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In this paper, we propose a chance constrained stochastic model predictive control scheme for reference tracking of distributed linear time-invariant systems with additive stochastic uncertainty. The chance constraints are reformulated…

Optimization and Control · Mathematics 2023-03-07 Christoph Mark , Steven Liu

We propose a stochastic model predictive control (MPC) framework for linear systems subject to joint-in-time chance constraints under unknown disturbance distributions. Unlike existing approaches that rely on parametric or Gaussian…

Systems and Control · Electrical Eng. & Systems 2026-04-21 Lukas Vogel , Andrea Carron , Eleftherios E. Vlahakis , Dimos V. Dimarogonas

We present a new distribution-free conformal prediction algorithm for sequential data (e.g., time series), called the \textit{sequential predictive conformal inference} (\texttt{SPCI}). We specifically account for the nature that time…

Machine Learning · Statistics 2023-05-31 Chen Xu , Yao Xie

Background: Stepped wedge cluster randomized trials (SW-CRTs) involve sequential measurements within clusters over time. Initially, all clusters start in the control condition before crossing over to the intervention on a staggered…

Methodology · Statistics 2026-01-21 Jale Basten , Katja Ickstadt , Nina Timmesfeld

In this paper we propose a stochastic model predictive control (MPC) algorithm for linear discrete-time systems affected by possibly unbounded additive disturbances and subject to probabilistic constraints. Constraints are treated in…

Systems and Control · Computer Science 2019-02-15 Lukas Hewing , Melanie N. Zeilinger

Time-to-event outcomes are commonly used as primary endpoints in randomized clinical trials. Despite this, relatively little work incorporates baseline covariate information while also accounting for stratified randomization, a common form…

Methodology · Statistics 2026-05-01 Raphael C. Kim , Brian Gilbert , Ramin Zabih , Michele Santacatterina , Ivan Diaz

Observations made in continuous time are often irregular and contain the missing values across different channels. One approach to handle the missing data is imputing it using splines, by fitting the piecewise polynomials to the observed…

Machine Learning · Computer Science 2022-10-20 Marin Biloš , Emanuel Ramneantu , Stephan Günnemann

It is an interesting open problem to achieve adaptive prescribed-time control for strict-feedback systems with unknown and fast or even abrupt time-varying parameters. In this paper we present a solution with the aid of several design and…

Systems and Control · Electrical Eng. & Systems 2022-10-25 Hefu Ye , Yongduan Song

By optimizing the predicted performance over a receding horizon, model predictive control (MPC) provides the ability to enforce state and control constraints. The present paper considers an extension of MPC for nonlinear systems that can be…

Systems and Control · Electrical Eng. & Systems 2023-09-29 Mohammadreza Kamaldar , Dennis S. Bernstein

This paper proposes an Adaptive Stochastic Model Predictive Control (MPC) strategy for stable linear time-invariant systems in the presence of bounded disturbances. We consider multi-input, multi-output systems that can be expressed by a…

Systems and Control · Electrical Eng. & Systems 2019-12-11 Monimoy Bujarbaruah , Charlott Vallon

Tasks that require information about the world imply a trade-off between the time spent on observation and the variance of the response. In particular, fast decisions need to rely on uncertain information. However, standard estimates of…

Neurons and Cognition · Quantitative Biology 2023-07-18 Sahel Azizpour , Viola Priesemann , Johannes Zierenberg , Anna Levina

This article focuses on making discrete-time Adaptive Iterative Learning Control (ILC) more effective using multiple estimation models. Existing strategies use the tracking error to adjust the parametric estimates. Our strategy uses the…

Systems and Control · Electrical Eng. & Systems 2024-06-14 Ram Padmanabhan , Rajini Makam , Koshy George

Response-adaptive randomisation (RAR) can considerably improve the chances of a successful treatment outcome for patients in a clinical trial by skewing the allocation probability towards better performing treatments as data accumulates.…

Applications · Statistics 2017-03-14 Sofia S. Villar , Jack Bowden , James Wason

This paper investigates the fixed-time consensus problem for a class of multi-agent systems with simple dynamics. Unlike the traditional way to realize fixed-time convergence, a novel strategy using the property of periodic functions is…

Systems and Control · Electrical Eng. & Systems 2021-10-01 Yuquan Chen , Fumian Wang , Bing Wang

To estimate the causal effect of treatments that vary over time from observational data, one must adjust for time-varying confounding. A common procedure to address confounding is the use of inverse probability of treatment weighting…

Methodology · Statistics 2025-01-22 Wouter M. R. Kant , Jesse H. Krijthe

In this paper we present a framework for risk-averse model predictive control (MPC) of linear systems affected by multiplicative uncertainty. Our key innovation is to consider time-consistent, dynamic risk metrics as objective functions to…

Optimization and Control · Mathematics 2015-11-24 Yin-Lam Chow , Marco Pavone

A centralized model predictive controller (MPC), which is unaware of local uncertainties, for an affine discrete time nonlinear system is presented. The local uncertainties are assumed to be matched, bounded and structured. In order to…

Optimization and Control · Mathematics 2020-09-15 Prabhat K. Mishra , Tixian Wang , Mattia Gazzola , Girish Chowdhary

The treatment assignment mechanism in a randomized clinical trial can be optimized for statistical efficiency within a specified class of randomization mechanisms. Optimal designs of this type have been characterized in terms of the…

Methodology · Statistics 2025-09-03 Wei Zhang , Zhiwei Zhang , Aiyi Liu

Difference-in-differences is based on a parallel trends assumption, which states that changes over time in average potential outcomes are independent of treatment assignment, possibly conditional on covariates. With time-varying treatments,…

Methodology · Statistics 2024-06-25 Nicholas Illenberger , Iván Díaz , Audrey Renson

Most data processing techniques, applied to biomedical and sociological time series, are only valid for random fluctuations that are stationary in time. Unfortunately, these data are often non stationary and the use of techniques of…

Data Analysis, Statistics and Probability · Physics 2009-11-10 M. Ignaccolo , P. Allegrini , P. Grigolini , P. Hamilton , B. J. West
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