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Solving high-dimensional random parametric PDEs poses a challenging computational problem. It is well-known that numerical methods can greatly benefit from adaptive refinement algorithms, in particular when functional approximations in polynomials are computed as in stochastic Galerkin and stochastic collocations methods. This work investigates a residual based adaptive algorithm used to approximate the solution of the stationary diffusion equation with lognormal coefficients. It is known that the refinement procedure is reliable, but the theoretical convergence of the scheme for this class of unbounded coefficients has long been an open question. This paper fills this gap and in particular provides a convergence results for the adaptive solution of the lognormal stationary diffusion problem. A computational example supports the theoretical statement.

Industrial control systems (ICSs) are types of cyber-physical systems in which programs, written in languages such as ladder logic or structured text, control industrial processes through sensing and actuating. Given the use of ICSs in critical infrastructure, it is important to test their resilience against manipulations of sensor/actuator inputs. Unfortunately, existing methods fail to test them comprehensively, as they typically focus on finding the simplest-to-craft manipulations for a testing goal, and are also unable to determine when a test is simply a minor permutation of another, i.e. based on the same causal events. In this work, we propose a guided fuzzing approach for finding 'meaningfully different' tests for an ICS via a general formalisation of sensor/actuator-manipulation strategies. Our algorithm identifies the causal events in a test, generalises them to an equivalence class, and then updates the fuzzing strategy so as to find new tests that are causally different from those already identified. An evaluation of our approach on a real-world water treatment system shows that it is able to find 106% more causally different tests than the most comparable fuzzer. While we focus on diversifying the test suite of an ICS, our formalisation may be useful for other fuzzers that intercept communication channels.

Motivated by hiring pipelines, we study three selection and ordering problems in which applicants for a finite set of positions must be interviewed or made offers to. There is a finite time budget for interviewing or making offers, and a stochastic realization after each decision, leading to computationally-challenging problems. In the first problem, we study sequential interviewing and show that a computationally-tractable, non-adaptive policy that must make offers immediately after interviewing is approximately optimal, assuming offerees always accept their offers. In the second problem, we assume that applicants have already been interviewed but only accept offers with some probability; we develop a computationally-tractable policy that makes offers for the different positions in parallel, which can be used even if positions are heterogeneous and is approximately optimal relative to a policy that can make the same amount of offers not in parallel. In the third problem, we introduce a model where the hiring firm is tightly time constrained and must send all offers simultaneously in a single time step, with the possibility of hiring over capacity at a cost; we provide nearly-tight bounds for the performance of practically motivated value-ordered policies. All in all, our paper takes a unified approach to three different hiring problems, based on linear programming. Our results in the first two problems generalize and improve the guarantees from Purohit et al. (2019) that were between 1/8 and 1/2 to new guarantees that are at least 1-1/e. We also numerically compare three different settings of making offers to candidates (sequentially, in parallel, or simultaneously), providing insight on when a firm should favor each one.

In the usual Bayesian setting, a full probabilistic model is required to link the data and parameters, and the form of this model and the inference and prediction mechanisms are specified via de Finetti's representation. In general, such a formulation is not robust to model mis-specification of its component parts. An alternative approach is to draw inference based on loss functions, where the quantity of interest is defined as a minimizer of some expected loss, and to construct posterior distributions based on the loss-based formulation; this strategy underpins the construction of the Gibbs posterior. We develop a Bayesian non-parametric approach; specifically, we generalize the Bayesian bootstrap, and specify a Dirichlet process model for the distribution of the observables. We implement this using direct prior-to-posterior calculations, but also using predictive sampling. We also study the assessment of posterior validity for non-standard Bayesian calculations, and provide an efficient way to calibrate the scaling parameter in the Gibbs posterior so that it can achieve the desired coverage rate. We show that the developed non-standard Bayesian updating procedures yield valid posterior distributions in terms of consistency and asymptotic normality under model mis-specification. Simulation studies show that the proposed methods can recover the true value of the parameter efficiently and achieve frequentist coverage even when the sample size is small. Finally, we apply our methods to evaluate the causal impact of speed cameras on traffic collisions in England.

We provide a new approach for compiling quantum simulation circuits that appear in Trotter, qDRIFT and multi-product formulas to Clifford and non-Clifford operations that can reduce the number of non-Clifford operations by a factor of up to $4$. In fact, the total number of gates reduce in many cases. We show that it is possible to implement an exponentiated sum of commuting Paulis with at most $m$ (controlled)-rotation gates, where $m$ is the number of distinct non-zero eigenvalues (ignoring sign). Thus we can collect mutually commuting Hamiltonian terms into groups that satisfy one of several symmetries identified in this work which allow an inexpensive simulation of the entire group of terms. We further show that the cost can in some cases be reduced by partially allocating Hamiltonian terms to several groups and provide a polynomial time classical algorithm that can greedily allocate the terms to appropriate groupings. We further specifically discuss these optimizations for the case of fermionic dynamics and provide extensive numerical simulations for qDRIFT of our grouping strategy to 6 and 4-qubit Heisenberg models, $LiH$, $H_2$ and observe a factor of 1.8-3.2 reduction in the number of non-Clifford gates. This suggests Trotter-based simulation of chemistry in second quantization may be even more practical than previously believed.

