Unknown Probability Research Articles

Spatio‐temporal dynamic navigation for electric vehicle charging using deep reinforcement learning

AbstractThis paper considers the real‐time spatio‐temporal electric vehicle charging navigation problem in a dynamic environment by utilizing a shortest path‐based reinforcement learning approach. In a data sharing system including transportation network, an electric vehicle (EV) and EV charging stations (EVCSs), it is aimed to determine the most convenient EVCS and the optimal path for reducing the travel, charging and waiting costs. To estimate the waiting times at EVCSs, Gaussian process regression algorithm is integrated using a real‐time dataset comprising of state‐of‐charge and arrival‐departure times of EVs. The optimization problem is modelled as a Markov decision process with unknown transition probability to overcome the uncertainties arising from time‐varying variables. A recently proposed on‐policy actor–critic method, phasic policy gradient (PPG) which extends the proximal policy optimization algorithm with an auxiliary optimization phase to improve training by distilling features from the critic to the actor network, is used to make EVCS decisions on the network where EV travels through the optimal path from origin node to EVCS by considering dynamic traffic conditions, unit value of EV owner and time‐of‐use charging price. Three case studies are carried out for 24 nodes Sioux‐Falls benchmark network. It is shown that phasic policy gradient achieves an average of 9% better reward compared to proximal policy optimization and the total time decreases by 7–10% when EV owner cost is considered.

Distributionally robust single machine scheduling with release and due dates over Wasserstein balls

Single machine scheduling aims at determining the job sequence with the best desired performance, and provides the basic building block for more advanced scheduling problems. In the present study, a single machine scheduling model with uncertain processing time is considered by incorporating the job release time and due date. The job processing time follows unknown probability distribution, and can be estimated via the historical data. To model the uncertainty, the processing time distribution is defined over a Wasserstein ball ambiguity set, which covers all feasible probability distributions within the confidence radius of the empirical distribution, known as the center of the ball. Then a data-driven distributionally robust scheduling model is constructed with individual chance constraints. In particular, two equivalent reformulations are derived with respect to the ℓ1-norm and ℓ2-norm metrics of the Wasserstein ball, namely, a mixed-integer linear programming and a mixed-integer second order cone programming model, respectively. To accelerate the solving of large-scale instances, a tailored constraint generation algorithm is introduced. In the numerical analysis, the proposed distributionally robust scheduling approach is compared with the state-of-the-art methods in terms of out-of-sample performance.

Characterisation of the stellar wind in Cyg X-1 via modelling of colour-colour diagrams

Context. Cygnus X-1 (Cyg X-1) is a high-mass X-ray binary where accretion onto the black hole (BH) is mediated by the stellar wind from the blue supergiant companion star HDE 226868. Due to its inclination, the system is a perfect laboratory to study the not yet well-understood stellar wind structure. In fact, depending on the position of the BH along the orbit, X-ray observations can probe different layers of the stellar wind. Deeper wind layers can be investigated at superior conjunction (i.e. null orbital phases). Aims. We aim to characterise the stellar wind in the Cyg X-1/HDE 226868 system, analysing one passage at superior conjunction covered by XMM-Newton during the ‘Cyg X-1 Hard state Observations of a Complete Binary Orbit in X-rays’ (CHOCBOX) campaign. Methods. To analyse the properties of the stellar wind, we computed colour-colour diagrams. Since X-ray absorption is energy-dependent, colour indices provide information on the parameters of the stellar wind, such as the column density, NH, w, and the covering factor, fc. We fitted colour-colour diagrams with models that include both a continuum and a stellar wind component. We used the kernel density estimation method to infer the unknown probability distribution of the data points in the colour-colour diagram, and selected the model corresponding to the highest likelihood. In order to study the temporal evolution of the wind around superior conjunction, we extracted and fitted time-resolved colour-colour diagrams. Results. We found that the model that best describes the shape of the colour-colour diagram of Cyg X-1 at superior conjunction requires the wind to be partially ionised. The shape of the colour-colour diagram strongly varies during the analysed observation, due to concurrent changes of the mean NH, w and the fc of the wind. Our results suggest the existence of a linear scaling between the rapid variability amplitude of NH, w (on timescales between 10 s and 11 ks) and its long-term variations (on timescales > 11 ks). Using the inferred best-fit values, we estimated the stellar mass loss rate to be ∼7 × 10−6 M⊙ yr−1 and the clumps to have a characteristic mass of ∼1017 g.

