相关论文: Exact Set-valued Estimation using Constrained Conv…

In this paper, we proposed a new technique, {\em variance controlled stochastic gradient} (VCSG), to improve the performance of the stochastic variance reduced gradient (SVRG) algorithm. To avoid over-reducing the variance of gradient by…

This paper presents ConVex optimization-based Stochastic steady-state Tracking Error Minimization (CV-STEM), a new state feedback control framework for a class of Ito stochastic nonlinear systems and Lagrangian systems. Its innovation lies…

In this paper we propose a convex programming based method for computing robust regions of attraction for state-constrained perturbed discrete-time polynomial systems. The robust region of attraction of interest is a set of states such that…

This paper presents a stochastic model predictive control approach for nonlinear systems subject to time-invariant probabilistic uncertainties in model parameters and initial conditions. The stochastic optimal control problem entails a cost…

Conformal Prediction (CP) is a principled framework for quantifying uncertainty in blackbox learning models, by constructing prediction sets with finite-sample coverage guarantees. Traditional approaches rely on scalar nonconformity scores,…

In this work we investigate stochastic non-convex optimization problems where the objective is an expectation over smooth loss functions, and the goal is to find an approximate stationary point. The most popular approach to handling such…

In this paper, we present an analytical approach for the synthesis of ellipsoidal probabilistic reachable sets of saturated systems subject to unbounded additive noise. Using convex optimization methods, we compute a contraction factor of…

This paper introduces new techniques for using convex optimization to fit input-output data to a class of stable nonlinear dynamical models. We present an algorithm that guarantees consistent estimates of models in this class when a small…

Gated imaging is an emerging sensor technology for self-driving cars that provides high-contrast images even under adverse weather influence. It has been shown that this technology can even generate high-fidelity dense depth maps with…

In machine learning, accurately predicting the probability that a specific input is correct is crucial for risk management. This process, known as uncertainty (or confidence) estimation, is particularly important in mission-critical…

Data-driven reduced-order models often fail to make accurate forecasts of high-dimensional nonlinear dynamical systems that are sensitive along coordinates with low-variance because such coordinates are often truncated, e.g., by proper…

To figure out the stability issues brought by renewable energy sources (RES) with non-Gaussian uncertainties in isolated microgrids, this paper proposes a chance constrained stability constrained optimal power flow (CC-SC-OPF) model.…

Accurate modeling of power flow behavior is essential for a wide range of power system applications, yet the nonlinear and nonconvex structure of the underlying equations often limits their direct use in large-scale optimization problems.…

In this work, we present methodologies for the quantification of confidence in bottom-up coarse-grained models for molecular and macromolecular systems. Coarse-graining methods have been extensively used in the past decades in order to…

We consider convex-concave saddle-point problems where the objective functions may be split in many components, and extend recent stochastic variance reduction methods (such as SVRG or SAGA) to provide the first large-scale linearly…

Moving horizon estimation (MHE) offers benefits relative to other estimation approaches by its ability to explicitly handle constraints, but suffers increased computation cost. To help enable MHE on platforms with limited computation power,…

Model instability and poor prediction of long-term behavior are common problems when modeling dynamical systems using nonlinear "black-box" techniques. Direct optimization of the long-term predictions, often called simulation error…

We consider the convex quadratic optimization problem with indicator variables and arbitrary constraints on the indicators. We show that a convex hull description of the associated mixed-integer set in an extended space with a quadratic…

This note presents a new method for set-based joint state and parameter estimation of discrete-time systems using constrained zonotopes. This is done by extending previous set-based state estimation methods to include parameter…

This paper proposes novel set-theoretic approaches for state estimation in bounded-error discrete-time nonlinear systems, subject to nonlinear observations/constraints. By transforming the polytopic sets that are characterized as zonotope…