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This paper shows a novel machine learning model for realized volatility (RV) prediction using a normalizing flow, an invertible neural network. Since RV is known to be skewed and have a fat tail, previous methods transform RV into values…

Computational Engineering, Finance, and Science · Computer Science 2023-10-24 Xin Du , Kai Moriyama , Kumiko Tanaka-Ishii

Conformal prediction is a popular, modern technique for providing valid predictive inference for arbitrary machine learning models. Its validity relies on the assumptions of exchangeability of the data, and symmetry of the given model…

Methodology · Statistics 2023-03-20 Rina Foygel Barber , Emmanuel J. Candes , Aaditya Ramdas , Ryan J. Tibshirani

This tutorial focuses on efficient methods to predictive monitoring (PM), the problem of detecting at runtime future violations of a given requirement from the current state of a system. While performing model checking at runtime would…

Artificial Intelligence · Computer Science 2023-12-05 Francesca Cairoli , Luca Bortolussi , Nicola Paoletti

Runtime verification is the process of verifying critical behavioral properties in big complex systems, where formal verification is not possible due to state space explosion. There have been several attempts to design efficient algorithms…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-04-07 M. Ali Dorosty , Fathiyeh Faghih , Ehsan Khamespanah

We study off-dynamics Reinforcement Learning (RL), where the policy is trained on a source domain and deployed to a distinct target domain. We aim to solve this problem via online distributionally robust Markov decision processes (DRMDPs),…

Machine Learning · Computer Science 2024-02-26 Zhishuai Liu , Pan Xu

Reliable uncertainty quantification is essential for deploying machine learning systems in high-stakes domains. Conformal prediction provides distribution-free coverage guarantees but often produces overly large prediction sets, limiting…

Machine Learning · Computer Science 2026-04-28 Yunpeng Xu , Wenge Guo , Zhi Wei

The wide availability of data coupled with the computational advances in artificial intelligence and machine learning promise to enable many future technologies such as autonomous driving. While there has been a variety of successful…

Systems and Control · Electrical Eng. & Systems 2022-10-11 Lars Lindemann , Lejun Jiang , Nikolai Matni , George J. Pappas

Machine learning systems deployed in safety-critical robotics settings must be robust to distribution shifts. However, system designers must understand the cause of a distribution shift in order to implement the appropriate intervention or…

Robotics · Computer Science 2024-08-01 Ali Hindy , Rachel Luo , Somrita Banerjee , Jonathan Kuck , Edward Schmerling , Marco Pavone

Ensuring safety of nonlinear systems under model uncertainty and external disturbances is crucial, especially for real-world control tasks. Predictive methods such as robust model predictive control (RMPC) require solving nonconvex…

Systems and Control · Electrical Eng. & Systems 2023-11-14 Zeyang Li , Chuxiong Hu , Weiye Zhao , Changliu Liu

Signal Temporal Logic (STL) inference seeks to extract human-interpretable rules from time-series data, but existing methods lack formal confidence guarantees for the inferred rules. Conformal prediction (CP) is a technique that can provide…

Machine Learning · Computer Science 2025-10-23 Danyang Li , Yixuan Wang , Matthew Cleaveland , Mingyu Cai , Roberto Tron

As the number of spacecraft on orbit continues to grow, it is challenging for human operators to constantly monitor and plan for all missions. Autonomous control methods such as reinforcement learning (RL) have the power to solve complex…

Systems and Control · Electrical Eng. & Systems 2024-05-14 Kyle Dunlap , Nathaniel Hamilton , Francisco Viramontes , Derrek Landauer , Evan Kain , Kerianne L. Hobbs

In this paper, we focus on a data-driven risk-averse multistage stochastic programming (RMSP) model considering distributional robustness. We optimize the RMSP over the worst-case distribution within an ambiguity set of probability…

Optimization and Control · Mathematics 2017-08-29 Jianqiu Huang , Kezhuo Zhou , Yongpei Guan

Cyber-physical systems (CPS) integrate sensing, computing, communication and actuation capabilities to monitor and control operations in the physical environment. A key requirement of such systems is the need to provide predictable…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-07-29 Hyoseung Kim

Certifying neural network robustness against adversarial examples is challenging, as formal guarantees often require solving non-convex problems. Hence, incomplete verifiers are widely used because they scale efficiently and substantially…

Machine Learning · Computer Science 2026-02-05 Mohammadreza Maleki , Rushendra Sidibomma , Arman Adibi , Reza Samavi

In this work, we present a novel robustness measure for continuous-time stochastic trajectories with respect to Signal Temporal Logic (STL) specifications. We show the soundness of the measure and develop a monitor for reasoning about…

Formal Languages and Automata Theory · Computer Science 2023-05-30 Roland B. Ilyes , Qi Heng Ho , Morteza Lahijanian

Reliability estimation of Machine Learning (ML) models is becoming a crucial subject. This is particularly the case when such \mbox{models} are deployed in safety-critical applications, as the decisions based on model predictions can result…

Machine Learning · Computer Science 2022-06-23 Mohammed Naveed Akram , Akshatha Ambekar , Ioannis Sorokos , Koorosh Aslansefat , Daniel Schneider

We propose a variant of the Rapidly Exploring Random Tree Star (RRT$^{\star}$) algorithm to synthesize trajectories satisfying a given spatio-temporal specification expressed in a fragment of Signal Temporal Logic (STL) for linear systems.…

Systems and Control · Electrical Eng. & Systems 2025-06-13 Gregorio Marchesini , Siyuan Liu , Lars Lindemann , Dimos V. Dimarogonas

Generating safe motion plans in real-time is a key requirement for deploying robot manipulators to assist humans in collaborative settings. In particular, robots must satisfy strict safety requirements to avoid self-damage or harming nearby…

Robotics · Computer Science 2023-02-16 Jonathan Michaux , Qingyi Chen , Yongseok Kwon , Ram Vasudevan

We propose an automata-theoretic approach for reinforcement learning (RL) under complex spatio-temporal constraints with time windows. The problem is formulated using a Markov decision process under a bounded temporal logic constraint.…

Artificial Intelligence · Computer Science 2023-08-01 Xiaoshan Lin , Abbasali Koochakzadeh , Yasin Yazicioglu , Derya Aksaray

Accurate forecasting of industrial time series requires balancing predictive accuracy with physical plausibility under non-stationary operating conditions. Existing data-driven models often achieve strong statistical performance but…

Machine Learning · Computer Science 2026-05-20 Yeran Zhang , Pengwei Yang , Guoqing Wang , Tianyu Li
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