A fast and accurate numerical method for the left tail of sums of independent random variables

We present a flexible, deterministic numerical method for computing left-tail rare events of sums of non-negative, independent random variables. The method is based on iterative numerical integration of linear convolutions by means of Newtons–Cotes rules. The periodicity properties of convoluted densities combined with the Trapezoidal rule are exploited to produce a robust and efficient method, and the method is flexible in the sense that it can be applied to all kinds of non-negative continuous RVs. We present an error analysis and study the benefits of utilizing Newton–Cotes rules versus the fast Fourier transform (FFT) for numerical integration, showing that although there can be efficiency benefits to using FFT, Newton–Cotes rules tend to preserve the relative error better, and indeed do so at an acceptable computational cost. Numerical studies on problems with both known and unknown rare-event probabilities showcase the method’s performance and support our theoretical findings.

Special applets for elucidating the difference between prediction intervals and confidence intervals—Why are arising ovals actually ellipses?

AbstractIn the last years special “ovals” appear increasingly often in diagrams and applets for discussing crucial items of statistical inference (when dealing with confidence intervals for an unknown probability p; approximation of the binomial distribution by the normal distribution; especially in German literature, see e.g. [Meyer, Stochastik in der Schule 2011; 31:18–22] or [Riemer, Statistik unterrichten. Eine handlungsorientierte Didaktik der Stochastik; 2023, p. 69ff]). These applets concerning confidence intervals aim at illustrating vividly the crucial differences (as we know, often vague for students) and connections between confidence intervals and prediction intervals. In English literature such applets seem to be not so well known, thus at the beginning, we describe how they work and highlight their high potential for teaching and learning. The fact that the mentioned ovals are, actually, ellipses is not important for stochastic purposes which is probably the reason why one can hardly find related explanations in the literature. Another aim of this paper is to explain the ellipse shape in a preferably elementary manner involving geometry, even spatial geometry.

A Wasserstein perspective of Vanilla GANs

The empirical success of Generative Adversarial Networks (GANs) caused an increasing interest in theoretical research. The statistical literature is mainly focused on Wasserstein GANs and generalizations thereof, which especially allow for good dimension reduction properties. Statistical results for Vanilla GANs, the original optimization problem, are still rather limited and require assumptions such as smooth activation functions and equal dimensions of the latent space and the ambient space. To bridge this gap, we draw a connection from Vanilla GANs to the Wasserstein distance. By doing so, existing results for Wasserstein GANs can be extended to Vanilla GANs. In particular, we obtain an oracle inequality for Vanilla GANs in Wasserstein distance. The assumptions of this oracle inequality are designed to be satisfied by network architectures commonly used in practice, such as feedforward ReLU networks. By providing a quantitative result for the approximation of a Lipschitz function by a feedforward ReLU network with bounded Hölder norm, we conclude a rate of convergence for Vanilla GANs as well as Wasserstein GANs as estimators of the unknown probability distribution.

Event-Based Asynchronous H∞ Control for Nonhomogeneous Markov Jump Systems With Imperfect Transition Probabilities.

The event-based H∞ control problem is investigated for a class of nonhomogeneous Markov jump systems (MJSs) with partially unknown transition probabilities (TPs). The MJS is characterized by a piecewise nonhomogeneous Markovian chain, where the switching of the system TP matrix is governed by a higher-level chain. A hidden Markov model (HMM) is employed to observe the system mode, which cannot always be correctly detected in practice. Under this framework, the partially unknown TPs existing in both higher-level TPs (HTPs) and conditional TPs (CTPs) are taken into account for practical consideration. Additionally, an observed-mode-dependent event-triggered mechanism (ETM) is employed to design an asynchronous controller, which is expected to alleviate the burden of the communication network. Evidently, the considered scenario is fairly general and covers some special cases. With the above consideration, sufficient conditions are established to guarantee stochastic stability of the resulting closed-loop system with a prescribed H∞ performance. Finally, two examples are presented to demonstrate the effectiveness and applicability of the proposed method.

Estimation of probabilities of transitions of markov binary input signal of nonlinear system

The problem of estimating unknown probabilities of transitions of a random Markov binary input signal of a nonlinear one-dimensional discrete system based on estimating the expectation and variance of the output signal is considered. The defined expressions are built on the basis of considering equally probable transitions and the steady-state mode of the algorithm for assessing the state of the system, obtained by approximating the probability density of its output signal by the Pearson type I distribution. An example of comparison of theoretical calculations with the results of imitation mathematical modeling is given.

