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This work studies distributed (probability) density estimation of large-scale systems. Such problems are motivated by many density-based distributed control tasks in which the real-time density of the swarm is used as feedback information,…
We consider the problem of estimating parameters of stochastic differential equations (SDEs) with discrete-time observations that are either completely or partially observed. The transition density between two observations is generally…
While current generative models have achieved promising performances in time-series synthesis, they either make strong assumptions on the data format (e.g., regularities) or rely on pre-processing approaches (e.g., interpolations) to…
We present a novel kernel-based method for learning multivariate stochastic differential equations (SDEs). The method follows a two-step procedure: we first estimate the drift term function, then the (matrix-valued) diffusion function given…
We propose a diffusion approximation method to the continuous-state Markov Decision Processes (MDPs) that can be utilized to address autonomous navigation and control in unstructured off-road environments. In contrast to most…
Recent success of diffusion models has inspired a surge of interest in developing sampling techniques using reverse diffusion processes. However, accurately estimating the drift term in the reverse stochastic differential equation (SDE)…
Many tasks in robot-assisted surgeries (RAS) can be represented by finite-state machines (FSMs), where each state represents either an action (such as picking up a needle) or an observation (such as bleeding). A crucial step towards the…
Diffusion processes with branching play an important role in statistical dynamics. They are a common approach to the computing of quantum mechanical groundstates, and serve as models for population dynamics and as physical pictures for…
Real-world autonomous systems operate under uncertainty about both their pose and dynamics. Autonomous control systems must simultaneously perform estimation and control tasks to maintain robustness to changing dynamics or modeling errors.…
Suppose you are a fund manager with \$100 million to deploy and two years to invest it. A deal comes across your desk that looks appealing but costs \$50 million -- half of your available capital. Should you take it, or wait for something…
This paper was prompted by numerical experiments we performed, in which algorithms already available in the literature (DVS-BDDM) yielded accelerations (or speedups) many times larger (more than seventy in some examples already treated, but…
We investigate the problem of co-designing computation and communication in a multi-agent system (e.g. a sensor network or a multi-robot team). We consider the realistic setting where each agent acquires sensor data and is capable of local…
Complex social systems are composed of interconnected individuals whose interactions result in group behaviors. Optimal control of a real-world complex system has many applications, including road traffic management, epidemic prevention,…
In a discrete-time setting, we consider an arrival process $\left\{\xi_n \, \middle| \, n = 1, 2, \ldots \right\}$, which models the occurrence of events, and a corresponding point process $\left\{H_n \, \middle| \, n = 1, 2, \ldots…
This work proposes stochastic partial differential equations (SPDEs) as a practical tool to replicate clustering effects of more detailed particle-based dynamics. Inspired by membrane-mediated receptor dynamics on cell surfaces, we…
The increased demand for online prediction and the growing availability of large data sets drives the need for computationally efficient models. While exact Gaussian process regression shows various favorable theoretical properties…
Recent model-based congestion control algorithms such as BBR use repeated measurements at the endpoint to build a model of the network connection and use it to achieve optimal throughput with low queuing delay. Conversely, applying this…
I describe ongoing work developing Bayesian methods for flexible modeling of arrival time series data without binning, aiming to improve detection and measurement of X-ray and gamma-ray pulsars, and of pulses in gamma-ray bursts. The…
The bus admittance matrix is central to many power system simulation algorithms, but the link between problem size and computation time (i.e., the time complexity) using modern sparse solvers is not fully understood. It has recently been…
A discrete-event simulation (DES) involves the execution of a sequence of event handlers dynamically scheduled at runtime. As a consequence, a priori knowledge of the control flow of the overall simulation program is limited. In particular,…