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We present a flexible method for computing Bayesian optimal experimental designs (BOEDs) for inverse problems with intractable posteriors. The approach is applicable to a wide range of BOED problems and can accommodate various optimality…

统计计算 · 统计学 2024-08-20 Karina Koval , Roland Herzog , Robert Scheichl

The time-fractional optimal transport (OT) and mean-field planning (MFP) models are developed to describe the anomalous transport of the agents in a heterogeneous environment such that their densities are transported from the initial…

最优化与控制 · 数学 2023-09-06 Yiqun Li , Hong Wang , Wuchen Li

The robustness of fault detection algorithms against uncertainty is crucial in the real-world industrial environment. Recently, a new probabilistic design scheme called distributionally robust fault detection (DRFD) has emerged and received…

最优化与控制 · 数学 2026-01-16 Yulin Feng , Hailang Jin , Steven X. Ding , Hao Ye , Chao Shang

In recent years, two prominent paradigms have shaped distributionally robust optimization (DRO), modeling distributional ambiguity through $\phi$-divergences and Wasserstein distances, respectively. While the former focuses on ambiguity in…

最优化与控制 · 数学 2025-12-22 Jose Blanchet , Daniel Kuhn , Jiajin Li , Bahar Taskesen

The optimal transport problem has many applications in machine learning, physics, biology, economics, etc. Although its goal is very clear and mathematically well-defined, finding its optimal solution can be challenging for large datasets…

数值分析 · 数学 2021-12-14 Roozbeh Yousefzadeh

We propose a real-time decision framework for multimodal freight dispatch through a system of hierarchical hubs, using a probabilistic model for transit times. Instead of assigning a fixed time to each transit, we advocate using historical…

最优化与控制 · 数学 2019-12-10 Roozbeh Yousefzadeh , Dianne P. O'Leary

Optimal transport (OT) has become a natural framework for guiding the probability flows. Yet, the majority of recent generative models assume trivial geometry (e.g., Euclidean) and rely on strong density-estimation assumptions, yielding…

机器学习 · 计算机科学 2025-09-23 Nazar Buzun , Daniil Shlenskii , Maxim Bobrin , Dmitry V. Dylov

Routing problems such as Hamiltonian Path Problem (HPP), seeks a path to visit all the vertices in a graph while minimizing the path cost. This paper studies a variant, HPP with Probabilistic Terminals (HPP-PT), where each vertex has a…

机器人学 · 计算机科学 2026-01-21 Yunpeng Lyu , Chao Cao , Ji Zhang , Howie Choset , Zhongqiang Ren

We present a homotopic approach to solving challenging, optimization-based motion planning problems. The approach uses Homotopy Optimization, which, unlike standard continuation methods for solving homotopy problems, solves a sequence of…

机器人学 · 计算机科学 2024-08-23 Shayan Pardis , Matthew Chignoli , Sangbae Kim

We propose a data-driven portfolio selection model that integrates side information, conditional estimation and robustness using the framework of distributionally robust optimization. Conditioning on the observed side information, the…

投资组合管理 · 定量金融 2024-04-10 Viet Anh Nguyen , Fan Zhang , Shanshan Wang , Jose Blanchet , Erick Delage , Yinyu Ye

Probabilistic sampling-based algorithms, such as the probabilistic roadmap (PRM) and the rapidly-exploring random tree (RRT) algorithms, represent one of the most successful approaches to robotic motion planning, due to their strong…

机器人学 · 计算机科学 2016-05-04 Lucas Janson , Brian Ichter , Marco Pavone

We present a novel probabilistic approach for optimal path experimental design. In this approach a discrete path optimization problem is defined on a static navigation mesh, and trajectories are modeled as random variables governed by a…

最优化与控制 · 数学 2026-01-19 Ahmed Attia

Optimal transport is the problem of designing a joint distribution for two random variables with fixed marginals. In virtually the entire literature on this topic, the objective is to minimize expected cost. This paper is the first to study…

计量经济学 · 经济学 2026-02-13 Yinchu Zhu , Ilya O. Ryzhov

Informative path planning algorithms are of paramount importance in applications like disaster management to efficiently gather information through a priori unknown environments. This is, however, a complex problem that involves finding a…

机器人学 · 计算机科学 2023-08-24 Mobolaji O. Orisatoki , Mahdi Amouzadi , Arash M. Dizqah

An important capability of autonomous multi-robot systems is to prevent collision among the individual robots. One approach to this problem is to plan conflict-free trajectories and let each of the robots follow its pre-planned trajectory.…

机器人学 · 计算机科学 2014-09-09 Michal Čáp , Peter Novák , Alexander Kleiner , Martin Selecký

Randomized mechanisms, which map a set of bids to a probability distribution over outcomes rather than a single outcome, are an important but ill-understood area of computational mechanism design. We investigate the role of randomized…

计算机科学与博弈论 · 计算机科学 2009-04-17 Patrick Briest , Shuchi Chawla , Robert Kleinberg , S. Matthew Weinberg

Balancing safety and efficiency when planning in crowded scenarios with uncertain dynamics is challenging where it is imperative to accomplish the robot's mission without incurring any safety violations. Typically, chance constraints are…

机器人学 · 计算机科学 2023-02-22 Khaled A. Mustafa , Oscar de Groot , Xinwei Wang , Jens Kober , Javier Alonso-Mora

Optimal transport (OT) has enjoyed great success in machine learning as a principled way to align datasets via a least-cost correspondence, driven in large part by the runtime efficiency of the Sinkhorn algorithm (Cuturi, 2013). However,…

机器学习 · 计算机科学 2025-08-19 Peter Halmos , Julian Gold , Xinhao Liu , Benjamin J. Raphael

Following [21, 23], the present work investigates a new relative entropy-regularized algorithm for solving the optimal transport on a graph problem within the randomized shortest paths formalism. More precisely, a unit flow is injected into…

机器学习 · 计算机科学 2021-09-21 Sylvain Courtain , Guillaume Guex , Ilkka Kivimaki , Marco Saerens

We propose dynamical optimal transport (OT) problems constrained in a parameterized probability subset. In application problems such as deep learning, the probability distribution is often generated by a parameterized mapping function. In…

最优化与控制 · 数学 2018-09-12 Wuchen Li , Stanley Osher