相关论文: Density Steering of Gaussian Mixture Models for Di…

Graph neural networks are often used to model interacting dynamical systems since they gracefully scale to systems with a varying and high number of agents. While there has been much progress made for deterministic interacting systems,…

Finite mixture such as the Gaussian mixture is a flexible and powerful probabilistic modeling tool for representing the multimodal distribution widely involved in many estimation and learning problems. The core of it is representing the…

This paper presents a new distance metric to compare two continuous probability density functions. The main advantage of this metric is that, unlike other statistical measurements, it can provide an analytic, closed-form expression for a…

This paper addresses the problem of steering a state distribution over a finite horizon in discrete time with output feedback. The incorporation of output feedback introduces additional challenges arising from the statistical coupling…

We address the optimal covariance steering (OCS) problem for stochastic discrete linear systems with additive Gaussian noise under state chance constraints and input hard constraints. Because the system state can be unbounded due to the…

This work addresses the problem of state estimation in multivariable dynamic systems with quantized outputs, a common scenario in applications involving low-resolution sensors or communication constraints. A novel method is proposed to…

This paper proposes Distributed Model Predictive Covariance Steering (DiMPCS) for multi-agent control under stochastic uncertainty. The scope of our approach is to blend covariance steering theory, distributed optimization and model…

Distribution data refers to a data set where each sample is represented as a probability distribution, a subject area receiving burgeoning interest in the field of statistics. Although several studies have developed…

Many processes in chemistry and physics take place on timescales that cannot be explored using standard molecular dynamics simulations. This renders the use of enhanced sampling mandatory. Here we introduce an enhanced sampling method that…

We prove convergence of the proximal policy gradient method for a class of constrained stochastic control problems with control in both the drift and diffusion of the state process. The problem requires either the running or terminal cost…

The ability to backpropagate stochastic gradients through continuous latent distributions has been crucial to the emergence of variational autoencoders and stochastic gradient variational Bayes. The key ingredient is an unbiased and…

Data sets for statistical analysis become extremely large even with some difficulty of being stored on one single machine. Even when the data can be stored in one machine, the computational cost would still be intimidating. We propose a…

This paper studies the problem of steering large-scale multi-agent stochastic linear systems between Gaussian distributions under probabilistic collision avoidance constraints. We introduce a family of \textit{distributed covariance…

This paper studies the problem of steering the distribution of a linear time-invariant system from an initial normal distribution to a terminal normal distribution under no knowledge of the system dynamics. This data-driven control…

Given a decision process based on the approximate probability density function returned by a data assimilation algorithm, an interaction level between the decision making level and the data assimilation level is designed to incorporate the…

Finite mixture of Gaussian distributions provide a flexible semi-parametric methodology for density estimation when the variables under investigation have no boundaries. However, in practical applications variables may be partially bounded…

This paper is concerned with the convergence rate of policy iteration for (deterministic) optimal control problems in continuous time. To overcome the problem of ill-posedness due to lack of regularity, we consider a semi-discrete scheme by…

We consider the classification problem of a high-dimensional mixture of two Gaussians with general covariance matrices. Using the replica method from statistical physics, we investigate the asymptotic behavior of a general class of…

Gaussian processes are a powerful framework for quantifying uncertainty and for sequential decision-making but are limited by the requirement of solving linear systems. In general, this has a cubic cost in dataset size and is sensitive to…

We consider the problem of estimating complex statistical latent variable models using variational Bayes methods. These methods are used when exact posterior inference is either infeasible or computationally expensive, and they approximate…