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Driven by the flexible manufacturing trend in the process control industry and the uncertain nature of chemical process models, this article aims to achieve offset-free tracking for a family of uncertain nonlinear systems (e.g., using…
Trial level surrogates are useful tools for improving the speed and cost effectiveness of trials, but surrogates that have not been properly evaluated can cause misleading results. The evaluation procedure is often contextual and depends on…
Integrating measurements and historical data can enhance control systems through learning-based techniques, but ensuring performance and safety is challenging. Robust model predictive control strategies, like stochastic model predictive…
In this work, we propose a novel deep bootstrap framework for nonparametric regression based on conditional diffusion models. Specifically, we construct a conditional diffusion model to learn the distribution of the response variable given…
This paper proposes a new robust data-driven control method for linear systems with bounded disturbances, where the system model and disturbances are unknown. Due to disturbances, accurately determining the true system becomes challenging…
Incorporating historical information into the design and analysis of a new clinical trial has been the subject of much recent discussion. For example, in the context of clinical trials of antibiotics for drug resistant infections, where…
Dataset shift is common in credit scoring scenarios, and the inconsistency between the distribution of training data and the data that actually needs to be predicted is likely to cause poor model performance. However, most of the current…
We propose a Bayesian non-parametric approach for modeling the distribution of multiple returns. In particular, we use an asymmetric dynamic conditional correlation (ADCC) model to estimate the time-varying correlations of financial returns…
We develop a Bayesian nonparametric autoregressive model applied to flexibly estimate general transition densities exhibiting nonlinear lag dependence. Our approach is related to Bayesian density regression using Dirichlet process mixtures,…
We propose a novel Bayesian approach to the problem of variable selection in multiple linear regression models. In particular, we present a hierarchical setting which allows for direct specification of a-priori beliefs about the number of…
This paper considers optimal control of dynamical systems which are represented by nonlinear stochastic differential equations. It is well-known that the optimal control policy for this problem can be obtained as a function of a value…
We propose a new adequacy test and a graphical evaluation tool for nonlinear dynamic models. The proposed techniques can be applied in any setup where parametric conditional distribution of the data is specified, in particular to models…
In binary-transaction data-mining, traditional frequent itemset mining often produces results which are not straightforward to interpret. To overcome this problem, probability models are often used to produce more compact and conclusive…
Control parallelism and data parallelism is mostly reasoned and optimized as separate functions. Because of this, workloads that are irregular, fine-grain and dynamic such as dynamic graph processing become very hard to scale. An…
The abstraction of dynamical systems is a powerful tool that enables the design of feedback controllers using a correct-by-design framework. We investigate a novel scheme to obtain data-driven abstractions of discrete-time stochastic…
Pragmatic trials increasingly define outcomes using real-world data such as electronic health records, where assessments are collected during routine care rather than at fixed timepoints. Consequently, these uncontrolled assessments may be…
For linear systems, many data-driven control methods rely on the behavioral framework, using historical data of the system to predict the future trajectories. However, measurement noise introduces errors in predictions. When the noise is…
In this work we introduce a mixture of GPs to address the data association problem, i.e. to label a group of observations according to the sources that generated them. Unlike several previously proposed GP mixtures, the novel mixture has…
This paper considers a tracking control problem, in which the dynamic controller is encrypted with an additively homomorphic encryption scheme and the output of a process tracks a dynamic reference asymptotically. Our paper is motivated by…
Historical information, such as past function values or gradients, has significant potential to enhance decentralized optimization methods for two key reasons: first, it provides richer information about the objective function, which also…