Although extensive research in emergency collision avoidance has been carried out for straight or curved roads in a highway scenario, a general method that could be implemented for all road environments has not been thoroughly explored. Moreover, most current algorithms don't consider collision mitigation in an emergency. This functionality is essential since the problem may have no feasible solution. We propose a safe controller using model predictive control and artificial potential function to address these problems. A new artificial potential function inspired by line charge is proposed as the cost function for our model predictive controller. The vehicle dynamics and actuator limitations are set as constraints. The new artificial potential function considers the shape of all objects. In particular, the artificial potential function we proposed has the flexibility to fit the shape of the road structures, such as the intersection. We could also realize collision mitigation for a specific part of the vehicle by increasing the charge quantity at the corresponding place. We have tested our methods in 192 cases from 8 different scenarios in simulation with two different models. The simulation results show that the success rate of the proposed safe controller is 20% higher than using HJ-reachability with system decomposition by using a unicycle model. It could also decrease 43% of collision that happens at the pre-assigned part. The method is further validated in a dynamic bicycle model.

Our goal is to develop theory and algorithms for establishing fundamental limits on performance for a given task imposed by a robot's sensors. In order to achieve this, we define a quantity that captures the amount of task-relevant information provided by a sensor. Using a novel version of the generalized Fano inequality from information theory, we demonstrate that this quantity provides an upper bound on the highest achievable expected reward for one-step decision making tasks. We then extend this bound to multi-step problems via a dynamic programming approach. We present algorithms for numerically computing the resulting bounds, and demonstrate our approach on three examples: (i) the lava problem from the literature on partially observable Markov decision processes, (ii) an example with continuous state and observation spaces corresponding to a robot catching a freely-falling object, and (iii) obstacle avoidance using a depth sensor with non-Gaussian noise. We demonstrate the ability of our approach to establish strong limits on achievable performance for these problems by comparing our upper bounds with achievable lower bounds (computed by synthesizing or learning concrete control policies).

Offline reinforcement learning (RL) aims to find an optimal policy for sequential decision-making using a pre-collected dataset, without further interaction with the environment. Recent theoretical progress has focused on developing sample-efficient offline RL algorithms with various relaxed assumptions on data coverage and function approximators, especially to handle the case with excessively large state-action spaces. Among them, the framework based on the linear-programming (LP) reformulation of Markov decision processes has shown promise: it enables sample-efficient offline RL with function approximation, under only partial data coverage and realizability assumptions on the function classes, with favorable computational tractability. In this work, we revisit the LP framework for offline RL, and provide a new reformulation that advances the existing results in several aspects, relaxing certain assumptions and achieving optimal statistical rates in terms of sample size. Our key enabler is to introduce proper constraints in the reformulation, instead of using any regularization as in the literature, also with careful choices of the function classes and initial state distributions. We hope our insights bring into light the use of LP formulations and the induced primal-dual minimax optimization, in offline RL.

Goal-conditioned reinforcement learning (GCRL) refers to learning general-purpose skills which aim to reach diverse goals. In particular, offline GCRL only requires purely pre-collected datasets to perform training tasks without additional interactions with the environment. Although offline GCRL has become increasingly prevalent and many previous works have demonstrated its empirical success, the theoretical understanding of efficient offline GCRL algorithms is not well established, especially when the state space is huge and the offline dataset only covers the policy we aim to learn. In this paper, we propose a novel provably efficient algorithm (the sample complexity is $\tilde{O}({\rm poly}(1/\epsilon))$ where $\epsilon$ is the desired suboptimality of the learned policy) with general function approximation. Our algorithm only requires nearly minimal assumptions of the dataset (single-policy concentrability) and the function class (realizability). Moreover, our algorithm consists of two uninterleaved optimization steps, which we refer to as $V$-learning and policy learning, and is computationally stable since it does not involve minimax optimization. To the best of our knowledge, this is the first algorithm with general function approximation and single-policy concentrability that is both statistically efficient and computationally stable.

This paper focuses on the expected difference in borrower's repayment when there is a change in the lender's credit decisions. Classical estimators overlook the confounding effects and hence the estimation error can be magnificent. As such, we propose another approach to construct the estimators such that the error can be greatly reduced. The proposed estimators are shown to be unbiased, consistent, and robust through a combination of theoretical analysis and numerical testing. Moreover, we compare the power of estimating the causal quantities between the classical estimators and the proposed estimators. The comparison is tested across a wide range of models, including linear regression models, tree-based models, and neural network-based models, under different simulated datasets that exhibit different levels of causality, different degrees of nonlinearity, and different distributional properties. Most importantly, we apply our approaches to a large observational dataset provided by a global technology firm that operates in both the e-commerce and the lending business. We find that the relative reduction of estimation error is strikingly substantial if the causal effects are accounted for correctly.