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We consider the optimization of an uncertain objective over continuous and multi-dimensional decision spaces in problems in which we are only provided with observational data. We propose a novel algorithmic framework that is tractable,…

Machine Learning · Statistics 2018-10-30 Dimitris Bertsimas , Christopher McCord

This paper proposes Partially Observable Reference Policy Programming, a novel anytime online approximate POMDP solver which samples meaningful future histories very deeply while simultaneously forcing a gradual policy update. We provide…

Artificial Intelligence · Computer Science 2025-07-17 Edward Kim , Hanna Kurniawati

Estimation of model parameters in a dynamic system can be significantly improved with the choice of experimental trajectory. For general, nonlinear dynamic systems, finding globally "best" trajectories is typically not feasible; however,…

Robotics · Computer Science 2017-09-12 Andrew D. Wilson , Jarvis A. Schultz , Todd D. Murphey

Genetic Algorithms have established their capability for solving many complex optimization problems. Even as good solutions are produced, the user's understanding of a problem is not necessarily improved, which can lead to a lack of…

Neural and Evolutionary Computing · Computer Science 2024-07-10 GianCarlo Catalano , Alexander E. I. Brownlee , David Cairns , John McCall , Russell Ainslie

We consider an infinite horizon optimal control problem for a pure jump Markov process $X$, taking values in a complete and separable metric space $I$, with noise-free partial observation. The observation process is defined as $Y_t =…

Optimization and Control · Mathematics 2020-03-05 Alessandro Calvia

We describe and analyze efficient algorithms for learning a linear predictor from examples when the learner can only view a few attributes of each training example. This is the case, for instance, in medical research, where each patient…

Machine Learning · Computer Science 2010-04-29 Nicolò Cesa-Bianchi , Shai Shalev-Shwartz , Ohad Shamir

A machine-learning-based framework for constructing generator-level observables optimized for parameter extraction in particle physics analyses is introduced, referred to as the Optimal Observable Machine (OOM). Unfoldable differential…

A new stochastic control problem of population dynamics under partial observation is formulated and analyzed both mathematically and numerically, with an emphasis on environmental and ecological problems. The decision-maker can only…

Optimization and Control · Mathematics 2020-04-13 Hidekazu Yoshioka , Yuta Yaegashi , Motoh Tsujimura

This paper is devoted to filtering, smoothing, and prediction of polynomial processes that are partially observed. These problems are known to allow for an explicit solution in the simpler case of linear Gaussian state space models. The key…

Probability · Mathematics 2025-07-10 Jan Kallsen , Ivo Richert

Many processes, such as discrete event systems in engineering or population dynamics in biology, evolve in discrete space and continuous time. We consider the problem of optimal decision making in such discrete state and action space…

Machine Learning · Computer Science 2020-10-27 Bastian Alt , Matthias Schultheis , Heinz Koeppl

Preterm births occur at an alarming rate of 10-15%. Preemies have a higher risk of infant mortality, developmental retardation and long-term disabilities. Predicting preterm birth is difficult, even for the most experienced clinicians. The…

Machine Learning · Statistics 2016-07-29 Truyen Tran , Wei Luo , Dinh Phung , Jonathan Morris , Kristen Rickard , Svetha Venkatesh

Spectroscopy detected in the time domain entails many techniques, such as FTIR, pump-probe, FT-Raman, and 2DES, and applications, such as molecule characterization, excited state dynamics studies, or spectra classifications. Surprisingly,…

Optics · Physics 2024-05-21 Luca Bolzonello , Niek F van Hulst , Andreas Jakobsson

Efficient data collection is essential in applied studies where frequent measurements are costly, time-consuming, or burdensome. This challenge is especially pronounced in functional data settings, where each subject is observed at only a…

Methodology · Statistics 2025-08-04 Ping-Han Huang , Ming-Hung Kao

We consider online learning problems under a partial observability model capturing situations where the information conveyed to the learner is between full information and bandit feedback. In the simplest variant, we assume that in addition…

Machine Learning · Computer Science 2026-04-28 Tomas Kocak , Gergely Neu , Michal Valko , Remi Munos

An approach based on the Fisher information (FI) is developed to quantify the maximum information gain and optimal experimental design in neutron reflectometry experiments. In these experiments, the FI can be analytically calculated and…

Data Analysis, Statistics and Probability · Physics 2021-08-03 James H. Durant , Lucas Wilkins , Keith Butler , Joshaniel F. K. Cooper

Bayesian experimental design (BED) provides a principled framework for optimizing data collection by choosing experiments that are maximally informative about unknown parameters. However, existing methods cannot deal with the joint…

Machine Learning · Statistics 2026-01-30 Sara Pérez-Vieites , Sahel Iqbal , Simo Särkkä , Dominik Baumann

Extreme-order statistics is applied to the branches of an observer in a many-worlds framework. A unitary evolution operator for a step of time is constructed, generating pseudostochastic behaviour with a power-law distribution when applied…

Quantum Physics · Physics 2012-04-04 L. Polley

Decision making under uncertainty is at the heart of any autonomous system acting with imperfect information. The cost of solving the decision making problem is exponential in the action and observation spaces, thus rendering it unfeasible…

Artificial Intelligence · Computer Science 2024-06-18 Tom Yotam , Vadim Indelman

We study observation-based strategies for partially-observable Markov decision processes (POMDPs) with omega-regular objectives. An observation-based strategy relies on partial information about the history of a play, namely, on the past…

Logic in Computer Science · Computer Science 2015-05-14 Krishnendu Chatterjee , Laurent Doyen , Thomas A. Henzinger

Inverse optimal control can be used to characterize behavior in sequential decision-making tasks. Most existing work, however, is limited to fully observable or linear systems, or requires the action signals to be known. Here, we introduce…

Machine Learning · Computer Science 2023-10-31 Dominik Straub , Matthias Schultheis , Heinz Koeppl , Constantin A. Rothkopf