Related papers: A Robust Probabilistic Approach to Stochastic Subs…
Numerous practical medical problems often involve data that possess a combination of both sparse and non-sparse structures. Traditional penalized regularizations techniques, primarily designed for promoting sparsity, are inadequate to…
Dynamic inference problems in autoregressive (AR/ARMA/ARIMA), exponential smoothing, and navigation are often formulated and solved using state-space models (SSM), which allow a range of statistical distributions to inform innovations and…
Operational Modal Analysis (OMA) provides essential insights into the structural dynamics of an Offshore Wind Turbine (OWT). In these dynamics, damping is considered an especially important parameter as it governs the magnitude of the…
In the current data-intensive era, big data has become a significant asset for Artificial Intelligence (AI), serving as a foundation for developing data-driven models and providing insight into various unknown fields. This study navigates…
Object pose estimation is a fundamental problem in robotics and computer vision, yet it remains challenging due to partial observability, occlusions, and object symmetries, which inevitably lead to pose ambiguity and multiple hypotheses…
Autonomous hazard detection and avoidance is a key technology for future landing missions in unknown surface conditions. Current state-of-the-art stochastic algorithms assume simple Gaussian measurement noise on dense, high-fidelity digital…
In this paper, we propose a novel approach for the data-driven characterization of power system dynamics. The developed method of Extended Subspace Identification (ESI) is suitable for systems with output measurements when all the dynamics…
Bayesian simulation-based inference (SBI) methods are used in statistical models where simulation is feasible but the likelihood is intractable. Standard SBI methods can perform poorly in cases of model misspecification, and there has been…
We develop an implementable stochastic proximal point (SPP) method for a class of weakly convex, composite optimization problems. The proposed stochastic proximal point algorithm incorporates a variance reduction mechanism and the resulting…
Integrating probability and non-probability samples is increasingly important, yet unknown sampling mechanisms in non-probability sources complicate identification and efficient estimation. We develop semiparametric theory for dual-frame…
The modeling of dynamical systems is essential in many fields, but applying machine learning techniques is often challenging due to incomplete or noisy data. This study introduces a variant of stochastic interpolation (SI) for probabilistic…
Motivated by multi-user optimization problems and non-cooperative Nash games in uncertain regimes, we consider stochastic Cartesian variational inequalities (SCVI) where the set is given as the Cartesian product of a collection of component…
Many challenges in science and engineering, such as drug discovery and communication network design, involve optimizing complex and expensive black-box functions across vast search spaces. Thus, it is essential to leverage existing data to…
We present a new method for stochastic shape optimisation of engineering structures. The method generalises an existing deterministic scheme, in which the structure is represented and evolved by a level-set method coupled with mathematical…
Spatial regression of random fields based on potentially biased sensing information is proposed in this paper. One major concern in such applications is that since it is not known a-priori what the accuracy of the collected data from each…
We present a novel deep learning-based framework: Embedded Feature Similarity Optimization with Specific Parameter Initialization (SOPI) for 2D/3D medical image registration which is a most challenging problem due to the difficulty such as…
This paper proposes low-complexity algorithms for finding approximate second-order stationary points (SOSPs) of problems with smooth non-convex objective and linear constraints. While finding (approximate) SOSPs is computationally…
In this paper, a sampling-based Stochastic Model Predictive Control algorithm is proposed for discrete-time linear systems subject to both parametric uncertainties and additive disturbances. One of the main drivers for the development of…
Optimization problems often involve vector norms, which has led to extensive research on developing algorithms that can handle objectives beyond the $\ell_p$ norms. Our work introduces the concept of submodular norms, which are a versatile…
In this paper, we introduce a new stochastic approximation (SA) type algorithm, namely the randomized stochastic gradient (RSG) method, for solving an important class of nonlinear (possibly nonconvex) stochastic programming (SP) problems.…