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8 results (View BibTeX file of all listed publications)

2015

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Gaussian Process Optimization for Self-Tuning Control

Marco, A.

Polytechnic University of Catalonia (BarcelonaTech), October 2015 (mastersthesis)

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2015

am ics Marco, A. Gaussian Process Optimization for Self-Tuning Control Polytechnic University of Catalonia (BarcelonaTech), October 2015 (mastersthesis)

PDF Project Page [BibTex]

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Adaptive and Learning Concepts in Hydraulic Force Control

Doerr, A.

University of Stuttgart, September 2015 (mastersthesis)

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[BibTex]

am ics Doerr, A. Adaptive and Learning Concepts in Hydraulic Force Control University of Stuttgart, September 2015 (mastersthesis)

[BibTex]

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Policy Search for Imitation Learning

Doerr, A.

University of Stuttgart, January 2015 (thesis)

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link (url) Project Page [BibTex]

am ics Doerr, A. Policy Search for Imitation Learning University of Stuttgart, January 2015 (thesis)

link (url) Project Page [BibTex]

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Probabilistic Interpretation of Linear Solvers

Hennig, P.

SIAM Journal on Optimization, 25(1):234-260, 2015 (article)

ei pn

Web PDF link (url) DOI [BibTex]

ei pn Hennig, P. Probabilistic Interpretation of Linear Solvers SIAM Journal on Optimization, 25(1):234-260, 2015 (article)

Web PDF link (url) DOI [BibTex]

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Probabilistic numerics and uncertainty in computations

Hennig, P., Osborne, M. A., Girolami, M.

Proceedings of the Royal Society of London A: Mathematical, Physical and Engineering Sciences, 471(2179), 2015 (article)

Abstract
We deliver a call to arms for probabilistic numerical methods: algorithms for numerical tasks, including linear algebra, integration, optimization and solving differential equations, that return uncertainties in their calculations. Such uncertainties, arising from the loss of precision induced by numerical calculation with limited time or hardware, are important for much contemporary science and industry. Within applications such as climate science and astrophysics, the need to make decisions on the basis of computations with large and complex data have led to a renewed focus on the management of numerical uncertainty. We describe how several seminal classic numerical methods can be interpreted naturally as probabilistic inference. We then show that the probabilistic view suggests new algorithms that can flexibly be adapted to suit application specifics, while delivering improved empirical performance. We provide concrete illustrations of the benefits of probabilistic numeric algorithms on real scientific problems from astrometry and astronomical imaging, while highlighting open problems with these new algorithms. Finally, we describe how probabilistic numerical methods provide a coherent framework for identifying the uncertainty in calculations performed with a combination of numerical algorithms (e.g. both numerical optimizers and differential equation solvers), potentially allowing the diagnosis (and control) of error sources in computations.

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ei pn Hennig, P., Osborne, M. A., Girolami, M. Probabilistic numerics and uncertainty in computations Proceedings of the Royal Society of London A: Mathematical, Physical and Engineering Sciences, 471(2179), 2015 (article)

PDF DOI [BibTex]

2014

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Wenn es was zu sagen gibt

(Klaus Tschira Award 2014 in Computer Science)

Trimpe, S.

Bild der Wissenschaft, pages: 20-23, November 2014, (popular science article in German) (article)

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PDF Project Page [BibTex]

2014

am ics Trimpe, S. Wenn es was zu sagen gibt Bild der Wissenschaft, pages: 20-23, November 2014, (popular science article in German) (article)

PDF Project Page [BibTex]

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A Limiting Property of the Matrix Exponential

Trimpe, S., D’Andrea, R.

IEEE Transactions on Automatic Control, 59(4):1105-1110, 2014 (article)

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am ics Trimpe, S., D’Andrea, R. A Limiting Property of the Matrix Exponential IEEE Transactions on Automatic Control, 59(4):1105-1110, 2014 (article)

PDF DOI [BibTex]

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Event-Based State Estimation With Variance-Based Triggering

Trimpe, S., D’Andrea, R.

IEEE Transactions on Automatic Control, 59(12):3266-3281, 2014 (article)

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PDF Supplementary material DOI Project Page [BibTex]

am ics Trimpe, S., D’Andrea, R. Event-Based State Estimation With Variance-Based Triggering IEEE Transactions on Automatic Control, 59(12):3266-3281, 2014 (article)

PDF Supplementary material DOI Project Page [BibTex]