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Efficient Uncertainty Propagation with Guarantees in Wasserstein Distance
Eduardo Figueiredo, Steven Adams, Peyman Mohajerin Esfahani +1
In this paper, we consider the problem of propagating an uncertain distribution by a possibly non-linear function and quantifying the resulting uncertainty. We measure the uncertai…
Formal Uncertainty Propagation for Stochastic Dynamical Systems with Additive Noise
Steven Adams, Eduardo Figueiredo, Luca Laurenti
In this paper, we consider discrete-time non-linear stochastic dynamical systems with additive process noise in which both the initial state and noise distributions are uncertain.…
Uncertainty Propagation in Stochastic Systems via Mixture Models with Error Quantification
Eduardo Figueiredo, Andrea Patane, Morteza Lahijanian +1
Uncertainty propagation in non-linear dynamical systems has become a key problem in various fields including control theory and machine learning. In this work we focus on discrete-…