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We consider estimation of conditional hazard functions and densities over the class of multivariate c\`adl\`ag functions with uniformly bounded sectional variation norm when data are either fully observed or subject to right-censoring. We…

Statistics Theory · Mathematics 2024-04-18 Anders Munch , Thomas A. Gerds , Mark J. van der Laan , Helene C. W. Rytgaard

We propose a method to encourage safety in Model Predictive Control (MPC)-based Reinforcement Learning (RL) via Gaussian Process (GP) regression. This framework consists of 1) a parametric MPC scheme that is employed as model-based…

Systems and Control · Electrical Eng. & Systems 2024-12-13 Filippo Airaldi , Bart De Schutter , Azita Dabiri

A Learning Model Predictive Controller (LMPC) for iterative tasks is presented. The controller is reference-free and is able to improve its performance by learning from previous iterations. A safe set and a terminal cost function are used…

Systems and Control · Computer Science 2017-12-15 Ugo Rosolia , Francesco Borrelli

Control barrier functions are widely used to synthesize safety-critical controls. However, the presence of Gaussian-type noise in dynamical systems can generate unbounded signals and potentially result in severe consequences. Although…

Systems and Control · Electrical Eng. & Systems 2023-12-21 Chuanzheng Wang , Yiming Meng , Jun Liu , Stephen Smith

This paper presents a stochastic model predictive control approach for nonlinear systems subject to time-invariant probabilistic uncertainties in model parameters and initial conditions. The stochastic optimal control problem entails a cost…

Optimization and Control · Mathematics 2014-10-17 Stefan Streif , Matthias Karl , Ali Mesbah

This paper considers an endogenous binary response model with many weak instruments. We employ a control function approach and a regularization scheme to obtain better estimation results for the endogenous binary response model in the…

Econometrics · Economics 2024-07-02 Dakyung Seong

We propose a new control function (CF) method to estimate a binary response model in a triangular system with multiple unobserved heterogeneities The CFs are the expected values of the heterogeneity terms in the reduced form equations…

Econometrics · Economics 2021-11-01 Amaresh K Tiwari

This paper concerns the risk-aware control of stochastic systems with temporal logic specifications dynamically assigned during runtime. Conventional risk-aware control typically assumes that all specifications are predefined and remain…

Systems and Control · Electrical Eng. & Systems 2024-05-01 Maico H. W. Engelaar , Zengjie Zhang , Mircea Lazar , Sofie Haesaert

The proportional hazards model represents the most commonly assumed hazard structure when analysing time to event data using regression models. We study a general hazard structure which contains, as particular cases, proportional hazards,…

Methodology · Statistics 2018-05-24 Francisco J. Rubio , Laurent Remontet , Nicholas P. Jewell , Aurélien Belot

In this paper, we model dependence between operational risks by allowing risk profiles to evolve stochastically in time and to be dependent. This allows for a flexible correlation structure where the dependence between frequencies of…

Risk Management · Quantitative Finance 2009-07-31 Gareth W. Peters , Pavel V. Shevchenko , Mario V. Wüthrich

Despite its popularity in the reinforcement learning community, a provably convergent policy gradient method for continuous space-time control problems with nonlinear state dynamics has been elusive. This paper proposes proximal gradient…

Optimization and Control · Mathematics 2022-12-27 Christoph Reisinger , Wolfgang Stockinger , Yufei Zhang

Harrel's concordance index is a commonly used discrimination metric for survival models, particularly for models where the relative ordering of the risk of individuals is time-independent, such as the proportional hazards model. There are…

Methodology · Statistics 2023-06-27 A. Gandy , T. J. Matcham

Despite decades of research, existing navigation systems still face real-world challenges when deployed in the wild, e.g., in cluttered home environments or in human-occupied public spaces. To address this, we present a new class of…

Calibration is a vital aspect of the performance of risk prediction models, but research in the context of ordinal outcomes is scarce. This study compared calibration measures for risk models predicting a discrete ordinal outcome, and…

Instrumental variable models allow us to identify a causal function between covariates $X$ and a response $Y$, even in the presence of unobserved confounding. Most of the existing estimators assume that the error term in the response $Y$…

Machine Learning · Statistics 2022-09-23 Sorawit Saengkyongam , Leonard Henckel , Niklas Pfister , Jonas Peters

Reinforcement learning has been successfully used to solve difficult tasks in complex unknown environments. However, these methods typically do not provide any safety guarantees during the learning process. This is particularly problematic,…

Systems and Control · Electrical Eng. & Systems 2019-07-02 Torsten Koller , Felix Berkenkamp , Matteo Turchetta , Joschka Boedecker , Andreas Krause

Causal inference methods (instrumental variables, difference-in-differences, regression discontinuity, etc.) are primary tools used across many social science milieus. One area where their application has lagged however, is in the study of…

Econometrics · Economics 2026-04-22 Samuele Centorrino , Christopher F. Parmeter

In the context of the usual calibration model, we consider the case in which the independent variable is unobservable, but a pre-fixed value on its surrogate is available. Thus, considering controlled variables and assuming that the…

Applications · Statistics 2008-02-06 Betsabé G. Blas Achic , Mônica C. Sandoval , Olga Satomi Yoshida

A gradual takeover strategy is proposed, in which the dynamic driving privilege assignment in real-time and the driving privilege gradual handover are realized. Firstly, the driving privilege assignment based on the risk level is achieved.…

Systems and Control · Electrical Eng. & Systems 2020-11-13 Rui Liu , Xichan Zhu , Xuan Zhao , Jian Ma

In this paper, first of all, we introduce the basic concepts of generating function in combinatorics and some combinatorial identities. In order to facilitate the understanding of m-order time optimal control synthesis function of discrete…

Optimization and Control · Mathematics 2022-02-15 Qianghui Xiao , Yang Zhang
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