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In high-dimensional classification problems, a commonly used approach is to first project the high-dimensional features into a lower dimensional space, and base the classification on the resulting lower dimensional projections. In this…

Statistics Theory · Mathematics 2025-08-05 Xin Bing , Marten Wegkamp

Over the recent past data-driven algorithms for solving stochastic optimal control problems in face of model uncertainty have become an increasingly active area of research. However, for singular controls and underlying diffusion dynamics…

Optimization and Control · Mathematics 2024-10-15 Sören Christensen , Asbjørn Holk Thomsen , Lukas Trottner

In this work we propose tailored model order reduction for varying boundary optimal control problems governed by parametric partial differential equations. With varying boundary control, we mean that a specific parameter changes where the…

Numerical Analysis · Mathematics 2024-01-22 Maria Strazzullo , Fabio Vicini

Finding global optima in high-dimensional optimization problems is extremely challenging since the number of function evaluations required to sufficiently explore the search space increases exponentially with its dimensionality.…

Machine Learning · Computer Science 2022-11-04 Julian F. Schumann , Alejandro M. Aragón

General distribution steering is intrinsically an infinite-dimensional problem, when the continuous distributions to steer are arbitrary. We put forward a moment representation of the primal system for control in [42]. However, the system…

Optimization and Control · Mathematics 2025-04-01 Guangyu Wu , Anders Lindquist

Dimension reduction algorithms are a crucial part of many data science pipelines, including data exploration, feature creation and selection, and denoising. Despite their wide utilization, many non-linear dimension reduction algorithms are…

Machine Learning · Statistics 2024-08-06 Ryan Murray , Adam Pickarski

Random projection is widely used as a method of dimension reduction. In recent years, its combination with standard techniques of regression and classification has been explored. Here we examine its use with principal component analysis…

Methodology · Statistics 2012-04-13 Qi Ding , Eric D. Kolaczyk

Model predictive control is a prominent approach to construct a feedback control loop for dynamical systems. Due to real-time constraints, the major challenge in MPC is to solve model-based optimal control problems in a very short amount of…

Optimization and Control · Mathematics 2020-12-15 Sina Ober-Blöbaum , Sebastian Peitz

We consider the problem of efficient randomized dimensionality reduction with norm-preservation guarantees. Specifically we prove data-dependent Johnson-Lindenstrauss-type geometry preservation guarantees for Ho's random subspace method:…

Machine Learning · Statistics 2017-05-19 Nick Lim , Robert J. Durrant

We consider the dimensionality-reduction problem (finding a subspace approximation of observed data) for contaminated data in the high dimensional regime, where the number of observations is of the same magnitude as the number of variables…

Machine Learning · Statistics 2010-05-14 Huan Xu , Constantine Caramanis , Shie Mannor

Supervised dimensionality reduction has emerged as an important theme in the last decade. Despite the plethora of models and formulations, there is a lack of a simple model which aims to project the set of patterns into a space defined by…

Machine Learning · Statistics 2016-10-28 Anthony O. Smith , Anand Rangarajan

Dimension reduction techniques typically seek an embedding of a high-dimensional point cloud into a low-dimensional Euclidean space which optimally preserves the geometry of the input data. Based on expert knowledge, one may instead wish to…

Optimization and Control · Mathematics 2025-02-28 Ranthony A. Clark , Tom Needham , Thomas Weighill

The aim of this work is to present a model reduction technique in the framework of optimal control problems for partial differential equations. We combine two approaches used for reducing the computational cost of the mathematical numerical…

Numerical Analysis · Mathematics 2023-11-09 Ivan Prusak , Monica Nonino , Davide Torlo , Francesco Ballarin , Gianluigi Rozza

Optimization with constraints is a typical problem in quantum physics and quantum information science that becomes especially challenging for high-dimensional systems and complex architectures like tensor networks. Here we use ideas of…

Quantum Physics · Physics 2021-11-18 Ilia A. Luchnikov , Mikhail E. Krechetov , Sergey N. Filippov

In this paper, we focus on the problem of shrinking-horizon Model Predictive Control (MPC) in uncertain dynamic environments. We consider controlling a deterministic autonomous system that interacts with uncontrollable stochastic agents…

Systems and Control · Electrical Eng. & Systems 2024-05-20 Charis Stamouli , Lars Lindemann , George J. Pappas

Communication remains a key factor limiting the applicability of distributed model predictive control (DMPC) in realistic settings, despite advances in wireless communication. DMPC schemes can require an overwhelming amount of information…

Systems and Control · Electrical Eng. & Systems 2025-11-05 Torben Schiz , Henrik Ebel

In this work, we aim at efficiently solving a parametrized family of optimal transport problems by using model order reduction methods. We propose a reduced-order model by adding to the primal (respectively dual) version of the…

Numerical Analysis · Mathematics 2026-04-13 Elise Bonnet-Weill , Virginie Ehrlacher , Luca Nenna

We propose a novel framework for learning a low-dimensional representation of data based on nonlinear dynamical systems, which we call dynamical dimension reduction (DDR). In the DDR model, each point is evolved via a nonlinear flow towards…

Machine Learning · Statistics 2022-04-19 Ryeongkyung Yoon , Braxton Osting

We derive criteria for the selection of datapoints used for data-driven reduced-order modeling and other areas of supervised learning based on Gaussian process regression (GPR). While this is a well-studied area in the fields of active…

Dynamical Systems · Mathematics 2022-10-12 Themistoklis P. Sapsis , Antoine Blanchard

For the application of MPC design in on-line regulation or tracking control problems, several studies have attempted to develop an accurate model, and realize adequate uncertainty description of linear or non-linear plants of the processes.…

Optimization and Control · Mathematics 2019-04-03 Yuanqiang Zhou , Dewei Li , Yugeng Xi , Zhongxue Gan
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