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We consider stochastic programs conditional on some covariate information, where the only knowledge of the possible relationship between the uncertain parameters and the covariates is reduced to a finite data sample of their joint…

最优化与控制 · 数学 2021-11-23 Adrián Esteban-Pérez , Juan M. Morales

Data collected from arrays of sensors are essential for informed decision-making in various systems. However, the presence of anomalies can compromise the accuracy and reliability of insights drawn from the collected data or information…

应用统计 · 统计学 2024-03-19 Katie Buchhorn , Kerrie Mengersen , Edgar Santos-Fernandez , James McGree

This paper focuses on the analytical probabilistic modeling of vehicular traffic. It formulates a stochastic node model. It then formulates a network model by coupling the node model with the link model of Lu and Osorio (2018), which is a…

计算机科学与博弈论 · 计算机科学 2022-09-07 Jing Lu , Carolina Osorio

In this paper, we study a class of stochastic optimization problems, referred to as the \emph{Conditional Stochastic Optimization} (CSO), in the form of $\min_{x \in \mathcal{X}} \EE_{\xi}f_\xi\Big({\EE_{\eta|\xi}[g_\eta(x,\xi)]}\Big)$,…

最优化与控制 · 数学 2023-08-21 Yifan Hu , Xin Chen , Niao He

Random networks are increasingly used to analyse complex transportation networks, such as airline routes, roads and rail networks. So far, this research has been focused on describing the properties of the networks with the help of random…

物理与社会 · 物理学 2017-09-19 Jürgen Hackl , Bryan T. Adey

For complex nonlinear systems, it is challenging to design algorithms that are fast, scalable, and give an accurate approximation of the stability region. This paper proposes a sampling-based approach to address these challenges. By…

系统与控制 · 电气工程与系统科学 2024-05-24 Péter Antal , Tamás Péni , Roland Tóth

We study space-pass tradeoffs in graph streaming algorithms for parameter estimation and property testing problems such as estimating the size of maximum matchings and maximum cuts, weight of minimum spanning trees, or testing if a graph is…

数据结构与算法 · 计算机科学 2021-04-13 Sepehr Assadi , Vishvajeet N

This paper introduces a practical sampling method for training surrogate models in the context of uncertainty propagation. We propose a heuristic method to uniformly draw samples within highest density regions of the density given by the…

统计方法学 · 统计学 2025-09-15 Jocelyn Minini , Micha Wasem

Mapping the Internet generally consists in sampling the network from a limited set of sources by using traceroute-like probes. This methodology, akin to the merging of different spanning trees to a set of destination, has been argued to…

网络与互联网体系结构 · 计算机科学 2011-11-09 Luca Dall'Asta , Ignacio Alvarez-Hamelin , Alain Barrat , Alexei Vazquez , Alessandro Vespignani

Platooning connected and autonomous vehicles (CAVs) provide significant benefits in terms of traffic efficiency and fuel economy. However, most existing platooning systems assume the availability of pre-determined plans, which is not…

系统与控制 · 电气工程与系统科学 2023-08-09 Xi Xiong , Maonan Wang , Dengfeng Sun , Li Jin

In many randomized trials, outcomes such as essays or open-ended responses must be manually scored as a preliminary step to impact analysis, a process that is costly and limiting. Model-assisted estimation offers a way to combine surrogate…

统计方法学 · 统计学 2026-02-16 Reagan Mozer , Nicole E. Pashley , Luke Miratrix

Scenario generation is the construction of a discrete random vector to represent parameters of uncertain values in a stochastic program. Most approaches to scenario generation are distribution-driven, that is, they attempt to construct a…

最优化与控制 · 数学 2021-05-21 Jamie Fairbrother , Amanda Turner , Stein Wallace

Motivated by distributed statistical learning over uncertain communication networks, we study distributed stochastic optimization by networked nodes to cooperatively minimize a sum of convex cost functions. The network is modeled by a…

系统与控制 · 电气工程与系统科学 2025-01-03 Yan Chen , Alexander L. Fradkov , Keli Fu , Xiaozheng Fu , Tao Li

Stochastic Model Predictive Control has proved to be an efficient method to plan trajectories in uncertain environments, e.g., for autonomous vehicles. Chance constraints ensure that the probability of collision is bounded by a predefined…

系统与控制 · 电气工程与系统科学 2021-05-17 Tim Brüdigam , Fulvio di Luzio , Lucia Pallottino , Dirk Wollherr , Marion Leibold

We introduce a novel and efficient algorithm called the stochastic approximate gradient descent (SAGD), as an alternative to the stochastic gradient descent for cases where unbiased stochastic gradients cannot be trivially obtained.…

机器学习 · 计算机科学 2020-02-14 Yixuan Qiu , Xiao Wang

Degree correlation is an important characteristic of networks, which is usually quantified by the assortativity coefficient. However, concerns arise about changing the assortativity coefficient of a network when networks suffer from…

社会与信息网络 · 计算机科学 2023-10-16 Shuo Zou , Bo Zhou , Qi Xuan

Predicting the cheapest sample size for the optimal stratification in multivariate survey design is a problem in cases where the population frame is large. A solution exists that iteratively searches for the minimum sample size necessary to…

统计方法学 · 统计学 2018-06-18 Mervyn O'Luing , Steven Prestwich , S. Armagan Tarim

Designing networks with specified collective properties is useful in a variety of application areas, enabling the study of how given properties affect the behavior of network models, the downscaling of empirical networks to workable sizes,…

This paper formulates a chance-constrained optimal distribution network partitioning (ODNP) problem addressing uncertainties in load and renewable energy generation; and presents a solution methodology using sample average approximation…

系统与控制 · 电气工程与系统科学 2020-09-09 Shuchismita Biswas , Manish K. Singh , Virgilio Centeno

In this paper, we aim to design sparse D-optimal (determinantoptimal) pose-graph SLAM problems through the synthesis of sparse graphs with the maximum weighted number of spanning trees. Characterizing graphs with the maximum number of…

机器人学 · 计算机科学 2016-11-04 Kasra Khosoussi , Gaurav S. Sukhatme , Shoudong Huang , Gamini Dissanayake
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