相关论文: Extremum Seeking with Intermittent Measurements: A…
Knowing which features of a multivariate time series to measure and when is a key task in medicine, wearables, and robotics. Better acquisition policies can reduce costs while maintaining or even improving the performance of downstream…
Extremile regression, as a least squares analog of quantile regression, is potentially useful tool for modeling and understanding the extreme tails of a distribution. However, existing extremile regression methods, as nonparametric…
Recent studies concerning the point electricity price forecasting have shown evidence that the hourly German Intraday Continuous Market is weak-form efficient. Therefore, we take a novel, advanced approach to the problem. A probabilistic…
In this paper, we extend the recent body of work on planning under uncertainty to include the fact that sensors may not provide any measurement owing to misdetection. This is caused either by adverse environmental conditions that prevent…
If moments of singular measures are passed as inputs to the entropy maximization procedure, the optimization algorithm might not terminate. The framework developed in our previous paper demonstrated how input moments of measures, on a broad…
In this paper, we develop interval estimation methods for means of bounded random variables based on a sequential procedure such that the sampling is continued until the sample sum is no less than a prescribed threshold.
We discuss how maximum entropy methods may be applied to the reconstruction of Markov processes underlying empirical time series and compare this approach to usual frequency sampling. It is shown that, at least in low dimension, there…
A novel data-driven method for formal verification is proposed to study complex systems operating in safety-critical domains. The proposed approach is able to formally verify discrete-time stochastic dynamical systems against temporal logic…
Search systems are increasingly used for reasoning-intensive queries, where what makes a document relevant requires understanding or reasoning over the query-document relation rather than relying on surface vocabulary or topical similarity.…
The amalgamation of Internet of Things and the smart grid enables the energy optimal scheduling of appliances based on user needs and dynamic energy prices. Additionally, progress in local storage technology calls for exploiting additional…
The result of a physical measurement depends on the timescale of the experimental probe. In solid-state systems, this simple quantum mechanical principle has far-reaching consequences: the interplay of several degrees of freedom close to…
The metriplectic formalism is useful for describing complete dynamical systems which conserve energy and produce entropy. This creates challenges for model reduction, as the elimination of high-frequency information will generally not…
Acquiring information on spatial phenomena can be costly and time-consuming. In this context, to obtain reliable global knowledge, the choice of measurement location is a crucial issue. Space-lling designs are often used to control…
We prove the equivalence between the existence of a non-trivial hitting time statistics law and Extreme Value Laws in the case of dynamical systems with measures which are not absolutely continuous with respect to Lebesgue. This is a…
Risk management is particularly concerned with extreme events, but analysing these events is often hindered by the scarcity of data, especially in a multivariate context. This data scarcity complicates risk management efforts. Various tools…
Many applications require the collection of data on different variables or measurements over many system performance metrics. We term those broadly as measures or variables. Often data collection along each measure incurs a cost, thus it is…
The chase procedure is a fundamental algorithmic tool in databases that allows us to reason with constraints, such as existential rules, with a plethora of applications. It takes as input a database and a set of constraints, and iteratively…
In this work, we present a scalable and efficient system for exploring the supply landscape in real-time bidding. The system directs exploration based on the predictive uncertainty of models used for click-through rate prediction and works…
Quantum systems usually travel a multitude of different paths when evolving through time from an initial to a final state. In general, the possible paths will depend on the future and past boundary conditions, as well as the system's…
This paper pertains to the analysis and design of decentralized estimation schemes that make use of limited communication. Briefly, these schemes equip the sensors with scalar states that iteratively merge the measurements and the state of…