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Background: Policy evaluation studies that assess how state-level policies affect health-related outcomes are foundational to health and social policy research. The relative ability of newer analytic methods to address confounding, a key…

This article presents a dynamic regret analysis for stochastic model predictive control (SMPC) in linear systems with quadratic performance index and additive and multiplicative uncertainties. Under a finite support assumption, the problem…

Optimization and Control · Mathematics 2025-02-04 Sungho Shin , Sen Na , Mihai Anitescu

We propose a sequential Monte Carlo (SMC) method to efficiently and accurately compute cut-Bayesian posterior quantities of interest, variations of standard Bayesian approaches constructed primarily to account for model misspecification. We…

Computation · Statistics 2024-11-13 Joseph Mathews , Giri Gopalan , James Gattiker , Sean Smith , Devin Francom

This paper develops a novel sequential Monte Carlo (SMC) approach for joint state and parameter estimation that can deal efficiently with abruptly changing parameters which is a common case when tracking maneuvering targets. The approach…

Computation · Statistics 2015-10-12 Christopher Nemeth , Paul Fearnhead , Lyudmila Mihaylova

Synthetic control methods have gained popularity among causal studies with observational data, particularly when estimating the impacts of the interventions that are implemented to a small number of large units. Implementing the synthetic…

Methodology · Statistics 2020-05-29 Gyuhyeong Goh , Jisang Yu

Stochastic model-predictive control (SMPC) has evolved to a powerful framework for the control of stochastic dynamical systems. SMPC utilizes a probabilistic uncertainty description to provide a systematic trade-off between the control…

Systems and Control · Electrical Eng. & Systems 2026-05-27 Bendegúz Györök , Roland Tóth , Maarten Schoukens , Tamás Péni

Stochastic compositional optimization generalizes classic (non-compositional) stochastic optimization to the minimization of compositions of functions. Each composition may introduce an additional expectation. The series of expectations may…

Optimization and Control · Mathematics 2021-09-29 Tianyi Chen , Yuejiao Sun , Wotao Yin

We discuss causal inference for observational studies with possibly invalid instrumental variables. We propose a novel methodology called two-stage curvature identification (TSCI) by exploring the nonlinear treatment model with machine…

Methodology · Statistics 2024-01-08 Zijian Guo , Mengchu Zheng , Peter Bühlmann

In this paper we study methods for estimating causal effects in settings with panel data, where some units are exposed to a treatment during some periods and the goal is estimating counterfactual (untreated) outcomes for the treated…

Statistics Theory · Mathematics 2022-04-22 Susan Athey , Mohsen Bayati , Nikolay Doudchenko , Guido Imbens , Khashayar Khosravi

We propose a practical and robust method for making inferences on average treatment effects estimated by synthetic controls. We develop a $K$-fold cross-fitting procedure for bias correction. To avoid the difficult estimation of the…

Econometrics · Economics 2025-05-26 Victor Chernozhukov , Kaspar Wuthrich , Yinchu Zhu

Suboptimal model predictive control is a technique that can reduce the computational cost of model predictive control (MPC) by exploiting its robustness to incomplete optimization. Instead of solving the optimal control problem exactly,…

Systems and Control · Computer Science 2019-05-08 Dominic Liao-McPherson , Marco Nicotra , Ilya Kolmanovsky

We propose a Stochastic MPC (SMPC) approach for autonomous driving which incorporates multi-modal, interaction-aware predictions of surrounding vehicles. For each mode, vehicle motion predictions are obtained by a control model described…

Systems and Control · Electrical Eng. & Systems 2022-08-09 Siddharth H. Nair , Vijay Govindarajan , Theresa Lin , Yan Wang , Eric H. Tseng , Francesco Borrelli

In this paper, we use Time Scale Calculus (TSC) to formulate and solve pharmacokinetic models exploring multiple dose dynamics. TSC is a mathematical framework that allows the modeling of dynamical systems comprising continuous and discrete…

Dynamical Systems · Mathematics 2024-04-10 Santiago Torres Paz , Jose Ricardo Arteaga Bejarano

We introduce a synthetic control methodology to study policies with staggered adoption. Many policies, such as the board gender diversity policies, are replicated by other policy setters at different time frames. Our method estimates the…

Econometrics · Economics 2025-11-18 Jianfei Cao , Shirley Lu , Hang Wu

Stochastic computing (SC) is an emerging computing technique which offers higher computational density, and lower power over binary-encoded (BE) computation. Unlike BE computation, SC encodes values as probabilistic bitstreams which makes…

Emerging Technologies · Computer Science 2018-10-12 Vincent T. Lee , Armin Alaghi , Luis Ceze , Mark Oskin

Sequential Convex Programming (SCP) has recently gained significant popularity as an effective method for solving optimal control problems and has been successfully applied in several different domains. However, the theoretical analysis of…

Optimization and Control · Mathematics 2022-09-07 Riccardo Bonalli , Thomas Lew , Marco Pavone

This paper proposes an approach, Spectral Dynamics Embedding Control (SDEC), to optimal control for nonlinear stochastic systems. This method reveals an infinite-dimensional feature representation induced by the system's nonlinear…

Machine Learning · Computer Science 2025-08-27 Zhaolin Ren , Tongzheng Ren , Haitong Ma , Na Li , Bo Dai

The synthetic control estimator (Abadie et al., 2010) is asymptotically unbiased assuming that the outcome is a linear function of the underlying predictors and that the treated unit can be well approximated by the synthetic control before…

Econometrics · Economics 2023-06-06 Wei Tian

We present a certified version of the Natural-Norm Successive Constraint Method (cNNSCM) for fast and accurate Inf-Sup lower bound evaluation of parametric operators. Successive Constraint Methods (SCM) are essential tools for the…

Numerical Analysis · Mathematics 2015-03-17 Yanlai Chen

Tangent Model Composition (TMC) is a method to combine component models independently fine-tuned around a pre-trained point. Component models are tangent vectors to the pre-trained model that can be added, scaled, or subtracted to support…

Machine Learning · Computer Science 2023-10-03 Tian Yu Liu , Stefano Soatto
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