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We propose a new approach for estimating the finite dimensional transition matrix of a Markov chain using a large number of independent sample paths observed at random times. The sample paths may be observed as few as two times, and the…

Methodology · Statistics 2025-05-20 Daphne Aurouet , Valentin Patilea

The provision of reliable connectivity is envisioned as a key enabler for future autonomous driving. Anticipatory communication techniques have been proposed for proactively considering the properties of the highly dynamic radio channel…

Networking and Internet Architecture · Computer Science 2019-12-03 Benjamin Sliwa , Christian Wietfeld

We study the performance of a stochastic algorithm based on the power method that adaptively learns the large deviation functions characterizing the fluctuations of additive functionals of Markov processes, used in physics to model…

Statistical Mechanics · Physics 2023-03-30 Francesco Coghi , Hugo Touchette

In situ and remotely sensed observations have potential to facilitate data-driven predictive models for oceanography. A suite of machine learning models, including regression, decision tree and deep learning approaches were developed to…

Atmospheric and Oceanic Physics · Physics 2020-06-24 Stefan Wolff , Fearghal O'Donncha , Bei Chen

Incorporating novelties into deep learning systems remains a challenging problem. Introducing new information to a machine learning system can interfere with previously stored data and potentially alter the global model paradigm, especially…

Machine Learning · Computer Science 2024-12-09 Alessandro Londei , Matteo Benati , Denise Lanzieri , Vittorio Loreto

Robotic systems often operate with uncertainties in their dynamics, for example, unknown inertial properties. Broadly, there are two approaches for controlling uncertain systems: design robust controllers in spite of uncertainty, or…

Robotics · Computer Science 2019-06-10 Keenan Albee , Monica Ekal , Rodrigo Ventura , Richard Linares

Recent research has established the effectiveness of machine learning for data-driven prediction of the future evolution of unknown dynamical systems, including chaotic systems. However, these approaches require large amounts of measured…

Machine Learning · Computer Science 2021-10-11 Daniel Canaday , Andrew Pomerance , Michelle Girvan

Modeling unknown systems from data is a precursor of system optimization and sequential decision making. In this paper, we focus on learning a Markov model from a single trajectory of states. Suppose that the transition model has a small…

Methodology · Statistics 2020-11-30 Ziwei Zhu , Xudong Li , Mengdi Wang , Anru Zhang

Trajectory optimization methods have achieved an exceptional level of performance on real-world robots in recent years. These methods heavily rely on accurate analytical models of the dynamics, yet some aspects of the physical world can…

Data assimilation is the task of combining mathematical models with observational data. From a mathematical perspective data assimilation leads to Bayesian inference problems which can be formulated in terms of Feynman-Kac formulae. In this…

Dynamical Systems · Mathematics 2014-07-15 Yuan Cheng , Sebastian Reich

It is of crucial importance to be able to identify the location of atmospheric pollution sources in our planet. Global models of atmospheric transport in combination with diverse Earth observing systems are a natural choice to achieve this…

Numerical Analysis · Mathematics 2013-11-26 Mauricio Santillana

Controller performance in quadrotor trajectory tracking depends heavily on parameter tuning, yet standard approaches often rely on fixed, manually tuned parameters that sacrifice task-specific performance. We present Trajectory-Aware…

Robotics · Computer Science 2025-11-05 Hersh Sanghvi , Spencer Folk , Vijay Kumar , Camillo Jose Taylor

In this article we compare the performances of a logistic regression and a feed forward neural network for credit scoring purposes. Our results show that the logistic regression gives quite good results on the dataset and the neural network…

Statistical Finance · Quantitative Finance 2025-01-23 Matthieu Garcin , Samuel Stephan

The current Air Traffic Management (ATM) system worldwide has reached its limits in terms of predictability, efficiency and cost effectiveness. Different initiatives worldwide propose trajectory-oriented transformations that require high…

Machine Learning · Computer Science 2020-05-19 Alevizos Bastas , Theocharis Kravaris , George A. Vouros

We study the optimal transport problem for pairs of stationary finite-state Markov chains, with an emphasis on the computation of optimal transition couplings. Transition couplings are a constrained family of transport plans that capture…

Optimization and Control · Mathematics 2021-09-20 Kevin O'Connor , Kevin McGoff , Andrew B. Nobel

Suppose an online platform wants to compare a treatment and control policy, e.g., two different matching algorithms in a ridesharing system, or two different inventory management algorithms in an online retail site. Standard randomized…

Methodology · Statistics 2022-12-27 Peter Glynn , Ramesh Johari , Mohammad Rasouli

This paper addresses the challenge of human-guided navigation for mobile collaborative robots under simultaneous proximity regulation and safety constraints. We introduce Adaptive Reinforcement and Model Predictive Control Switching (ARMS),…

Robotics · Computer Science 2026-01-26 Ning Liu , Sen Shen , Zheng Li , Matthew D'Souza , Jen Jen Chung , Thomas Braunl

We propose a diffusion approximation method to the continuous-state Markov Decision Processes (MDPs) that can be utilized to address autonomous navigation and control in unstructured off-road environments. In contrast to most…

Robotics · Computer Science 2024-02-08 Junhong Xu , Kai Yin , Zheng Chen , Jason M. Gregory , Ethan A. Stump , Lantao Liu

Complex dynamical systems-such as climate, ecosystems, and economics-can undergo catastrophic and potentially irreversible regime changes, often triggered by environmental parameter drift and stochastic disturbances. These critical…

Machine Learning · Computer Science 2026-03-17 Xin Li , Qunxi Zhu , Chengli Zhao , Bolin Zhao , Xue Zhang , Xiaojun Duan , Wei Lin

We present here two promising techniques for the application of the complex network approach to continuous spatio-temporal systems that have been developed in the last decade and show large potential for future application and development…

Data Analysis, Statistics and Probability · Physics 2015-07-19 Norbert Marwan , Jürgen Kurths