相关论文: Optimal Prediction for Hamiltonian partial differe…

Optimization under uncertainty deals with the problem of optimizing stochastic cost functions given some partial information on their inputs. These problems are extremely difficult to solve and yet pervade all areas of technological and…

An adaptive direct collocation method is developed for solving optimal control problems constrained by parabolic partial differential equations. The partial differential equation is first reformulated in a variational setting, where the…

Several uncertainty estimation methods have been recently proposed for machine translation evaluation. While these methods can provide a useful indication of when not to trust model predictions, we show in this paper that the majority of…

Conformal prediction, and split conformal prediction as a specific implementation, offer a distribution-free approach to estimating prediction intervals with statistical guarantees. Recent work has shown that split conformal prediction can…

Conformal prediction is a distribution-free technique for establishing valid prediction intervals. Although conventionally people conduct conformal prediction in the output space, this is not the only possibility. In this paper, we propose…

A unified approach to derive optimal finite differences is presented which combines three critical elements for numerical performance especially for multi-scale physical problems, namely, order of accuracy, spectral resolution and…

By developing new efficient techniques and using an appropriate fixed point theorem, we derive several new sufficient conditions for the pseudo almost periodic solutions with double measure for some system of differential equations with…

We consider the problem of constructing probabilistic predictions that lead to accurate decisions when employed by downstream users to inform actions. For a single decision maker, designing an optimal predictor is equivalent to minimizing a…

Bayesian methods are useful for statistical inference. However, real-world problems can be challenging using Bayesian methods when the data analyst has only limited prior knowledge. In this paper we consider a class of problems, called…

Optimization is finding the best solution, which mathematically amounts to locating the global minimum of some cost function. Optimization is traditionally automated with digital or quantum computers, each having their limitations and none…

Differential equations and numerical methods are extensively used to model various real-world phenomena in science and engineering. With modern developments, we aim to find the underlying differential equation from a single observation of…

In this paper, we focus on the solution of online optimization problems that arise often in signal processing and machine learning, in which we have access to streaming sources of data. We discuss algorithms for online optimization based on…

The machine learning literature contains several constructions for prediction intervals that are intuitively reasonable but ultimately ad-hoc in that they do not come with provable performance guarantees. We present methods from the…

When considering an unconstrained minimization problem, a standard approach is to solve the optimality system with a Newton method possibly preconditioned by, e.g., nonlinear elimination. In this contribution, we argue that nonlinear…

In this technical note, we deal with a spectrum approximation problem arising in THREE-like multivariate spectral estimation approaches. The solution to the problem minimizes a suitable divergence index with respect to an a priori spectral…

The fractional calculus of variations and fractional optimal control are generalizations of the corresponding classical theories, that allow problem modeling and formulations with arbitrary order derivatives and integrals. Because of the…

The framework of differential inclusions encompasses modern optimal control and the calculus of variations. Necessary optimality conditions in the literature identify potentially optimal paths, but do not show how to perturb paths to…

Recent works have shown that deep neural networks can be employed to solve partial differential equations, giving rise to the framework of physics informed neural networks. We introduce a generalization for these methods that manifests as a…

Uncertainty in optimization is often represented as stochastic parameters in the optimization model. In Predict-Then-Optimize approaches, predictions of a machine learning model are used as values for such parameters, effectively…

High-dimensional nonlinear systems pose considerable challenges for modeling and control across many domains, from fluid mechanics to advanced robotics. Such systems are typically approximated with reduced-order models, which often rely on…