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This tutorial consists of a brief introduction to the modern control approach called model predictive control (MPC) and its numerical implementation using MATLAB. We discuss the basic concepts and numerical implementation of the two major…

Optimization and Control · Mathematics 2023-09-04 Midhun T. Augustine

It is argued that the Calibrated Bayesian (CB) approach to statistical inference capitalizes on the strength of Bayesian and frequentist approaches to statistical inference. In the CB approach, inferences under a particular model are…

Methodology · Statistics 2011-08-10 Roderick Little

We introduce a novel rule-based approach for handling regression problems. The new methodology carries elements from two frameworks: (i) it provides information about the uncertainty of the parameters of interest using Bayesian inference,…

Machine Learning · Statistics 2021-10-11 Themistoklis Botsas , Lachlan R. Mason , Indranil Pan

Ensuring that predictions of machine learning (ML) classification models are accompanied by uncertainty estimates is one of the main pillars of trustworthy AI. Current research in uncertainty quantification focuses mainly on epistemic…

Machine Learning · Computer Science 2026-05-27 Samuel Bilson , Miles McCrory , Anna Pustogvar

Deep neural networks have outperformed existing machine learning models in various molecular applications. In practical applications, it is still difficult to make confident decisions because of the uncertainty in predictions arisen from…

Machine Learning · Computer Science 2019-03-21 Seongok Ryu , Yongchan Kwon , Woo Youn Kim

A robust model predictive control scheme for a class of constrained norm-bounded uncertain discrete-time linear systems is developed under the hypothesis that only partial state measurements are available for feedback. Off-line calculations…

Systems and Control · Computer Science 2018-07-23 Giuseppe Franzè , Massimiliano Mattei , Luciano Ollio , Valerio Scordamaglia

We introduce a general framework that extends Bayesian inference by allowing the researcher to explicitly encode confidence in each source of uncertainty within the model. This mechanism provides a new handle for model design and…

Methodology · Statistics 2026-05-06 Rafael Mouallem Rosa , Julyan Arbel , Hien Duy Nguyen

Neural network potentials (NNPs) combine the computational efficiency of classical interatomic potentials with the high accuracy and flexibility of the ab initio methods used to create the training set, but can also result in unphysical…

Materials Science · Physics 2022-01-24 Leonid Kahle , Federico Zipoli

Bayesian models quantify uncertainty and facilitate optimal decision-making in downstream applications. For most models, however, practitioners are forced to use approximate inference techniques that lead to sub-optimal decisions due to…

Machine Learning · Statistics 2019-09-12 Tomasz Kuśmierczyk , Joseph Sakaya , Arto Klami

Stochastic model predictive control has been a successful and robust control framework for many robotics tasks where the system dynamics model is slightly inaccurate or in the presence of environment disturbances. Despite the successes, it…

Robotics · Computer Science 2022-04-07 Rel Guzman , Rafael Oliveira , Fabio Ramos

Recently, combinations of generative and Bayesian machine learning have been introduced in particle physics for both fast detector simulation and inference tasks. These neural networks aim to quantify the uncertainty on the generated…

Machine Learning · Computer Science 2024-11-21 Sebastian Bieringer , Sascha Diefenbacher , Gregor Kasieczka , Mathias Trabs

Approximate model-predictive control (AMPC) aims to imitate an MPC's behavior with a neural network, removing the need to solve an expensive optimization problem at runtime. However, during deployment, the parameters of the underlying MPC…

Precise estimation of predictive uncertainty in deep neural networks is a critical requirement for reliable decision-making in machine learning and statistical modeling, particularly in the context of medical AI. Conformal Prediction (CP)…

Machine Learning · Computer Science 2024-01-05 Hamed Karimi , Reza Samavi

Controller design faces a trade-off between robustness and performance, and the reliability of linear controllers has caused many practitioners to focus on the former. However, there is renewed interest in improving system performance to…

Optimization and Control · Mathematics 2012-08-07 Anil Aswani , Humberto Gonzalez , S. Shankar Sastry , Claire Tomlin

This tutorial provides a systematic introduction to Gaussian process learning-based model predictive control (GP-MPC), an advanced approach integrating Gaussian process (GP) with model predictive control (MPC) for enhanced control in…

Robotics · Computer Science 2024-04-08 Jie Wang , Youmin Zhang

Bayesian methods have been very successful in quantifying uncertainty in physics-based problems in parameter estimation and prediction. In these cases, physical measurements y are modeled as the best fit of a physics-based model…

Data Analysis, Statistics and Probability · Physics 2015-02-06 Dave Higdon , Jordan D. McDonnell , Nicolas Schunck , Jason Sarich , Stefan M. Wild

For the application of MPC design in on-line regulation or tracking control problems, several studies have attempted to develop an accurate model, and realize adequate uncertainty description of linear or non-linear plants of the processes.…

Optimization and Control · Mathematics 2019-04-03 Yuanqiang Zhou , Dewei Li , Yugeng Xi , Zhongxue Gan

Model-based reinforcement learning has the potential to be more sample efficient than model-free approaches. However, existing model-based methods are vulnerable to model bias, which leads to poor generalization and asymptotic performance…

Machine Learning · Computer Science 2019-06-27 Tung-Long Vuong , Kenneth Tran

Bayesian network is a complete model for the variables and their relationships, it can be used to answer probabilistic queries about them. A Bayesian network can thus be considered a mechanism for automatically applying Bayes' theorem to…

Artificial Intelligence · Computer Science 2010-11-08 Jianguo Ding

In this paper we present a framework for risk-sensitive model predictive control (MPC) of linear systems affected by stochastic multiplicative uncertainty. Our key innovation is to consider a time-consistent, dynamic risk evaluation of the…

Optimization and Control · Mathematics 2018-04-26 Sumeet Singh , Yin-Lam Chow , Anirudha Majumdar , Marco Pavone