Related papers: Model-based Bootstrap of Controlled Markov Chains

Predictability of behavior has emerged an an important characteristic in many fields including biology, medicine, and marketing. Behavior can be recorded as a sequence of actions performed by an individual over a given time period. This…

Background and Objective: Uncertainty in non-linear mixed effect models is often assessed using the Fisher information matrix to derive the standard errors of estimation. The bootstrap is an alternative to the asymptotic method, with…

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…

Optimizing or sampling complex cost functions of combinatorial optimization problems is a longstanding challenge across disciplines and applications. When employing family of conventional algorithms based on Markov Chain Monte Carlo (MCMC)…

Complex mechanical systems such as vehicle powertrains are inherently subject to multiple nonlinearities and uncertainties arising from parametric variations. Modeling errors are therefore unavoidable, making the transfer of control systems…

Model-based offline reinforcement learning is brittle under distribution shift: policy improvement drives rollouts into state--action regions weakly supported by the dataset, where compounding model error yields severe value overestimation.…

Recent advancements in offline reinforcement learning (RL) have underscored the capabilities of Conditional Sequence Modeling (CSM), a paradigm that learns the action distribution based on history trajectory and target returns for each…

We consider un-discounted reinforcement learning (RL) in Markov decision processes (MDPs) under drifting non-stationarity, i.e., both the reward and state transition distributions are allowed to evolve over time, as long as their respective…

We present a learning model predictive control (MPC) scheme for chance-constrained Markov jump systems with unknown switching probabilities. Using samples of the underlying Markov chain, ambiguity sets of transition probabilities are…

We study the sequential decision-making problem for automated weaning of mechanical circulatory support (MCS) devices in cardiogenic shock patients. MCS devices are percutaneous micro-axial flow pumps that provide left ventricular unloading…

Many practical applications of reinforcement learning (RL) constrain the agent to learn from a fixed offline dataset of logged interactions, which has already been gathered, without offering further possibility for data collection. However,…

Bootstrap is an idea that imposing consistency conditions on a physical system may lead to rigorous and nontrivial statements about its physical observables. In this work, we discuss the bootstrap problem for the invariant measure of the…

We introduce a bootstrap procedure for high-frequency statistics of Brownian semistationary processes. More specifically, we focus on a hypothesis test on the roughness of sample paths of Brownian semistationary processes, which uses an…

We study off-dynamics Reinforcement Learning (RL), where the policy is trained on a source domain and deployed to a distinct target domain. We aim to solve this problem via online distributionally robust Markov decision processes (DRMDPs),…

This article presents a bootstrap approximation to the Lp_statistics of kernel density estimator in length-biased model. Length-biased data arise in many situations, such as survival analysis, renewal processes and physics. The article…

We propose a bootstrap-based calibrated projection procedure to build confidence intervals for single components and for smooth functions of a partially identified parameter vector in moment (in)equality models. The method controls…

Offline reinforcement learning (RL) enables data-efficient and safe policy learning without online exploration, but its performance often degrades under distribution shift. The learned policy may visit out-of-distribution state-action pairs…

In this paper, we develop a general law of large numbers and central limit theorem for cumulative reward processes associated with finite state Markov jump processes with non-stationary transition rates. Such models commonly arise in…

We introduce a class of Adapted Increasingly Rarely Markov Chain Monte Carlo (AirMCMC) algorithms where the underlying Markov kernel is allowed to be changed based on the whole available chain output but only at specific time points…

In this paper, we present a nonlinear robust model predictive control (MPC) framework for general (state and input dependent) disturbances. This approach uses an online constructed tube in order to tighten the nominal (state and input)…