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Monte Carlo methods are essential tools for Bayesian inference. Gibbs sampling is a well-known Markov chain Monte Carlo (MCMC) algorithm, extensively used in signal processing, machine learning, and statistics, employed to draw samples from…

Computation · Statistics 2017-12-21 Luca Martino , Victor Elvira , Gustau Camps-Valls

We introduce the energy-stepping Monte Carlo (ESMC) method, a Markov chain Monte Carlo (MCMC) algorithm based on the conventional dynamical interpretation of the proposal stage but employing an energy-stepping integrator. The…

Mathematical Physics · Physics 2023-12-13 Ignacio Romero , Michael Ortiz

Accurately tracking and predicting behaviors of surrounding objects are key prerequisites for intelligent systems such as autonomous vehicles to achieve safe and high-quality decision making and motion planning. However, there still remain…

Robotics · Computer Science 2020-03-31 Jiachen Li , Wei Zhan , Yeping Hu , Masayoshi Tomizuka

A novel multiscale numerical method is developed to accelerate direct simulation Monte Carlo (DSMC) simulations for polyatomic gases with internal energy. This approach applies the general synthetic iterative scheme to stochastic…

Computational Physics · Physics 2025-01-22 Liyan Luo , Tao Huang , Qi Li , Lei Wu

Model predictive control (MPC) is widely used for path tracking of autonomous vehicles due to its ability to handle various types of constraints. However, a considerable predictive error exists because of the error of mathematics model or…

Robotics · Computer Science 2020-07-21 Chaoyang Jiang , Hanqing Tian , Jibin Hu , Jiankun Zhai , Chao Wei , Jun Ni

Reinforcement learning is a promising paradigm for solving sequential decision-making problems, but low data efficiency and weak generalization across tasks are bottlenecks in real-world applications. Model-based meta reinforcement learning…

Machine Learning · Computer Science 2021-02-17 Qi Wang , Herke van Hoof

In this work, we propose a Path Integral Monte Carlo (PIMC) approach based on discretized continuous degrees of freedom and rejection-free Gibbs sampling. The ground state properties of a chain of planar rotors with dipole-dipole…

Automated vehicles are gradually entering people's daily life to provide a comfortable driving experience for the users. The generic and user-agnostic automated vehicles have limited ability to accommodate the different driving styles of…

Human-Computer Interaction · Computer Science 2022-08-18 Shili Sheng , Erfan Pakdamanian , Kyungtae Han , Ziran Wang , Lu Feng

Physics-informed machine learning (PIML) is crucial in modern traffic flow modeling because it combines the benefits of both physics-based and data-driven approaches. In conventional PIML, physical information is typically incorporated by…

Machine Learning · Computer Science 2025-09-23 Yuan-Zheng Lei , Yaobang Gong , Dianwei Chen , Yao Cheng , Xianfeng Terry Yang

Monte Carlo (MC) techniques are often used to estimate integrals of a multivariate function using randomly generated samples of the function. In light of the increasing interest in uncertainty quantification and robust design applications…

Machine Learning · Statistics 2011-08-25 Brendan Tracey , David Wolpert , Juan J. Alonso

Particle Markov chain Monte Carlo (PMCMC) is a systematic way of combining the two main tools used for Monte Carlo statistical inference: sequential Monte Carlo (SMC) and Markov chain Monte Carlo (MCMC). We present a novel PMCMC algorithm…

Computation · Statistics 2014-09-17 Fredrik Lindsten , Michael I. Jordan , Thomas B. Schön

Reinforcement learning (RL) methods have demonstrated their efficiency in simulation environments. However, many applications for which RL offers great potential, such as autonomous driving, are also safety critical and require a certified…

Systems and Control · Electrical Eng. & Systems 2021-01-19 Kim P. Wabersich , Lukas Hewing , Andrea Carron , Melanie N. Zeilinger

Recent advances in imitative reinforcement learning (IRL) have considerably enhanced the ability of autonomous agents to assimilate expert demonstrations, leading to rapid skill acquisition in a range of demanding tasks. However, such…

Robotics · Computer Science 2025-06-26 Hang Zhou , Yihao Qin , Dan Xu , Yiding Ji

Physical principles are fundamental to realistic visual simulation, but remain a significant oversight in transformer-based video generation. This gap highlights a critical limitation in rendering rigid body motion, a core tenet of…

Computer Vision and Pattern Recognition · Computer Science 2026-01-19 Qiyuan Zhang , Biao Gong , Shuai Tan , Zheng Zhang , Yujun Shen , Xing Zhu , Yuyuan Li , Kelu Yao , Chunhua Shen , Changqing Zou

Autonomous aerial vehicles necessitate control strategies that balance computational efficiency with robust performance in dynamic operational environments. This paper proposes a model predictive control (MPC) framework for aerial platforms…

Systems and Control · Electrical Eng. & Systems 2026-05-25 Tayyab Manzoor , Yasir Ali , Yuanqing Xia , Lijie You , Yan Wang

Deep learning has shown strong potential in modeling complex spatiotemporal dynamics. However, most existing methods depend on densely and uniformly sampled data, which is often unavailable in practice due to sensor and cost limitations. In…

Machine Learning · Computer Science 2025-12-16 Han Wan , Qi Wang , Yuan Mi , Rui Zhang , Hao Sun

Model predictive control (MPC) is widely used for motion planning, particularly in autonomous driving. Real-time capability of the planner requires utilizing convex approximation of optimal control problems (OCPs) for the planner. However,…

Robotics · Computer Science 2025-12-04 Johannes Fischer , Marlon Steiner , Ömer Sahin Tas , Christoph Stiller

A macroscopic mesoscopic, deterministic stochastic coupling strategy is proposed to accelerate the direct simulation Monte Carlo (DSMC) method for chemical reaction. First, a macroscopic synthetic equation is formulated by integrating…

Computational Physics · Physics 2026-05-14 Hong Deng , Liyan Luo , Lei Wu

We examine an analytic variational inference scheme for the Gaussian Process State Space Model (GPSSM) - a probabilistic model for system identification and time-series modelling. Our approach performs variational inference over both the…

Machine Learning · Statistics 2018-12-11 Alessandro Davide Ialongo , Mark van der Wilk , Carl Edward Rasmussen

Robotic systems must be able to quickly and robustly make decisions when operating in uncertain and dynamic environments. While Reinforcement Learning (RL) can be used to compute optimal policies with little prior knowledge about the…

Robotics · Computer Science 2016-09-13 Yunpeng Pan , Xinyan Yan , Evangelos Theodorou , Byron Boots