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Model Predictive Control (MPC) is a powerful and flexible design tool of high-performance controllers for physical systems in the presence of input and output constraints. A challenge for the practitioner applying MPC is the need of tuning…

Systems and Control · Electrical Eng. & Systems 2021-01-19 Marco Forgione , Dario Piga , Alberto Bemporad

Quantifying errors and losses due to the use of Floating-Point (FP) calculations in industrial scientific computing codes is an important part of the Verification, Validation and Uncertainty Quantification (VVUQ) process. Stochastic…

The Count-Min sketch is an important and well-studied data summarization method. It allows one to estimate the count of any item in a stream using a small, fixed size data sketch. However, the accuracy of the sketch depends on…

Data Structures and Algorithms · Computer Science 2018-11-13 Daniel Ting

Matrix completion (MC) is a promising technique which is able to recover an intact matrix with low-rank property from sub-sampled/incomplete data. Its application varies from computer vision, signal processing to wireless network, and…

Signal Processing · Electrical Eng. & Systems 2019-05-08 Xiao Peng Li , Lei Huang , Hing Cheung So , Bo Zhao

The Model Predictive Control (MPC) scheme Funnel MPC enables output tracking of smooth reference signals with prescribed error bounds for nonlinear multi-input multi-output systems with stable internal dynamics. Earlier works achieved the…

Optimization and Control · Mathematics 2024-03-12 Thomas Berger , Dario Dennstädt

Mid-circuit measurements and measurement-controlled gates are supported by an increasing number of quantum hardware platforms and will become more relevant as an essential building block for quantum error correction. However, mid-circuit…

Quantum Physics · Physics 2025-02-27 Yanbin Chen , Innocenzo Fulginiti , Christian B. Mendl

We present new algorithms and fast implementations to find efficient approximations for modelling stochastic processes. For many numerical computations it is essential to develop finite approximations for stochastic processes. While the…

Optimization and Control · Mathematics 2020-12-03 Kipngeno Benard Kirui , Georg Ch. Pflug , Alois Pichler

This paper addresses the key challenge of estimating the asymptotic covariance associated with the Markov chain central limit theorem, which is essential for visualizing and terminating Markov Chain Monte Carlo (MCMC) simulations. We focus…

Computation · Statistics 2024-08-29 James M. Flegal , Rebecca P. Kurtz-Garcia

Software methods introduced for automated design of approximate implementations of arithmetic circuits rely on fast and accurate evaluation of approximate candidate implementations. To accelerate the evaluation of circuit error, we propose…

Hardware Architecture · Computer Science 2022-08-29 Vojtech Mrazek

A robust adaptive model predictive control (MPC) algorithm is presented for linear, time invariant systems with unknown dynamics and subject to bounded measurement noise. The system is characterized by an impulse response model, which is…

Systems and Control · Electrical Eng. & Systems 2019-11-21 Anilkumar Parsi , Andrea Iannelli , Mingzhou Yin , Mohammad Khosravi , Roy S. Smith

Area under the receiver operating characteristics curve (AUC) is an important metric for a wide range of signal processing and machine learning problems, and scalable methods for optimizing AUC have recently been proposed. However, handling…

Machine Learning · Computer Science 2018-06-01 San Gultekin , Avishek Saha , Adwait Ratnaparkhi , John Paisley

We present a novel class of methods to compute functions of matrices or their action on vectors that are suitable for parallel programming. Solving appropriate simple linear systems of equations in parallel (or computing the inverse of…

Numerical Analysis · Mathematics 2022-10-10 Sergio Blanes

Analog computing is attractive compared to digital computing due to its potential for achieving higher computational density and higher energy efficiency. However, unlike digital circuits, conventional analog computing circuits cannot be…

Hardware Architecture · Computer Science 2024-10-28 Pratik Kumar , Ankita Nandi , Shantanu Chakrabartty , Chetan Singh Thakur

Markov Chain Monte Carlo (MCMC) techniques are now widely used for cosmological parameter estimation. Chains are generated to sample the posterior probability distribution obtained following the Bayesian approach. An important issue is how…

As a result of the increasing demand for deep neural network (DNN)-based services, efforts to develop dedicated hardware accelerators for DNNs are growing rapidly. However,while accelerators with high performance and efficiency on…

Neural and Evolutionary Computing · Computer Science 2018-03-26 Sung Kim , Patrick Howe , Thierry Moreau , Armin Alaghi , Luis Ceze , Visvesh Sathe

Deep neural networks (DNNs) have made great strides in pushing the state-of-the-art in several challenging domains. Recent studies reveal that they are prone to making overconfident predictions. This greatly reduces the overall trust in…

Computer Vision and Pattern Recognition · Computer Science 2023-09-07 Vinith Kugathasan , Muhammad Haris Khan

Markov chain Monte Carlo (MCMC) is the engine of modern Bayesian statistics, being used to approximate the posterior and derived quantities of interest. Despite this, the issue of how the output from a Markov chain is post-processed and…

Methodology · Statistics 2021-09-07 Leah F. South , Marina Riabiz , Onur Teymur , Chris. J. Oates

Markov Chain Monte Carlo (MCMC) methods are employed to sample from a given distribution of interest, whenever either the distribution does not exist in closed form, or, if it does, no efficient method to simulate an independent sample from…

Computation · Statistics 2008-07-22 Ioana A. Cosma , Masoud Asgharian

We study unconstrained and constrained linear quadratic problems and investigate the suboptimality of the model predictive control (MPC) method applied to such problems. Considering MPC as an approximate scheme for solving the related fixed…

Optimization and Control · Mathematics 2023-06-06 Yuchao Li , Aren Karapetyan , John Lygeros , Karl H. Johansson , Jonas Mårtensson

In this paper, we consider the Markov-Chain Monte Carlo (MCMC) approach for random sampling of combinatorial objects. The running time of such an algorithm depends on the total mixing time of the underlying Markov chain and is unknown in…

Discrete Mathematics · Computer Science 2016-09-15 Steffen Rechner , Annabell Berger
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