Related papers: Validation of Composite Systems by Discrepancy Pro…
In top-down multi-level design methodologies, design descriptions at higher levels of abstraction are incrementally refined to the final realizations. Simulation based techniques have traditionally been used to verify that such model…
Simulation can enable the study of recommender system (RS) evolution while circumventing many of the issues of empirical longitudinal studies; simulations are comparatively easier to implement, are highly controlled, and pose no ethical…
We present a distribution optimization framework that significantly improves confidence bounds for various risk measures compared to previous methods. Our framework encompasses popular risk measures such as the entropic risk measure,…
Many problems in science and engineering require making predictions based on few observations. To build a robust predictive model, these sparse data may need to be augmented with simulated data, especially when the design space is…
Formal verification has been successfully developed in computer science for verifying combinatorial classes of models and specifications. In like manner, formal verification methods have been developed for dynamical systems. However, the…
In this paper, we consider convex feasibility problems where the underlying sets are loosely coupled, and we propose several algorithms to solve such problems in a distributed manner. These algorithms are obtained by applying proximal…
Message passing algorithms have proved surprisingly successful in solving hard constraint satisfaction problems on sparse random graphs. In such applications, variables are fixed sequentially to satisfy the constraints. Message passing is…
Design-based inference, also known as randomization-based or finite-population inference, provides a principled framework for trustworthy statistical inference by attributing randomness solely to the design mechanism (e.g., treatment…
We present an extension to the robust phase estimation protocol, which can identify incorrect results that would otherwise lie outside the expected statistical range. Robust phase estimation is increasingly a method of choice for…
The assumption of no unmeasured confounders is a critical but unverifiable assumption required for causal inference yet quantitative sensitivity analyses to assess robustness of real-world evidence remains underutilized. The lack of use is…
In many real-world dynamical systems, obtaining precise models of system uncertainty remains a challenge. It may be difficult to estimate noise distributions or robustness bounds, especially when the distributions/robustness bounds vary…
In order to mitigate the sample complexity of real-world reinforcement learning, common practice is to first train a policy in a simulator where samples are cheap, and then deploy this policy in the real world, with the hope that it…
This paper focuses on the distributed static estimation problem and a Belief Propagation (BP) based estimation algorithm is proposed. We provide a complete analysis for convergence and accuracy of it. More precisely, we offer conditions…
Gaussian belief propagation (BP) is a computationally efficient method to approximate the marginal distribution and has been widely used for inference with high dimensional data as well as distributed estimation in large-scale networks.…
Biasing or importance sampling is a powerful technique in Monte Carlo radiative transfer, and can be applied in different forms to increase the accuracy and efficiency of simulations. One of the drawbacks of the use of biasing is the…
Fast and precise propagation of satellite orbits is required for mission design, orbit determination in support of operations and payload data analysis. This demand must also comply with the different accuracy requirements set by a growing…
We analyze different types of simulations that applied researchers can use to assess whether their inference methods reliably control false-positive rates. We show that different assessments involve trade-offs, varying in the types of…
This paper proposes new parametric model adequacy tests for possibly nonlinear and nonstationary time series models with noncontinuous data distribution, which is often the case in applied work. In particular, we consider the correct…
We develop a way of simulating disease spread in networks faster at the cost of some accuracy. Instead of a discrete event simulation (DES) we use a discrete time simulation. This aggregates events into time periods. We prove a bound on the…
Uncertainty propagation in nonlinear dynamic systems remains an outstanding problem in scientific computing and control. Numerous approaches have been developed, but are limited in their capability to tackle problems with more than a few…