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We address the optimal transmit power allocation problem (from the sensor nodes (SNs) to the fusion center (FC)) for the decentralized detection of an unknown deterministic spatially uncorrelated signal which is being observed by a…

Systems and Control · Computer Science 2015-06-04 Edmond Nurellari , Des McLernon , Mounir Ghogho , Syed Ali Raza Zaidi

This paper presents a distributed model predictive control (DMPC) scheme for nonlinear continuous-time systems. The underlying distributed optimal control problem is cooperatively solved in parallel via a sensitivity-based algorithm. The…

Optimization and Control · Mathematics 2024-06-06 Maximilian Pierer von Esch , Andreas Völz , Knut Graichen

We propose a method to efficiently determine the optimal coarse-grained force field in mesoscopic stochastic simulations of Newtonian fluid and polymer melt systems modeled by dissipative particle dynamics (DPD) and energy conserving…

Computational Physics · Physics 2017-01-04 Huan Lei , Xiu Yang , Zhen Li , George Karniadakis

We consider a joint sensor and controller design problem for linear Gaussian stochastic systems in which a weighted sum of quadratic control cost and the amount of information acquired by the sensor is minimized. This problem formulation is…

Optimization and Control · Mathematics 2015-03-09 Takashi Tanaka , Henrik Sandberg

In this work, we investigate direction finding in the presence of sensor gain uncertainties and directional perturbations for sensor array processing in a multi-frequency scenario. Specifically, we adopt a distributed optimization scheme in…

Signal Processing · Electrical Eng. & Systems 2020-02-27 Martin Brossard , Virginie Ollier , Mohammed Nabil El Korso , Rémy Boyer , Pascal Larzabal

In this study, we develop a stochastic optimal control approach with reinforcement learning structure to learn the unknown parameters appeared in the drift and diffusion terms of the stochastic differential equation. By choosing an…

Optimization and Control · Mathematics 2023-08-22 Shuzhen Yang

We propose a generative, end-to-end solver for black-box combinatorial optimization that emphasizes both sample efficiency and solution quality on NP problems. Drawing inspiration from annealing-based algorithms, we treat the black-box…

Machine Learning · Computer Science 2025-08-07 Yuan-Hang Zhang , Massimiliano Di Ventra

In this article, we study optimal investment and consumption in an incomplete stochastic factor model for a power utility investor on the infinite horizon. When the state space of the stochastic factor is finite, we give a complete…

Mathematical Finance · Quantitative Finance 2025-09-12 Florian Gutekunst , Martin Herdegen , David Hobson

Estimation of physical quantities is at the core of most scientific research and the use of quantum devices promises to enhance its performances. In real scenarios, it is fundamental to consider that the resources are limited and Bayesian…

Many challenges in science and engineering, such as drug discovery and communication network design, involve optimizing complex and expensive black-box functions across vast search spaces. Thus, it is essential to leverage existing data to…

Machine Learning · Computer Science 2024-12-04 Juncheng Dong , Zihao Wu , Hamid Jafarkhani , Ali Pezeshki , Vahid Tarokh

Reconstruction of the tridimensional geometry of a visual scene using the binocular disparity information is an important issue in computer vision and mobile robotics, which can be formulated as a Bayesian inference problem. However,…

Computer Vision and Pattern Recognition · Computer Science 2019-01-04 Alexandre Coninx , Pierre Bessière , Jacques Droulez

Uncertainty in optimization is often represented as stochastic parameters in the optimization model. In Predict-Then-Optimize approaches, predictions of a machine learning model are used as values for such parameters, effectively…

Machine Learning · Computer Science 2025-12-03 Pieter Smet

This paper focuses on learning efficient sensor allocations that ensure observability of unknown high-dimensional linear systems using only a small number of sensors. Existing methods either require an impractically large number of sensors…

Systems and Control · Electrical Eng. & Systems 2026-05-19 Yuyang Zhang , Derya Cansever , Na Li

We present the viewpoint that optimization problems encountered in machine learning can often be interpreted as minimizing a convex functional over a function space, but with a non-convex constraint set introduced by model parameterization.…

Machine Learning · Computer Science 2020-04-21 Yongqiang Cai , Qianxiao Li , Zuowei Shen

Stochastic simulation models are generative models that mimic complex systems to help with decision-making. The reliability of these models heavily depends on well-calibrated input model parameters. However, in many practical scenarios,…

Methodology · Statistics 2024-11-11 Ziwei Su , Diego Klabjan

Smooth sensitivity is one of the most commonly used techniques for designing practical differentially private mechanisms. In this approach, one computes the smooth sensitivity of a given query $q$ on the given input $D$ and releases $q(D)$…

Cryptography and Security · Computer Science 2024-07-09 Richard Hladík , Jakub Tětek

Motivated by the Internet-of-things and sensor networks for cyberphysical systems, the problem of dynamic sensor activation for the tracking of a time-varying process is examined. The tradeoff is between energy efficiency, which decreases…

Systems and Control · Computer Science 2017-11-30 Arpan Chattopadhyay , Urbashi Mitra

The problem of synthesizing an optimal sensor selection policy is pertinent to a variety of engineering applications ranging from event detection to autonomous navigation. We consider such a synthesis problem over an infinite time horizon…

Systems and Control · Electrical Eng. & Systems 2020-12-24 Michael Hibbard , Kirsten Tuggle , Takashi Tanaka

Our paper deals with inferring simulator-based statistical models given some observed data. A simulator-based model is a parametrized mechanism which specifies how data are generated. It is thus also referred to as generative model. We…

Machine Learning · Statistics 2016-01-01 Michael U. Gutmann , Jukka Corander

Quantum simulation in its current state faces experimental overhead in terms of physical space and cooling. We propose boson sampling as an alternative compact synthetic platform performing at room temperature. Identifying the capability of…

Quantum Physics · Physics 2025-04-03 Anuprita V. Kulkarni , Vatsana Tiwari , Auditya Sharma , Ankur Raina