Related papers: A Sliding-Window Filter for Online Continuous-Time…
State-space models are used in a wide range of time series analysis formulations. Kalman filtering and smoothing are work-horse algorithms in these settings. While classic algorithms assume Gaussian errors to simplify estimation, recent…
Deep reinforcement learning (RL) algorithms suffer severe performance degradation when the interaction data is scarce, which limits their real-world application. Recently, visual representation learning has been shown to be effective and…
In reinforcement learning with image-based inputs, it is crucial to establish a robust and generalizable state representation. Recent advancements in metric learning, such as deep bisimulation metric approaches, have shown promising results…
Representative subset selection (RSS) is an important tool for users to draw insights from massive datasets. Existing literature models RSS as the submodular maximization problem to capture the "diminishing returns" property of the…
We present a variational method for online state estimation and parameter learning in state-space models (SSMs), a ubiquitous class of latent variable models for sequential data. As per standard batch variational techniques, we use…
This paper studies the distributed state estimation problem for a class of discrete-time stochastic systems with nonlinear uncertain dynamics over time-varying topologies of sensor networks. An extended state vector consisting of the…
A recent article introduced thecontinuous stochastic gradient method (CSG) for the efficient solution of a class of stochastic optimization problems. While the applicability of known stochastic gradient type methods is typically limited to…
The transfer of reinforcement learning (RL) techniques into real-world applications is challenged by safety requirements in the presence of physical limitations. Most RL methods, in particular the most popular algorithms, do not support…
The Kalman filter and Rauch-Tung-Striebel (RTS) smoother are optimal for state estimation in linear dynamic systems. With nonlinear systems, the challenge consists in how to propagate uncertainty through the state transitions and output…
Filtering for stochastic reaction networks (SRNs) is an important problem in systems/synthetic biology aiming to estimate the state of unobserved chemical species. A good solution to it can provide scientists valuable information about the…
This paper presents parallel-in-time state estimation methods for systems with Slow-Rate inTegrated Measurements (SRTM). Integrated measurements are common in various applications, and they appear in analysis of data resulting from…
Cubature Kalman Filter (CKF) has good performance when handling nonlinear dynamic state estimations. However, it cannot work well in non-Gaussian noise and bad data environment due to the lack of auto-adaptive ability to measure noise…
This note presents an online pseudospectral method for system identification using Chebyshev polynomial basis under aperiodic sampling. The system dynamics are approximated piecewise by introducing a sliding time window. The number of…
Dynamic discrete choice (DDC) models have found widespread application in marketing. However, estimating these becomes challenging in "big data" settings with high-dimensional state-action spaces. To address this challenge, this paper…
The development of Distributional Reinforcement Learning (DRL) has introduced a natural way to incorporate risk sensitivity into value-based and actor-critic methods by employing risk measures other than expectation in the value function.…
In this paper, we study Stochastic Control Barrier Functions (SCBFs) to enable the design of probabilistic safe real-time controllers in presence of uncertainties and based on noisy measurements. Our goal is to design controllers that bound…
This paper deals with state estimation of nonlinear stochastic dynamic models. In particular, the stochastic integration rule, which provides asymptotically unbiased estimates of the moments of nonlinearly transformed Gaussian random…
Many real-world optimization problems contain parameters that are unknown before deployment time, either due to stochasticity or to lack of information (e.g., demand or travel times in delivery problems). A common strategy in such cases is…
State estimation is one of the fundamental problems in robotics. For soft continuum robots, this task is particularly challenging because their states (poses, strains, internal wrenches, and velocities) are inherently infinite-dimensional…
This paper presents windowing and random weighting (WRW) based adaptive cubature Rauch Tung Striebel (CRTS) smoother (WRWACRTS). The Unscented KF (WRWUKF) has already existed as an alternative to nonlinear smoothing solutions. In the…