A Dominance Approach for Influence Maximization with Incomplete Information in Social Network

Influence maximization plays an important role in social network analysis and has been extensively explored due to its emergence in a great deal of applications. However, a vast majority of researchers have only considered the influence of one factor on the spread of information among individuals. In addition, this factor which is mainly the influence probability, has been considered to be fixed which is estimated based on the number of neighbors of each individual. While, in reality, we do not have complete information about this probability and it is not a fixed value. Moreover, in the spread of information, other factors including trust, are also involved, which cannot be easily combined due to their different nature. In this paper, a dominance approach to influence maximization is studied under the condition, in which, complete information about influence of users on each other is not available and users infect each other based on an unknown influence probability. Furthermore, in order to make the proposed model closer to reality, trust factor is also considered as an independent factor. The proposed method is compared to several state-of-the-art influence maximization algorithms and attained results on several synthetic and real social network datasets verify effectiveness of the proposed method compared to previous methods in the context of influence maximization.

Input-to-State Stability of Switched Network Control Systems Under Unknown Deception Attacks.

This article focuses on the stability issue of switched network control systems (SNCSs) under deception attacks described by a Bernoulli process with unknown probability distribution. The false information in deception attacks is unknown but bounded and may be state dependent or state independent. By means of the input-to-state stability (ISS) tool and the convex combination method, an improved lemma is first developed for SNCSs, which facilitates the derivations of our results. After that, some attack-independent sufficient conditions for the ISS of SNCSs are obtained for mode-dependent average dwell time switching and stochastic switching, respectively. Different from existing results, the concerned switching contributes to the stability of SNCSs, which benefits the ISS performance of SNCSs even though the unknown deception attacks cause all subsystems to be non-ISS. The proposed results provide an effective solution with strong robustness to deal with unknown deception attacks or denial-of-service attacks.

Performance analysis of a versatile bulk-service queue with group-arrival, batch-size-dependent service time and queue-length-dependent vacation

ABSTRACT Queueing systems with bulk-service and vacation policy have become one of the pivotal interest for the researchers due to their widespread application in food processing technology, manufacturing systems, power consumption in small cell base stations etc. This article analyzes a single server versatile bulk-service queueing system wherein the customers arrive according to a compound Poisson process and the service time is dependent on the batch size of undergoing service. Moreover, single and multiple vacation policies have been incorporated along with queue-length-dependent vacation. After providing the steady-state system equations, the bivariate probability generating function of queue and server content distribution together has been derived at departure epoch. After the evaluation of the unknown probabilities, complete joint distributions have been extracted in terms of roots of the denominator of the bivariate probability generating function. The discussed procedure and the reported results have been depicted through some numerical examples for different service and vacation time distributions. Some significant observation about the model has been sketched graphically.

Learning Hidden Markov Models with Structured Transition Dynamics

The hidden Markov model (HMM) provides a natural framework for modeling the dynamic evolution of latent diseases. The unknown probability matrices of HMMs can be learned through the well-known Baum–Welch algorithm, a special case of the expectation-maximization algorithm. In many disease models, the probability matrices possess nontrivial properties that may be represented through a set of linear constraints. In these cases, the traditional Baum–Welch algorithm is no longer applicable because the maximization step cannot be solved by an explicit formula. In this paper, we propose a novel approach to efficiently solve the maximization step problem under linear constraints by providing a Lagrangian dual reformulation that we solve by an accelerated gradient method. The performance of this approach critically depends on devising a fast method to compute the gradient in each iteration. For this purpose, we employ dual decomposition and derive Karush–Kuhn–Tucker conditions to reduce our problem into a set of single variable equations, solved using a simple bisection method. We apply this method to a case study on sports-related concussion and provide an extensive numerical study using simulation. We show that our approach is in orders of magnitude computationally faster and more accurate than other alternative approaches. Moreover, compared with other methods, our approach is far less sensitive with respect to increases in problem size. Overall, our contribution lies in the advancement of accurately and efficiently handling HMM parameter estimation under linear constraints, which comprises a wide range of applications in disease modeling and beyond. History: Accepted by Paul Brooks, Area Editor for Applications in Biology, Medicine, & Healthcare. Funding: This research was funded by [Grant R01DE028283] from the National Institute of Dental and Craniofacial Research, National Institutes of Health. G.-G. Garcia was also funded by the Georgia Clinical & Translational Science Alliance National Institutes of Health award [Grant UL1-TR002378]. Supplemental Material: The software that supports the findings of this study is available within the paper and its Supplemental Information ( https://pubsonline.informs.org/doi/suppl/10.1287/ijoc.2022.0342 ) as well as from the IJOC GitHub software repository ( https://github.com/INFORMSJoC/2022.0342 ). The complete IJOC Software and Data Repository is available at https://informsjoc.github.io/ .

