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In modern engineering, computer simulations are a popular tool to analyse, design, and optimize systems. Furthermore, concepts of uncertainty and the related reliability analysis and robust design are of increasing importance. Hence, an…

统计计算 · 统计学 2017-05-12 R. Schöbi , B. Sudret

Calibrating blackbox machine learning models to achieve risk control is crucial to ensure reliable decision-making. A rich line of literature has been studying how to calibrate a model so that its predictions satisfy explicit finite-sample…

机器学习 · 统计学 2025-06-02 Victor Li , Baiting Chen , Yuzhen Mao , Qi Lei , Zhun Deng

We present a new approach to parametric robust controller design, where we compute controllers of arbitrary order and structure which minimize the worst-case $H_\infty$ norm over a pre-specified set of uncertain parameters. At the core of…

最优化与控制 · 数学 2020-04-14 P. Apkarian , M. N. Dao , D. Noll

This paper addresses robust waveform design for multiple-input-multiple-output (MIMO) radar detection. A probabilistic model is proposed to describe the target uncertainty. Considering that waveform design based on maximizing the…

信号处理 · 电气工程与系统科学 2022-04-12 Xuyang Wang , Bo Tang , Ming Zhang

In this paper, we present a unified framework for decision making under uncertainty. Our framework is based on the composite of two risk measures, where the inner risk measure accounts for the risk of decision given the exact distribution…

最优化与控制 · 数学 2015-01-07 Pengyu Qian , Zizhuo Wang , Zaiwen Wen

Training machine learning and statistical models often involves optimizing a data-driven risk criterion. The risk is usually computed with respect to the empirical data distribution, but this may result in poor and unstable out-of-sample…

机器学习 · 统计学 2024-11-11 Nicola Bariletto , Nhat Ho

We study the robustness of system estimation to parametric perturbations in system dynamics and initial conditions. We define the problem of sensitivity-based parametric uncertainty quantification in dynamical system estimation. The main…

系统与控制 · 电气工程与系统科学 2025-09-09 Ayush Pandey

The safety and resilience of civil infrastructure systems are increasingly threatened by compounded risks from various hazard events and structural deterioration due to environmental stressors. This study presents a comprehensive…

系统与控制 · 电气工程与系统科学 2026-04-28 Sudhir P. Jodha , Konstantinos G. Papakonstantinou

We present a data-driven modeling and control framework for physics-based building emulators. Our approach consists of: (a) Offline training of differentiable surrogate models that accelerate model evaluations, provide cost-effective…

系统与控制 · 电气工程与系统科学 2024-04-03 Saman Mostafavi , Chihyeon Song , Aayushman Sharma , Raman Goyal , Alejandro Brito

Due to the fact that the construction industry is one of the high-risk industries, it is inevitable to pay sufficient attention to the safety category in this industry. Currently, due to the development of modern technologies, the…

泛函分析 · 数学 2023-09-07 Paniz Pouryaghoubi , Arefeh Mohammadi

It is nowadays widely acknowledged that optimal structural design should be robust with respect to the uncertainties in loads and material parameters. However, there are several alternatives to consider such uncertainties in structural…

计算工程、金融与科学 · 计算机科学 2022-01-26 Gustavo Assis da Silva , Eduardo Lenz Cardoso , Andre T. Beck

The most common approaches for solving multistage stochastic programming problems in the research literature have been to either use value functions ("dynamic programming") or scenario trees ("stochastic programming") to approximate the…

最优化与控制 · 数学 2022-01-04 Warren B Powell , Saeed Ghadimi

Robust planning in interactive scenarios requires predicting the uncertain future to make risk-aware decisions. Unfortunately, due to long-tail safety-critical events, the risk is often under-estimated by finite-sampling approximations of…

机器学习 · 计算机科学 2023-01-13 Haruki Nishimura , Jean Mercat , Blake Wulfe , Rowan McAllister , Adrien Gaidon

We deliver a call to arms for probabilistic numerical methods: algorithms for numerical tasks, including linear algebra, integration, optimization and solving differential equations, that return uncertainties in their calculations. Such…

数值分析 · 数学 2016-02-17 Philipp Hennig , Michael A Osborne , Mark Girolami

Software systems are complex, and behavioral comprehension with the increasing amount of AI components challenges traditional testing and maintenance strategies.The lack of tools and methodologies for behavioral software comprehension…

软件工程 · 计算机科学 2019-12-19 Hannes Thaller , Lukas Linsbauer , Rudolf Ramler , Alexander Egyed

Bayesian Optimal Experimental Design (BOED) provides a rigorous framework for decision-making tasks in which data acquisition is often the critical bottleneck, especially in resource-constrained settings. Traditionally, BOED typically…

机器学习 · 统计学 2026-04-24 Di Wu , Ling Liang , Haizhao Yang

This paper proposes a reinforcement learning framework for performance-driven structural design that combines bottom-up design generation with learned strategies to efficiently search large combinatorial design spaces. Motivated by the…

计算工程、金融与科学 · 计算机科学 2025-07-31 Chloe S. H. Hong , Keith J. Lee , Caitlin T. Mueller

Automated, data-driven quality management systems, which facilitate the transformation of data into useable information, are desired to enhance decision-making processes. Integration of accurate, reliable, and straightforward approaches…

其他计算机科学 · 计算机科学 2019-03-27 Wenying Ji

Decision Focused Learning has emerged as a critical paradigm for integrating machine learning with downstream optimisation. Despite its promise, existing methodologies predominantly rely on probabilistic models and focus narrowly on task…

机器学习 · 计算机科学 2025-03-21 Keivan Shariatmadar , Neil Yorke-Smith , Ahmad Osman , Fabio Cuzzolin , Hans Hallez , David Moens

In this paper, we study randomized methods for feedback design of uncertain systems. The first contribution is to derive the sample complexity of various constrained control problems. In particular, we show the key role played by the…

系统与控制 · 计算机科学 2014-07-22 T. Alamo , R. Tempo , A. Luque , D. R. Ramirez