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In this paper we present new algorithms and analysis for the linear inverse sensor placement and scheduling problems over multiple time instances with power and communications constraints. The proposed algorithms, which deal directly with…

Information Theory · Computer Science 2018-02-14 Cristian Rusu , John Thompson , Neil M. Robertson

We present a novel variant of the multi-level Monte Carlo method that effectively utilizes a reserved computational budget on a high-performance computing system to minimize the mean squared error. Our approach combines concepts of the…

Numerical Analysis · Mathematics 2023-07-21 Niklas Baumgarten , Sebastian Krumscheid , Christian Wieners

An important step in a multi-sensor surveillance system is to estimate sensor biases from their noisy asynchronous measurements. This estimation problem is computationally challenging due to the highly nonlinear transformation between the…

Information Theory · Computer Science 2018-05-21 Wenqiang Pu , Ya-Feng Liu , Junkun Yan , Hongwei Liu , Zhi-Quan Luo

We present GLASSES: Global optimisation with Look-Ahead through Stochastic Simulation and Expected-loss Search. The majority of global optimisation approaches in use are myopic, in only considering the impact of the next function value; the…

Machine Learning · Statistics 2015-10-22 Javier González , Michael Osborne , Neil D. Lawrence

We propose a method for tracking an unknown number of targets based on measurements provided by multiple sensors. Our method achieves low computational complexity and excellent scalability by running belief propagation on a suitably devised…

Data Structures and Algorithms · Computer Science 2017-05-24 Florian Meyer , Paolo Braca , Peter Willett , Franz Hlawatsch

We develop a novel procedure for estimating the optimizer of general convex stochastic optimization problems of the form $\min_{x\in\mathcal{X}} \mathbb{E}[F(x,\xi)]$, when the given data is a finite independent sample selected according to…

Statistics Theory · Mathematics 2022-01-26 Daniel Bartl , Shahar Mendelson

Active search is a learning paradigm for actively identifying as many members of a given class as possible. A critical target scenario is high-throughput screening for scientific discovery, such as drug or materials discovery. In this…

Machine Learning · Computer Science 2018-11-27 Shali Jiang , Gustavo Malkomes , Benjamin Moseley , Roman Garnett

Learning-based techniques are increasingly effective at controlling complex systems using data-driven models. However, most work done so far has focused on learning individual tasks or control laws. Hence, it is still a largely unaddressed…

Systems and Control · Electrical Eng. & Systems 2020-05-08 Alexandre Capone , Armin Lederer , Jonas Umlauft , Sandra Hirche

We propose a multi-swarm approach to approximate the Pareto front of general multi-objective optimization problems that is based on the Consensus-based Optimization method (CBO). The algorithm is motivated step by step beginning with a…

Optimization and Control · Mathematics 2022-11-30 Kathrin Klamroth , Michael Stiglmayr , Claudia Totzeck

In this paper, we re-evaluate the basic strategies for label correcting algorithms for the multiobjective shortest path (MOSP) problem, i.e., node and label selection. In contrast to common believe, we show that---when carefully…

Data Structures and Algorithms · Computer Science 2016-04-28 Fritz Bökler , Petra Mutzel

Sampling-based motion planning methods, while effective in high-dimensional spaces, often suffer from inefficiencies due to irregular sampling distributions, leading to suboptimal exploration of the configuration space. In this paper, we…

Robotics · Computer Science 2025-08-28 Makram Chahine , T. Konstantin Rusch , Zach J. Patterson , Daniela Rus

Multi-object tracking (MOT) is among crucial applications in modern advanced driver assistance systems (ADAS) and autonomous driving (AD) systems. The global nearest neighbor (GNN) filter, as the earliest random vector-based Bayesian…

Systems and Control · Electrical Eng. & Systems 2023-02-09 Jianan Liu , Liping Bai , Yuxuan Xia , Tao Huang , Bing Zhu , Qing-Long Han

An energy efficient use of large scale sensor networks necessitates activating a subset of possible sensors for estimation at a fusion center. The problem is inherently combinatorial; to this end, a set of iterative, randomized algorithms…

Information Theory · Computer Science 2017-09-13 Arpan Chattopadhyay , Urbashi Mitra

Gaussian process regression is a popular method for non-parametric probabilistic modeling of functions. The Gaussian process prior is characterized by so-called hyperparameters, which often have a large influence on the posterior model and…

Machine Learning · Statistics 2016-11-18 Andreas Svensson , Johan Dahlin , Thomas B. Schön

Several researchers have proposed minimisation of maximum mean discrepancy (MMD) as a method to quantise probability measures, i.e., to approximate a target distribution by a representative point set. We consider sequential algorithms that…

Machine Learning · Statistics 2021-02-15 Onur Teymur , Jackson Gorham , Marina Riabiz , Chris. J. Oates

A robust (deterministic) filtering approach to the problem of optimal sensor selection is considered herein. For a given system with several sensors, at each time step the output of one of the sensors must be chosen in order to obtain the…

Optimization and Control · Mathematics 2012-11-09 Srinivas Sridharan

In this paper we We propose GoPRONTO, a first-order, feedback-based approach to solve nonlinear discrete-time optimal control problems. This method is a generalized first-order framework based on incorporating the original dynamics into a…

Optimization and Control · Mathematics 2023-08-22 Lorenzo Sforni , Sara Spedicato , Ivano Notarnicola , Giuseppe Notarstefano

In this paper, the optimal consensus problem for general nonlinear multi-agent systems is studied, where both leaderless and leader-follower cases are considered in a unified framework. The key idea is to convert consensus problems into…

Optimization and Control · Mathematics 2026-04-07 Ziyuan Guo , Chuanzhi lv , Liping Zhang , Huanshui Zhang

Much recent research on multi-target tracking has focused on multi-hypothesis approaches leveraging random finite sets. Of particular interest are labeled random finite set methods that maintain temporally coherent labels for each object.…

Computer Vision and Pattern Recognition · Computer Science 2025-12-09 Pranav Balakrishnan , Sidisha Barik , Sean M. O'Rourke , Benjamin M. Marlin

We consider the problem of randomly choosing the sensors of a linear time-invariant dynamical system subject to process and measurement noise. We sample the sensors independently and from the same distribution. We measure the performance of…

Systems and Control · Electrical Eng. & Systems 2021-03-23 Christopher I. Calle , Shaunak D. Bopardikar