相关论文: A Mixed-Integer Conic Programming Formulation for …

Calibration is a common experimental physics problem, whose goal is to infer the value and uncertainty of an unobservable quantity Z given a measured quantity X. Additionally, one would like to quantify the extent to which X and Z are…

Uncertainty estimates must be calibrated (i.e., accurate) and sharp (i.e., informative) in order to be useful. This has motivated a variety of methods for recalibration, which use held-out data to turn an uncalibrated model into a…

One of the most fundamental ingredients in mixed-integer nonlinear programming solvers is the well-known McCormick relaxation for a product of two variables x and y over a box-constrained domain. The starting point of this paper is the fact…

Convergence guarantees of many resilient consensus algorithms are based on the graph theoretic properties of $r$- and $(r,s)$-robustness. These algorithms guarantee consensus of normally behaving agents in the presence of a bounded number…

The ability to compute reward-optimal policies for given and known finite Markov decision processes (MDPs) underpins a variety of applications across planning, controller synthesis, and verification. However, we often want policies (1) to…

Computing collision-free trajectories is of prime importance for safe navigation. We present an approach for computing the collision probability under Gaussian distributed motion and sensing uncertainty with the robot and static obstacle…

We generalize the log Gaussian Cox process (LGCP) framework to model multiple correlated point data jointly. The observations are treated as realizations of multiple LGCPs, whose log intensities are given by linear combinations of latent…

The thermal unit commitment (UC) problem often can be formulated as a mixed integer quadratic programming (MIQP), which is difficult to solve efficiently, especially for large-scale instances. The tighter characteristic reduces the search…

Inference metaprogramming enables effective probabilistic programming by supporting the decomposition of executions of probabilistic programs into subproblems and the deployment of hybrid probabilistic inference algorithms that apply…

I construct a Market Stress Probability Index (MSPI) that estimates the probability of high stress in the U.S. equity market one month ahead using information from the cross-section of individual stocks. Using CRSP daily data, each month is…

In this paper, we explore model-based approach to training robust and interpretable binarized regression models for multiclass classification tasks using Mixed-Integer Programming (MIP). Our MIP model balances the optimization of prediction…

Multimodal image alignment is the process of finding spatial correspondences between images formed by different imaging techniques or under different conditions, to facilitate heterogeneous data fusion and correlative analysis. The…

Mixed-integer model predictive control (MI-MPC) requires the solution of a mixed-integer quadratic program (MIQP) at each sampling instant under strict timing constraints, where part of the state and control variables can only assume a…

We study mixed models with a single grouping factor, where inference about unknown parameters requires optimizing a marginal likelihood defined by an intractable integral. Low-dimensional numerical integration techniques are regularly used…

We present strong mixed-integer programming (MIP) formulations for high-dimensional piecewise linear functions that correspond to trained neural networks. These formulations can be used for a number of important tasks, such as verifying…

A Gaussian Cox process is a popular model for point process data, in which the intensity function is a transformation of a Gaussian process. Posterior inference of this intensity function involves an intractable integral (i.e., the…

Bayesian model comparison (BMC) offers a principled probabilistic approach to study and rank competing models. In standard BMC, we construct a discrete probability distribution over the set of possible models, conditional on the observed…

Mixed-Integer Second-Order Cone Programs (MISOCPs) form a nice class of mixed-inter convex programs, which can be solved very efficiently due to the recent advances in optimization solvers. Our paper bridges the gap between modeling a class…

We present a scheme by which a probabilistic forecasting system whose predictions have poor probabilistic calibration may be recalibrated by incorporating past performance information to produce a new forecasting system that is demonstrably…

The last decade has seen max-stable processes emerge as a common tool for the statistical modeling of spatial extremes. However, their application is complicated due to the unavailability of the multivariate density function, and so…