activity
20122026
most citedOnline convex optimization for cumulative constraints

72 citations · 143 across the 30 of their papers we have counts for

collaborators

33 papers

q-bio.NC2026

Active Sensing Subserves Task-Level Control

Andrew Lamperski, Debojyoti Biswas, Eric S. Fortune +3

Active sensing is traditionally defined as the expenditure of energy, typically in the form of movement, for obtaining information. Here, we propose that the combination of relianc…

math.OC2024★ 1 cited

Approximation with Random Shallow ReLU Networks with Applications to Model Reference Adaptive Control

Andrew Lamperski, Tyler Lekang

Neural networks are regularly employed in adaptive control of nonlinear systems and related methods of reinforcement learning. A common architecture uses a neural network with a si…

math.OC2023

An algorithm for bilevel optimization with traffic equilibrium constraints: convergence rate analysis

Akshit Goyal, Andrew Lamperski

Bilevel optimization with traffic equilibrium constraints plays an important role in transportation planning and management problems such as traffic control, transport network desi…

math.OC2023★ 1 cited

Function Approximation with Randomly Initialized Neural Networks for Approximate Model Reference Adaptive Control

Tyler Lekang, Andrew Lamperski

Classical results in neural network approximation theory show how arbitrary continuous functions can be approximated by networks with a single hidden layer, under mild assumptions…

math.ST2023

Non-Asymptotic Pointwise and Worst-Case Bounds for Classical Spectrum Estimators

Andrew Lamperski

Spectrum estimation is a fundamental methodology in the analysis of time-series data, with applications including medicine, speech analysis, and control design. The asymptotic theo…

math.OC2022

Sufficient Conditions for Persistency of Excitation with Step and ReLU Activation Functions

Tyler Lekang, Andrew Lamperski

This paper defines geometric criteria which are then used to establish sufficient conditions for persistency of excitation with vector functions constructed from single hidden-laye…

cs.LG2022

Constrained Langevin Algorithms with L-mixing External Random Variables

Yuping Zheng, Andrew Lamperski

Langevin algorithms are gradient descent methods augmented with additive noise, and are widely used in Markov Chain Monte Carlo (MCMC) sampling, optimization, and machine learning.…

math.OC2021

Wasserstein Contraction Bounds on Closed Convex Domains with Applications to Stochastic Adaptive Control

Tyler Lekang, Andrew Lamperski

This paper is motivated by the problem of quantitatively bounding the convergence of adaptive control methods for stochastic systems to a stationary distribution. Such bounds are u…

cs.LG2020★ 2 cited

Projected Stochastic Gradient Langevin Algorithms for Constrained Sampling and Non-Convex Learning

Andrew Lamperski

Langevin algorithms are gradient descent methods with additive noise. They have been used for decades in Markov chain Monte Carlo (MCMC) sampling, optimization, and learning. Their…

eess.SY2020

Topology Learning in Radial Dynamical Systems with Unreliable Data

Venkat Ram Subramanian, Deepjyoti Deka, Saurav Talukdar +2

Many complex engineering systems admit bidirectional and linear couplings between their agents. Blind and passive methods to identify such influence pathways/couplings from data ar…

eess.SY2020★ 7 cited

Network Structure Identification from Corrupt Data Streams

Venkat Ram Subramanian, Andrew Lamperski, Murti V. Salapaka

Complex networked systems can be modeled as graphs with nodes representing the agents and links describing the dynamic coupling between them. Previous work on network identificatio…

eess.SY2020

Causal Structure Identification from Corrupt Data-Streams

Venkat Ram Subramanian, Andrew Lamperski, Murti V. Salapaka

Complex networked systems can be modeled and represented as graphs, with nodes representing the agents and the links describing the dynamic coupling between them. The fundamental o…

eess.SY2020★ 4 cited

First-Order Algorithms for Constrained Nonlinear Dynamic Games

Bolei Di, Andrew Lamperski

This paper presents algorithms for non-zero sum nonlinear constrained dynamic games with full information. Such problems emerge when multiple players with action constraints and di…

eess.SY2019★ 1 cited

Non-asymptotic Closed-Loop System Identification using Autoregressive Processes and Hankel Model Reduction

Bruce Lee, Andrew Lamperski

One of the primary challenges of system identification is determining how much data is necessary to adequately fit a model. Non-asymptotic characterizations of the performance of s…

cs.LG2019★ 5 cited

Trading-Off Static and Dynamic Regret in Online Least-Squares and Beyond

Jianjun Yuan, Andrew Lamperski

Recursive least-squares algorithms often use forgetting factors as a heuristic to adapt to non-stationary data streams. The first contribution of this paper rigorously characterize…

cs.LG2019

Simple Algorithms for Dueling Bandits

Tyler Lekang, Andrew Lamperski

In this paper, we present simple algorithms for Dueling Bandits. We prove that the algorithms have regret bounds for time horizon T of order O(T^rho ) with 1/2 <= rho <= 3/4, which…

eess.SY2019★ 2 cited

Newton's Method and Differential Dynamic Programming for Unconstrained Nonlinear Dynamic Games

Bolei Di, Andrew Lamperski

Dynamic games arise when multiple agents with differing objectives control a dynamic system. They model a wide variety of applications in economics, defense, energy systems and etc…

cs.LG2019★ 5 cited

Online Adaptive Principal Component Analysis and Its extensions

Jianjun Yuan, Andrew Lamperski

We propose algorithms for online principal component analysis (PCA) and variance minimization for adaptive settings. Previous literature has focused on upper bounding the static ad…

math.OC2018★ 7 cited

Differential Dynamic Programming for Nonlinear Dynamic Games

Bolei Di, Andrew Lamperski

Dynamic games arise when multiple agents with differing objectives choose control inputs to a dynamic system. Dynamic games model a wide variety of applications in economics, defen…

cs.LG2018★ 72 cited

Online convex optimization for cumulative constraints

Jianjun Yuan, Andrew Lamperski

We propose the algorithms for online convex optimization which lead to cumulative squared constraint violations of the form ,…

math.OC2018

Moment Analysis of Stochastic Hybrid Systems Using Semidefinite Programming

Khem Raj Ghusinga, Andrew Lamperski, Abhyudai Singh

This paper proposes a semidefinite programming based method for estimating moments of a stochastic hybrid system (SHS). For polynomial SHSs -- which consist of polynomial continuou…

math.OC2017

Estimating stationary characteristic functions of stochastic systems via semidefinite programming

Khem Raj Ghusinga, Andrew Lamperski, Abhyudai Singh

This paper proposes a methodology to estimate characteristic functions of stochastic differential equations that are defined over polynomials and driven by Lévy noise. For such sys…

math.OC2017★ 1 cited

Approximate moment dynamics for polynomial and trigonometric stochastic systems

Khem Raj Ghusinga, Mohammad Soltani, Andrew Lamperski +2

Stochastic dynamical systems often contain nonlinearities which make it hard to compute probability density functions or statistical moments of these systems. For the moment comput…

math.OC2017★ 4 cited

Analysis and Control of Stochastic Systems using Semidefinite Programming over Moments

Andrew Lamperski, Khem Raj Ghusinga, Abhyudai Singh

This paper develops a unified methodology for probabilistic analysis and optimal control design for jump diffusion processes defined by polynomials. For such systems, the evolution…