Dynamic‐memory event‐based asynchronous security control for positive singular semi‐Markov jumping CPSs against multiple cyber‐attacks

AbstractThis paper mainly studies the design of asynchronous controllers for positive singular semi‐Markov jump systems with performance under the dynamic‐memory event‐triggered. The positive singular semi‐Markov jump system model is established for the first time. And the dynamic‐memory event‐triggered transmission protocol is used to reduce network transmission pressure. Then, a unified cyber‐attack framework that includes DoS attacks and spoofing attacks is established. A simple hidden Markovian model (HMM) model is used to describe the asynchronous phenomena between the controller and the system. Considering the situation where all data cannot be accurately obtained in reality, a simple HMM is set as a partially unknown conditional probability matrix. Based on stochastic Lyapunov functional, the stochastically admissible conditions for the closed‐loop systems are obtained. Finally, a numerical example is given to verify the effectiveness of the proposed method.

Retransmission performance in a stochastic geometric cellular network model

Suppose sender–receiver transmission links in a downlink network at a given data rate are subject to fading, path loss, and inter-cell interference, and that transmissions either pass, suffer loss, or incur retransmission delay. We introduce a method to obtain the average activity level of the system required for handling the buffered work and from this derive the resulting coverage probability and key performance measures. The technique involves a family of stationary buffer distributions which is used to solve iteratively a nonlinear balance equation for the unknown busy-link probability and then identify throughput, loss probability, and delay. The results allow for a straightforward numerical investigation of performance indicators, are in special cases explicit and may be easily used to study the trade-off between reliability, latency, and data rate.

A novel multi-attribute three-way decision model with three-parameter interval grey number decision-theoretic rough sets

PurposeTo overcome the limitations of traditional multi-attribute decision making (MADM) methods, which only provide deterministic rankings of decision objects, this paper proposes a novel multi-attribute 3WD model. This model presents three-parameter interval grey number decision-theoretic rough sets (TPIGNDTRSs), aiming to offer a reasoned interpretation of loss functions in grey environments and ensure objective assessment of conditional probabilities.Design/methodology/approachFirstly, the traditional equivalence relation is replaced with the probabilistic dominance relation (PDR), categorizing decision objects into two state sets in DTRS for more objective conditional probabilities. Secondly, as the three-parameter interval grey number (TPIGN) introduces the most probable value on the basis of the traditional two-parameter interval grey number, it provides a more comprehensive method for describing grey information. Consequently, integrating TPIGN into DTRS refines the interpretations of loss functions in grey environments. Finally, by utilizing two main sorting techniques, relative kernel and degree of accuracy ranking and possibility ranking, two types of 3WD rules with TPIGNDTRSs, are constructed.FindingsThis study has successfully developed and validated a new multi-attribute 3WD model. The model was tested in two distinct domains: evaluating innovation efficiency in high-tech enterprises and recommending movies in a practical case. The findings reveal that the model can effectively integrate relevant information of high-tech enterprises, provide the government with enterprise-level assessments, and gather consumer preferences to recommend the most suitable movies.Research limitations/implicationsThis study treats the loss function as grey information in the 3WD model but overlooks the grey nature of evaluation values, limiting its applicability. Additionally, the model’s reliance on subjective expert judgments and historical data to establish the loss function may affect its objectivity. The implications of this research are that the novel model overcomes traditional MADM limitations, enhancing decision-making quality and efficiency in complex and grey scenarios. The model’s successful application in evaluating high-tech enterprises and recommending movies illustrates its dual value in both theory and practice.Originality/valueInitially, the model proposed in this study is of significant importance for the development of the 3WD field, as it successfully addresses the challenges of uncertain loss functions and unknown conditional probabilities in grey information environments. Moreover, by integrating the 3WD model with MADM problems, it has broken through the bottlenecks of traditional MADM methods, offering new perspectives and strategies for solving MADM issues. Therefore, this research not only advances theoretical research but also provides powerful tools for practical applications.

