Search Results for author:
Found 4 papers, 3 papers with code
Non-Parametric Learning of Stochastic Differential Equations with Non-asymptotic Fast Rates of Convergence
We propose a novel non-parametric learning paradigm for the identification of drift and diffusion coefficients of multi-dimensional non-linear stochastic differential equations, which relies upon discrete-time observations of the state.
Convex Hulls of Reachable Sets
We study the convex hulls of reachable sets of nonlinear systems with bounded disturbances and uncertain initial conditions.
A Simple and Efficient Sampling-based Algorithm for General Reachability Analysis
In this work, we analyze an efficient sampling-based algorithm for general-purpose reachability analysis, which remains a notoriously challenging problem with applications ranging from neural network verification to safety analysis of dynamical systems.
Risk-sensitive safety analysis using Conditional Value-at-Risk
In addition, we propose a second definition for risk-sensitive safe sets and provide a tractable method for their estimation without using a parameter-dependent upper bound.
