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A new formulation of Stochastic Model Predictive Output Feedback Control is presented and analyzed as a translation of Stochastic Optimal Output Feedback Control into a receding horizon setting. This requires lifting the design into a…

Optimization and Control · Mathematics 2020-05-01 Martin A Sehr , Robert R Bitmead

This paper deals with the question of how to most effectively conduct experiments in Partially Observed Markov Decision Processes so as to provide data that is most informative about a parameter of interest. Methods from Markov decision…

Other Statistics · Statistics 2018-01-31 Leifur Thorbergsson , Giles Hooker

Multiscale modelling presents a multifaceted perspective into understanding the mechanisms of the brain and how neurodegenerative disorders like Parkinson's disease (PD) manifest and evolve over time. In this study, we propose a novel…

Neurons and Cognition · Quantitative Biology 2025-09-18 Aaron Herrera , Hina Shaheen

We address the challenge of efficient exploration in model-based reinforcement learning (MBRL), where the system dynamics are unknown and the RL agent must learn directly from online interactions. We propose Scalable and Optimistic MBRL…

Machine Learning · Computer Science 2025-11-26 Bhavya Sukhija , Lenart Treven , Carmelo Sferrazza , Florian Dörfler , Pieter Abbeel , Andreas Krause

Brain foundation models have achieved remarkable advances across a wide range of neuroscience tasks. However, most existing models are limited to a single functional modality, restricting their ability to exploit complementary…

Machine Learning · Computer Science 2026-05-18 Hanning Guo , Hanwen Bi , Farah Abdellatif , Andrei Galbenus , Jon. N. Shah , Abigail Morrison , Jürgen Dammers

Data-driven modeling techniques have been explored in the spatial-temporal modeling of complex dynamical systems for many engineering applications. However, a systematic approach is still lacking to leverage the information from different…

Machine Learning · Computer Science 2024-10-15 Chuanqi Chen , Jin-Long Wu

Understanding brain dynamics through functional Magnetic Resonance Imaging (fMRI) remains a fundamental challenge in neuroscience, particularly in capturing how the brain transitions between various functional states. Recently,…

Image and Video Processing · Electrical Eng. & Systems 2025-07-01 Yanwu Yang , Thomas Wolfers

We develop a general framework for state estimation in systems modeled with noise-polluted continuous time dynamics and discrete time noisy measurements. Our approach is based on maximum likelihood estimation and employs the calculus of…

Optimization and Control · Mathematics 2026-01-16 Griffin M. Kearney , Makan Fardad

We exhibit a mathematical framework to represent the neural dynamics at cortical level. Our description of neural dynamics with columnar and functional modularity, named fibre bundle representation (FBM) method, is based both on…

Neurons and Cognition · Quantitative Biology 2007-05-23 Myoung Won Cho , Seunghwan Kim

Stochastic differential equations (SDEs) describe dynamical systems where deterministic flows, governed by a drift function, are superimposed with random fluctuations, dictated by a diffusion function. The accurate estimation (or discovery)…

Machine Learning · Computer Science 2025-10-22 Patrick Seifner , Kostadin Cvejoski , David Berghaus , Cesar Ojeda , Ramses J. Sanchez

We present a method for providing statistical guarantees on runtime safety and goal reachability for integrated planning and control of a class of systems with unknown nonlinear stochastic underactuated dynamics. Specifically, given a…

Robotics · Computer Science 2022-12-15 Craig Knuth , Glen Chou , Jamie Reese , Joe Moore

We propose an evolutionary state space model (E-SSM) for analyzing high dimensional brain signals whose statistical properties evolve over the course of a non-spatial memory experiment. Under E-SSM, brain signals are modeled as mixtures of…

Methodology · Statistics 2018-10-23 Xu Gao , Weining Shen , Babak Shahbaba , Norbert Fortin , Hernando Ombao

The application of learning-based control methods in robotics presents significant challenges. One is that model-free reinforcement learning algorithms use observation data with low sample efficiency. To address this challenge, a prevalent…

Machine Learning · Computer Science 2024-07-19 Andrey Gorodetskiy , Konstantin Mironov , Aleksandr Panov

Stochastic differential equations (SDEs) provide a flexible framework for modeling temporal dynamics in partially observed systems. A central task is to calibrate such models from data, which requires inferring latent trajectories and…

Machine Learning · Statistics 2026-05-08 Yu Wang , Arnab Ganguly

Understanding how the brain's complex nonlinear dynamics give rise to cognitive function remains a central challenge in neuroscience. While brain functional dynamics exhibits scale-free and multifractal properties across temporal scales,…

Neurons and Cognition · Quantitative Biology 2025-06-18 Sangyoon Bae , Junbeom Kwon , Shinjae Yoo , Jiook Cha

Simulation-based inference (SBI) is emerging as a new statistical paradigm for addressing complex scientific inference problems. By leveraging the representational power of deep neural networks, SBI can extract the most informative…

Instrumentation and Methods for Astrophysics · Physics 2025-10-17 Huifang Lyu , James Alvey , Noemi Anau Montel , Mauro Pieroni , Christoph Weniger

In stochastic optimal control (SOC), uncertainty may arise from incomplete knowledge of the true probability distribution of the underlying environment, which is known as Knightian or epistemic uncertainty. Distributionally robust optimal…

Optimization and Control · Mathematics 2026-04-10 Wentao Ma , Zhiping Chen , Huifu Xu , Enlu Zhou

Stochastic model predictive control (SMPC) has been a promising solution to complex control problems under uncertain disturbances. However, traditional SMPC approaches either require exact knowledge of probabilistic distributions, or rely…

Optimization and Control · Mathematics 2020-01-03 Chao Shang , Fengqi You

We present two elegant solutions for modeling continuous-time dynamics, in a novel model-based reinforcement learning (RL) framework for semi-Markov decision processes (SMDPs), using neural ordinary differential equations (ODEs). Our models…

Machine Learning · Computer Science 2020-10-27 Jianzhun Du , Joseph Futoma , Finale Doshi-Velez

Model predictive control (MPC) has proven useful in enabling safe and optimal motion planning for autonomous vehicles. In this paper, we investigate how to achieve MPC-based motion planning when a neural state-space model represents the…

Robotics · Computer Science 2025-11-18 Iman Askari , Ali Vaziri , Xuemin Tu , Shen Zeng , Huazhen Fang
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