Deep learning probability flows and entropy production rates in active matter

Active matter systems, from self-propelled colloids to motile bacteria, are characterized by the conversion of free energy into useful work at the microscopic scale. They involve physics beyond the reach of equilibrium statistical mechanics, and a persistent challenge has been to understand the nature of their nonequilibrium states. The entropy production rate and the probability current provide quantitative ways to do so by measuring the breakdown of time-reversal symmetry. Yet, their efficient computation has remained elusive, as they depend on the system's unknown and high-dimensional probability density. Here, building upon recent advances in generative modeling, we develop a deep learning framework to estimate the score of this density. We show that the score, together with the microscopic equations of motion, gives access to the entropy production rate, the probability current, and their decomposition into local contributions from individual particles. To represent the score, we introduce a spatially local transformer network architecture that learns high-order interactions between particles while respecting their underlying permutation symmetry. We demonstrate the broad utility and scalability of the method by applying it to several high-dimensional systems of active particles undergoing motility-induced phase separation (MIPS). We show that a single network trained on a system of 4,096 particles at one packing fraction can generalize to other regions of the phase diagram, including to systems with as many as 32,768 particles. We use this observation to quantify the spatial structure of the departure from equilibrium in MIPS as a function of the number of particles and the packing fraction.

Congruential Summation-Triggered Identification of FIR Systems under Binary Observations and Uncertain Communications

With the advancement of network technology, there has been an increase in the volume of data being transmitted across networks. Due to the bandwidth limitation of communication channels, data often need to be quantized or event-triggered mechanisms are introduced to conserve communication resources. On the other hand, network uncertainty can lead to data loss and destroy data integrity. This paper investigates the identification of finite impulse response (FIR) systems under the framework of stochastic noise and the combined effects of the event-triggered mechanism and uncertain communications. The study provides a reference for the application of remote system identification under transmission-constrained and packet loss scenarios. First, a congruential summation-triggered communication scheme (CSTCS) is introduced to lower the communication rate. Then, parameter estimation algorithms are designed for scenarios with known and unknown packet loss probabilities, respectively, and their strong convergence is proved. Furthermore, an approximate expression for the convergence rate is obtained by data fitting under the condition of uncertain packet loss probability, treating the trade-off between convergence performance and communication resource usage as a constrained optimization problem. Finally, the rationality and correctness of the algorithm are verified by numerical simulations.

Open-set marine object instance segmentation with prototype learning

The ocean world is full of Unknown Marine Objects (UMOs), making it difficult to deal with unknown ocean targets using the traditional instance segmentation model. This is because the traditional instance segmentation networks are trained on a closed dataset, assuming that all detected objects are Known Marine Objects (KMOs). Consequently, traditional closed-set networks often misclassify UMOs as KMOs. To address this problem, this paper proposes a new open-set instance segmentation model for object instance segmentation in marine environments with UMOs. Specifically, we integrate two learning modules in the model, namely a prototype module and an unknown learning module. Through the learnable prototype, the prototype module improves the class’s compactness and boundary detection capabilities while also increasing the classification accuracy. Through the uncertainty of low probability samples, the unknown learning module forecasts the unknown probability. Experimental results illustrate that the proposed method has competitive known class recognition accuracy compared to existing instance segmentation models, and can accurately distinguish unknown targets.

Is ambiguity aversion a preference? Ambiguity aversion without asymmetric information

Ambiguity aversion is the interpretation of the experimental finding (the Ellsberg paradox) that most subjects prefer betting on events whose probabilities are known (objective) to betting on events whose probabilities are unknown (subjective). However in typical experiments these unknown probabilities are known by others. Thus the typical Ellsberg experiment is a situation of asymmetric information. People may try to avoid situations where they are the less informed party, which is normatively appropriate. We find that eliminating asymmetric information in the Ellsberg experiment while leaving ambiguity in place, makes subjects prefer the ambiguous bet over the objective one, reversing the prior results.

Ambiguity attitudes for real-world sources: field evidence from a large sample of investors

Empirical studies of ambiguity aversion mostly use artificial events such as Ellsberg urns to control for unknown probability beliefs. The present study measures ambiguity attitudes using real-world events in a large sample of investors. We elicit ambiguity aversion and perceived ambiguity for a familiar company stock, a local stock index, a foreign stock index, and Bitcoin. Measurement reliability is higher than for artificial sources in previous studies. Ambiguity aversion is highly correlated for different assets, while perceived ambiguity varies more between assets. Further, we show that ambiguity attitudes are related to actual investment choices.