相关论文: Autocorrelated Optimize-via-Estimate: Predict-then…

This article deals with stochastic processes endowed with the Markov (memoryless) property and evolving over general (uncountable) state spaces. The models further depend on a non-deterministic quantity in the form of a control input, which…

This article proposes a nonlinear microscopic dynamical model for autonomous electric vehicles (A-EVs) that considers battery energy efficiency in the car-following dynamics. The model builds upon the Optimal Velocity Model (OVM), with the…

Reinforcement Learning aims at identifying and evaluating efficient control policies from data. In many real-world applications, the learner is not allowed to experiment and cannot gather data in an online manner (this is the case when…

The compact Variation Evolving Method (VEM) that originates from the continuous-time dynamics stability theory seeks the optimal solutions with variation evolution principle. It is further developed to be more flexible in solving the…

Model-free reinforcement learning methods such as the Proximal Policy Optimization algorithm (PPO) have successfully applied in complex decision-making problems such as Atari games. However, these methods suffer from high variances and high…

Studies on simulation input uncertainty often built on the availability of input data. In this paper, we investigate an inverse problem where, given only the availability of output data, we nonparametrically calibrate the input models and…

In real case applications within the virtual prototyping process, it is not always possible to reduce the complexity of the physical models and to obtain numerical models which can be solved quickly. Usually, every single numerical…

Ordinary differential equations (ODEs) are widely used to model biological, (bio-)chemical and technical processes. The parameters of these ODEs are often estimated from experimental data using ODE-constrained optimisation. This article…

Variational autoencoders (VAEs) combine latent variables with amortized variational inference, whose optimization usually converges into a trivial local optimum termed posterior collapse, especially in text modeling. By tracking the…

This paper introduces an optimization problem (P) and a solution strategy to design variable-speed-limit controls for a highway that is subject to traffic congestion and uncertain vehicle arrival and departure. By employing a finite…

Value-based reinforcement-learning algorithms have shown strong results in games, robotics, and other real-world applications. Overestimation bias is a known threat to those algorithms and can sometimes lead to dramatic performance…

The First-Order Variable Elimination (FOVE) algorithm allows exact inference to be applied directly to probabilistic relational models, and has proven to be vastly superior to the application of standard inference methods on a grounded…

A promising approach to useful computational quantum advantage is to use variational quantum algorithms for optimisation problems. Crucial for the performance of these algorithms is to ensure that the algorithm converges with high…

This study presents the extension of the data-driven optimal prediction approach to the dynamical system with control. The optimal prediction is used to analyze dynamical systems in which the states consist of resolved and unresolved…

Variational auto-encoders are powerful probabilistic models in generative tasks but suffer from generating low-quality samples which are caused by the holes in the prior. We propose the Coupled Variational Auto-Encoder (C-VAE), which…

Economic complexity methods, and in particular relatedness measures, lack a systematic evaluation and comparison framework. We argue that out-of-sample forecast exercises should play this role, and we compare various machine learning models…

Autoregressive models enable tractable sampling from learned probability distributions, but their performance critically depends on the variable ordering used in the factorization via complexities of the resulting conditional distributions.…

This paper addresses the challenge of model uncertainty in quantitative finance, where decisions in portfolio allocation, derivative pricing, and risk management rely on estimating stochastic models from limited data. In practice, the…

Portfolio optimization aims at constructing a realistic portfolio with significant out-of-sample performance, which is typically measured by the out-of-sample Sharpe ratio. However, due to in-sample optimism, it is inappropriate to use the…

In many domains, scientists build complex simulators of natural phenomena that encode their hypotheses about the underlying processes. These simulators can be deterministic or stochastic, fast or slow, constrained or unconstrained, and so…