is crucial as industries and governments depend…
While the traditional viewpoint in machine learning and statistics assumes training and testing samples come from the same population, practice belies this fiction. One strategy -- coming from robust statistics and optimization -- is thus…
A novel approach is suggested for improving the accuracy of fault detection in distribution networks. This technique combines adaptive probability learning and waveform decomposition to optimize the similarity of features. Its objective is…
We propose a robust optimization approach for constructing confidence bands for stochastic processes using a finite number of simulated sample paths. Our approach can be used to quantify uncertainty in realizations of stochastic processes…
Spatial prediction tasks are key to weather forecasting, studying air pollution impacts, and other scientific endeavors. Determining how much to trust predictions made by statistical or physical methods is essential for the credibility of…
We study the susceptibility propagation, a message-passing algorithm to compute correlation functions. It is applied to constraint satisfaction problems and its accuracy is examined. As a heuristic method to find a satisfying assignment, we…
You measure the value of a quantity x for a number of systems (cells, molecules, people, chunks of metal, DNA vectors, etc.). You repeat the whole set of measures in different occasions or assays, which you try to design as equal to one…