相关论文: A Robust Unscented Transformation for Uncertain Mo…

The setting of this article is nonparametric algebraic statistics. We study moment varieties of conditionally independent mixture distributions on $\mathbb{R}^n$. These are the secant varieties of toric varieties that express independence…

In this article we consider the nonparametric robust estimation problem for regression models in continuous time with semi-Markov noises observed in discrete time moments. An adaptive model selection procedure is proposed. A sharp…

This paper develops a robust control synthesis method for uncertain linear systems with input saturation in the framework of integral quadratic constraints (IQCs). The system is reformulated as a linear fractional representation (LFR) that…

We consider the robust version of items selection problem, in which the goal is to choose representatives from a family of sets, preserving constraints on the allowed items' combinations. We prove NP-hardness of the deterministic version,…

Without imposing prior distributional knowledge underlying multivariate time series of interest, we propose a nonparametric change-point detection approach to estimate the number of change points and their locations along the temporal axis.…

The non-equilibrium steady states emerging from stochastic resetting to a distribution is studied. We show that for a range of processes, the steady-state moments can be expressed as a linear combination of the moments of the distribution…

A new time relaxation model with iterative modified Lavrentiev regularization method is studied. The aim of the relaxation term is to drive the unresolved fluctuations in a computational simulation to zero exponentially faster by an…

In this paper, we propose a quasi Newton method to solve the robust counterpart of an uncertain multiobjective optimization problem under an arbitrary finite uncertainty set. Here the robust counterpart of an uncertain multiobjective…

Nonlinear monotone transformations are used extensively in normalizing flows to construct invertible triangular mappings from simple distributions to complex ones. In existing literature, monotonicity is usually enforced by restricting…

Several results regarding the stability and the stabilization of linear impulsive positive systems under arbitrary, constant, minimum, maximum and range dwell-time are obtained. The proposed stability conditions characterize the pointwise…

The Unmapped Tent Pitching (UTP) algorithm is a space--time domain decomposition method for the parallel solution of hyperbolic problems. It was originally introduced for the homogeneous one-dimensional wave equation in [Ciaramella, Gander,…

Optimal algorithms are developed for robust detection of changes in non-stationary processes. These are processes in which the distribution of the data after change varies with time. The decision-maker does not have access to precise…

Following the work of Conrey, Rubinstein and Snaith and Forrester and Witte we examine a mixed moment of the characteristic polynomial and its derivative for matrices from the unitary group U(N) (also known as the CUE) and relate the moment…

This paper presents a new robust data-driven predictive control scheme for unknown linear time-invariant systems by using input-state-output or input-output data based on whether the state is measurable. To remove the need for the…

Process monitoring and control requires detection of structural changes in a data stream in real time. This article introduces an efficient sequential Monte Carlo algorithm designed for learning unknown changepoints in continuous time. The…

In the literature the examination timetabling problem (ETTP) is often considered a post-enrollment problem (PE-ETTP). In the real world, universities often schedule their exams before students register using information from previous terms.…

Despite decades of research and recent progress in adaptive control and reinforcement learning, there remains a fundamental lack of understanding in designing controllers that provide robustness to inherent non-asymptotic uncertainties…

The joint moments of the derivatives of the characteristic polynomial of a random unitary matrix, and also a variant of the characteristic polynomial that is real on the unit circle, in the large matrix size limit, have been studied…

We consider robust optimization problems, where the goal is to optimize an unknown objective function against the worst-case realization of an uncertain parameter. For this setting, we design a novel sample-efficient algorithm GP-MRO, which…

We characterize the existence of the Lebesgue integrable solutions of the truncated problem of moments in several variables on unbounded supports by the existence of some maximum entropy -- type representing densities and discuss a few…