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Parameter estimation in diffusion processes from discrete observations up to a first-hitting time is clearly of practical relevance, but does not seem to have been studied so far. In neuroscience, many models for the membrane potential…
In Change point detection task Likelihood Ratio Test (LRT) is sequentially applied in a sliding window procedure. Its high values indicate changes of parametric distribution in the data sequence. Correspondingly LRT values require…
Rollout algorithms have demonstrated excellent performance on a variety of dynamic and discrete optimization problems. Interpreted as an approximate dynamic programming algorithm, a rollout algorithm estimates the value-to-go at each…
A rigorous runtime analysis of evolutionary multi-objective optimization for the classical vertex cover problem in the context of parameterized complexity analysis has been presented by Kratsch and Neumann (2013). In this paper, we extend…
In order to solve complex, long-horizon tasks, intelligent robots need to carry out high-level, abstract planning and reasoning in conjunction with motion planning. However, abstract models are typically lossy and plans or policies computed…
We address the risk bounded trajectory optimization problem of stochastic nonlinear robotic systems. More precisely, we consider the motion planning problem in which the robot has stochastic nonlinear dynamics and uncertain initial…
We propose and analyze a self-adaptive version of the $(1,\lambda)$ evolutionary algorithm in which the current mutation rate is part of the individual and thus also subject to mutation. A rigorous runtime analysis on the OneMax benchmark…
High-throughput gene perturbation experiments can test several genetic interventions in parallel, yet experimental budgets remain limited. A central goal is hit discovery: identifying as many perturbations as possible whose phenotypic…
Concept drift -- the change of the distribution over time -- poses significant challenges for learning systems and is of central interest for monitoring. Understanding drift is thus paramount, and drift localization -- determining which…
The interplay between mutation and selection plays a fundamental role in the behaviour of evolutionary algorithms (EAs). However, this interplay is still not completely understood. This paper presents a rigorous runtime analysis of a…
We introduce a new approach for decoupling trends (drift) and changepoints (shifts) in time series. Our locally adaptive model-based approach for robustly decoupling combines Bayesian trend filtering and machine learning based…
This article studies how to detect and explain concept drift. Human activity recognition is used as a case study together with a online batch learning situation where the quality of the labels used in the model updating process starts to…
This paper discusses various types of constraints, difficulties and solutions to overcome the challenges regarding university course allocation problem. A hybrid evolutionary algorithm has been defined combining Local Repair Algorithm and…
There exists a range of different models for estimating and simulating credit risk transitions to optimally manage credit risk portfolios and products. In this chapter we present a Coupled Markov Chain approach to model rating transitions…
Estimation-of-distribution algorithms (EDAs) are optimization algorithms that learn a distribution on the search space from which good solutions can be sampled easily. A key parameter of most EDAs is the sample size (population size). If…
Knowing and predicting dangerous factors within a scene are two key components during autonomous driving, especially in a crowded urban environment. To navigate safely in environments, risk assessment is needed to quantify and associate the…
Randomized search heuristics such as evolutionary algorithms are frequently applied to dynamic combinatorial optimization problems. Within this paper, we present a dynamic model of the classic Weighted Vertex Cover problem and analyze the…
We revisit the computation of a probability of collision in the context of automotive collision avoidance (also referred to as conflict detection in other contexts). After reviewing existing approaches to the definition and computation of a…
Choosing the optimization algorithm that performs best on a given machine learning problem is often delicate, and there is no guarantee that current state-of-the-art algorithms will perform well across all tasks. Consequently, the more…
The design of online algorithms has tended to focus on algorithms with worst-case guarantees, e.g., bounds on the competitive ratio. However, it is well-known that such algorithms are often overly pessimistic, performing sub-optimally on…