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For compressive sensing of dynamic sparse signals, we develop an iterative pursuit algorithm. A dynamic sparse signal process is characterized by varying sparsity patterns over time/space. For such signals, the developed algorithm is able…

Statistics Theory · Mathematics 2012-10-15 Dave Zachariah , Saikat Chatterjee , Magnus Jansson

Sequential multi-class diagnosis, also known as multi-hypothesis testing, is a classical sequential decision problem with broad applications. However, the optimal solution remains, in general, unknown as the dynamic program suffers from the…

Information Theory · Computer Science 2020-12-07 Jue Wang

This paper studies the classical problem of detecting the locations of signal occurrences in a one-dimensional noisy measurement. Assuming the signal occurrences do not overlap, we formulate the detection task as a constrained likelihood…

Signal Processing · Electrical Eng. & Systems 2023-02-20 Mordechai Roth , Amichai Painsky , Tamir Bendory

We survey the state of the art on the algorithmic analysis of discrete linear dynamical systems, focussing in particular on reachability, model-checking, and invariant-generation questions, both unconditionally as well as relative to…

Dynamical Systems · Mathematics 2022-09-21 Toghrul Karimov , Edon Kelmendi , Joël Ouaknine , James Worrell

The classical linear search problem is studied from the view point of Hamiltonian dynamics. For the specific, yet representative case of exponentially distributed position of the hidden object, we show that the optimal plan follows an…

Classical Analysis and ODEs · Mathematics 2015-05-30 Yuliy Baryshnikov , Vadim Zharnitsky

Modeling the temporal behavior of data is of primordial importance in many scientific and engineering fields. Baseline methods assume that both the dynamic and observation equations follow linear-Gaussian models. However, there are many…

Machine Learning · Computer Science 2020-11-03 Xavier Alameda-Pineda , Vincent Drouard , Radu Horaud

In the signal processing and statistics literature, the minimum description length (MDL) principle is a popular tool for choosing model complexity. Successful examples include signal denoising and variable selection in linear regression,…

Signal Processing · Electrical Eng. & Systems 2022-01-28 Zhenyu Wei , Raymond K. W. Wong , Thomas C. M. Lee

We describe a dynamic programming algorithm for computing the marginal distribution of discrete probabilistic programs. This algorithm takes a functional interpreter for an arbitrary probabilistic programming language and turns it into an…

Artificial Intelligence · Computer Science 2012-09-12 Andreas Stuhlmüller , Noah D. Goodman

The problem of reward design examines the interaction between a leader and a follower, where the leader aims to shape the follower's behavior to maximize the leader's payoff by modifying the follower's reward function. Current approaches to…

Optimization and Control · Mathematics 2024-06-10 Shuo Wu , Haoxiang Ma , Jie Fu , Shuo Han

We investigate the possibility of extending some results of Pazman and Pronzato (2014) to a larger set of optimality criteria. Namely, in a linear regression model the problem of computing D-, A-, E_k-optimal designs, of combining these…

Computation · Statistics 2015-04-24 Katarina Burclova , Andrej Pazman

In pursuit of a more sustainable and cost-efficient last mile, parcel lockers have gained a firm foothold in the parcel delivery landscape. To fully exploit their potential and simultaneously ensure customer satisfaction, successful…

Artificial Intelligence · Computer Science 2024-09-13 Daniela Sailer , Robert Klein , Claudius Steinhardt

In recent years, significant advances have been made in the design and analysis of fully dynamic maximal matching algorithms. However, these theoretical results have received very little attention from the practical perspective. Few of the…

Data Structures and Algorithms · Computer Science 2020-04-21 Monika Henzinger , Shahbaz Khan , Richard Paul , Christian Schulz

Evolutionary algorithms have been widely applied for solving dynamic constrained optimization problems (DCOPs) as a common area of research in evolutionary optimization. Current benchmarks proposed for testing these problems in the…

Neural and Evolutionary Computing · Computer Science 2019-07-10 Maryam Hasani-Shoreh , María-Yaneli Ameca-Alducin , Wilson Blaikie , Frank Neumann , Marc Schoenauer

Analyzing data from dynamical systems often begins with creating a reconstruction of the trajectory based on one or more variables, but not all variables are suitable for reconstructing the trajectory. The concept of nonlinear observability…

Chaotic Dynamics · Physics 2018-10-25 Thomas L. Carroll

Projection-based model reduction has become a popular approach to reduce the cost associated with integrating large-scale dynamical systems so they can be used in many-query settings such as optimization and uncertainty quantification. For…

Numerical Analysis · Mathematics 2020-08-26 Han Gao , Jian-Xun Wang , Matthew J. Zahr

The parameter space of dynamical systems arising in applications is often found to be high-dimensional and difficult to explore. We construct a fast algorithm to numerically analyze "quantitative features" of dynamical systems depending on…

Numerical Analysis · Mathematics 2008-07-15 Christian Kuehn

Recent interest has developed around the problem of dynamic compressed sensing, or the recovery of time-varying, sparse signals from limited observations. In this paper, we study how the dynamics of recurrent networks, formulated as general…

Optimization and Control · Mathematics 2015-11-09 MohammadMehdi Kafashan , Anirban Nandi , ShiNung Ching

Real-world problems of operations research are typically high-dimensional and combinatorial. Linear programs are generally used to formulate and efficiently solve these large decision problems. However, in multi-period decision problems, we…

Machine Learning · Computer Science 2019-02-27 Wouter van Heeswijk , Han La Poutré

We study the design of functional incentive mechanisms for dynamical systems, in which a leader designs a fixed incentive function to motivate a self-interested follower to actuate the system beneficially over an extended horizon, without…

Systems and Control · Electrical Eng. & Systems 2026-05-01 Jonas G. Matt , Saverio Bolognani , Florian Dörfler

We present a novel approach to control design for nonlinear systems which leverages model-free policy optimization techniques to learn a linearizing controller for a physical plant with unknown dynamics. Feedback linearization is a…

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