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We propose a Bayesian nonparametric model based on Markov Chain Monte Carlo (MCMC) methods for the joint reconstruction and prediction of discrete time stochastic dynamical systems, based on $m$-multiple time-series data, perturbed by…

Methodology · Statistics 2019-03-27 Spyridon J. Hatjispyros , Christos Merkatas

We study the design of sample-efficient algorithms for reinforcement learning in the presence of rich, high-dimensional observations, formalized via the Block MDP problem. Existing algorithms suffer from either 1) computational…

Machine Learning · Computer Science 2023-04-13 Zakaria Mhammedi , Dylan J. Foster , Alexander Rakhlin

Motion cueing algorithms (MCA) are used to control the movement of motion simulation platforms (MSP) to reproduce the motion perception of a real vehicle driver as accurately as possible without exceeding the limits of the workspace of the…

Cross-modal alignment is an important multi-modal task, aiming to bridge the semantic gap between different modalities. The most reliable fundamention for achieving this objective lies in the semantic consistency between matched pairs.…

Computer Vision and Pattern Recognition · Computer Science 2025-10-14 Xiang Ma , Litian Xu , Lexin Fang , Caiming Zhang , Lizhen Cui

The general synthetic iterative scheme (GSIS) has proven its efficacy in modeling rarefied gas dynamics, where the steady-state solutions are obtained after dozens of iterations of the Boltzmann equation, with minimal numerical dissipation…

Computational Physics · Physics 2024-07-10 Liyan Luo , Lei Wu

We present a sequential sampling methodology for weakly structural Markov laws, arising naturally in a Bayesian structure learning context for decomposable graphical models. As a key component of our suggested approach, we show that the…

Statistics Theory · Mathematics 2019-09-04 Jimmy Olsson , Tetyana Pavlenko , Felix L. Rios

Event-triggered model predictive control (eMPC) is a popular optimal control method with an aim to alleviate the computation and/or communication burden of MPC. However, it generally requires priori knowledge of the closed-loop system…

Robotics · Computer Science 2022-08-23 Fengying Dang , Dong Chen , Jun Chen , Zhaojian Li

Estimating high-quality images while also quantifying their uncertainty are two desired features in an image reconstruction algorithm for solving ill-posed inverse problems. In this paper, we propose plug-and-play Monte Carlo (PMC) as a…

Image and Video Processing · Electrical Eng. & Systems 2024-08-29 Yu Sun , Zihui Wu , Yifan Chen , Berthy T. Feng , Katherine L. Bouman

Reversible jump Markov chain Monte Carlo (RJMCMC) proposals that achieve reasonable acceptance rates and mixing are notoriously difficult to design in most applications. Inspired by recent advances in deep neural network-based normalizing…

Computation · Statistics 2023-02-28 Laurence Davies , Robert Salomone , Matthew Sutton , Christopher Drovandi

We address the problem of accurate, training-free guidance for conditional generation in trained diffusion models. Existing methods typically rely on point-estimates to approximate the posterior score, often resulting in biased…

Machine Learning · Statistics 2026-01-30 Aidan Gleich , Scott C. Schmidler

Simulating stochastic systems with feedback control is challenging due to the complex interplay between the system's dynamics and the feedback-dependent control protocols. We present a single-step-trajectory probability analysis to…

Statistical Mechanics · Physics 2024-12-19 Supraja S. Chittari , Zhiyue Lu

Many robotic tasks, such as human-robot interactions or the handling of fragile objects, require tight control and limitation of appearing forces and moments alongside sensible motion control to achieve safe yet high-performance operation.…

Robotics · Computer Science 2023-03-09 Janine Matschek , Johanna Bethge , Rolf Findeisen

We propose sequential Monte Carlo (SMC) methods for sampling the posterior distribution of state-space models under highly informative observation regimes, a situation in which standard SMC methods can perform poorly. A special case is…

Computation · Statistics 2015-07-10 Pierre Del Moral , Lawrence M. Murray

Learning-based model predictive control (MPC) can enhance control performance by correcting for model inaccuracies, enabling more precise state trajectory predictions than traditional MPC. A common approach is to model unknown residual…

Systems and Control · Electrical Eng. & Systems 2026-03-19 Lars Bartels , Amon Lahr , Andrea Carron , Melanie N. Zeilinger

Latent state space systems are ubiquitous in statistical modelling, arising naturally when a time series is observed through a noisy measurement function, however training deep state space models (DSSM) at scale remains difficult. Two…

Machine Learning · Computer Science 2026-05-21 John-Joseph Brady , Nikolas Nusken , Yunpeng Li

Standard MCMC methods can scale poorly to big data settings due to the need to evaluate the likelihood at each iteration. There have been a number of approximate MCMC algorithms that use sub-sampling ideas to reduce this computational…

Computation · Statistics 2020-09-29 Joris Bierkens , Paul Fearnhead , Gareth Roberts

The projective quantum Monte Carlo (PQMC) algorithms are among the most powerful computational techniques to simulate the ground state properties of quantum many-body systems. However, they are efficient only if a sufficiently accurate…

Computational Physics · Physics 2019-10-04 S. Pilati , E. M. Inack , P. Pieri

We present the Monte Carlo with Absorbing Markov Chains (MCAMC) method for extremely long kinetic Monte Carlo simulations. The MCAMC algorithm does not modify the system dynamics. It is extremely useful for models with discrete state spaces…

Materials Science · Physics 2007-05-23 M. A. Novotny , Shannon M. Wheeler

Model Predictive Control (MPC) provides interpretable, tunable locomotion controllers grounded in physical models, but its robustness depends on frequent replanning and is limited by model mismatch and real-time computational constraints.…

Robotics · Computer Science 2025-10-15 Se Hwan Jeon , Ho Jae Lee , Seungwoo Hong , Sangbae Kim

Reinforcement learning is a promising approach to synthesizing policies for challenging robotics tasks. A key problem is how to ensure safety of the learned policy---e.g., that a walking robot does not fall over or that an autonomous car…

Machine Learning · Computer Science 2020-10-22 Osbert Bastani