Related papers: A Cloud-based Real-time Probabilistic Remaining Us…

In this paper, we present a robust adaptive model predictive control (MPC) scheme for linear systems subject to parametric uncertainty and additive disturbances. The proposed approach provides a computationally efficient formulation with…

Accurate remaining useful life (RUL) prediction hinges on the quality of health indicators (HIs), yet existing methods often fail to disentangle complex degradation mechanisms in multi-sensor systems or quantify uncertainty in HI…

Existing predictive maintenance (PdM) methods typically focus solely on whether to replace system components without considering the costs incurred by inspection. However, a well-considered approach should be able to minimize Remaining…

We show how to speed up Sequential Monte Carlo (SMC) for Bayesian inference in large data problems by data subsampling. SMC sequentially updates a cloud of particles through a sequence of distributions, beginning with a distribution that is…

An efficient simulation-based methodology is proposed for the rolling window estimation of state space models, called particle rolling Markov chain Monte Carlo (MCMC) with double block sampling. In our method, which is based on Sequential…

Recent studies increasingly adopt simulation-based machine learning (ML) models to analyze critical infrastructure system resilience. For realistic applications, these ML models consider the component-level characteristics that influence…

Reliability analysis typically relies on deterministic simulators, which yield repeatable outputs for identical inputs. However, many real-world systems display intrinsic randomness, requiring stochastic simulators whose outputs are random…

Predicting Remaining Useful Life (RUL) plays a crucial role in the prognostics and health management of industrial systems that involve a variety of interrelated sensors. Given a constant stream of time series sensory data from such…

The Seemingly Unrelated Regressions (SUR) model is a wide used estimation procedure in econometrics, insurance and finance, where very often, the regression model contains more than one equation. Unknown parameters, regression coefficients…

In reverse osmosis desalination, ultrafiltration (UF) membranes degrade due to fouling, leading to performance loss and costly downtime. Most plants rely on scheduled preventive maintenance, since existing predictive maintenance models,…

Marginal structural models (MSMs) are often used to estimate causal effects of treatments on survival time outcomes from observational data when time-dependent confounding may be present. They can be fitted using, e.g., inverse probability…

We design and implement a novel algorithm for computing a multilevel Monte Carlo (MLMC) estimator of the cumulative distribution function of a quantity of interest in problems with random input parameters or initial conditions. Our approach…

Accurate prediction of lithium-ion battery remaining useful life (RUL) is essential for reliable health monitoring and data-driven analysis of battery degradation. However, the robustness and generalization capabilities of existing RUL…

In this paper, a data-driven diagnostic and prognostic approach based on machine learning is proposed to detect laser failure modes and to predict the remaining useful life (RUL) of a laser during its operation. We present an architecture…

Quantification of uncertainty is one of the most promising approaches to establish safe machine learning. Despite its importance, it is far from being generally solved, especially for neural networks. One of the most commonly used…

Reliability estimation of Machine Learning (ML) models is becoming a crucial subject. This is particularly the case when such \mbox{models} are deployed in safety-critical applications, as the decisions based on model predictions can result…

Standard approaches to goal-conditioned reinforcement learning (GCRL) that rely on temporal-difference learning can be unstable and sample-inefficient due to bootstrapping. While recent work has explored contrastive and supervised…

Numerous capability and safety techniques of Large Language Models (LLMs), including RLHF, automated red-teaming, prompt engineering, and infilling, can be cast as sampling from an unnormalized target distribution defined by a given reward…

In this paper we present a framework for risk-sensitive model predictive control (MPC) of linear systems affected by stochastic multiplicative uncertainty. Our key innovation is to consider a time-consistent, dynamic risk evaluation of the…

This paper proposes tackling safety-critical stochastic Reinforcement Learning (RL) tasks with a sample-based, model-based approach. At the core of the method lies a Model Predictive Control (MPC) scheme that acts as function approximation,…