The author's presentation of multilevel Monte Carlo path simulation at the MCQMC 2006 conference stimulated a lot of research into multilevel Monte Carlo methods. This paper reviews the progress since then, emphasising the simplicity, flexibility and generality of the multilevel Monte Carlo approach. It also offers a few original ideas and suggests areas for future research.
In 2005, Kebaier @cite_45 developed a two-level approach for path simulation which is very similar to the author's approach presented in the next section. The only differences are the use of only two levels, and the use of a general multiplicative factor as in the standard control variate approach. A similar multilevel approach was under development at the same time by Speight, but was not published until later @cite_15 @cite_27 .
@cite_27 @cite_15 @cite_45
2014945091 2031397756 2054661770 2096636360
The author’s presentation of multilevel Monte Carlo path simulation at the MCQMC 2006 conference stimulated a lot of research into multilevel Monte Carlo methods. This paper reviews the progress since then, emphasising the simplicity, flexibility and generality of the multilevel Monte Carlo approach. It also offers a few original ideas and suggests areas for future research. This paper examines techniques for finding falsifying trajectories of hybrid systems using an approach that we call trajectory splicing. Many formal verification techniques for hybrid systems, including flowpipe construction, can identify plausible abstract counterexamples for property violations. However, there is often a gap between the reported abstract counterexamples and the concrete system trajectories. Our approach starts with a candidate sequence of disconnected trajectory segments, each segment lying inside a discrete mode. However, such disconnected segments do not form concrete violations due to the gaps that exist between the ending state of one segment and the starting state of the subsequent segment. Therefore, trajectory splicing uses local optimization to minimize the gap between these segments, effectively splicing them together to form a concrete trajectory. We demonstrate the use of our approach for falsifying safety properties of hybrid systems using standard optimization techniques. As such, our approach is not restricted to linear systems. We compare our approach with other falsification approaches including uniform random sampling and a robustness guided falsification approach used in the tool S-Taliro. Our preliminary evaluation clearly shows the potential of our approach to search for candidate trajectory segments and use them to find concrete property violations. The main objective of this paper is to develop an efficient method for learning and reproduction of complex trajectories for robot programming by demonstration. Encoding of the demonstrated trajectories is performed with hidden Markov model, and generation of a generalized trajectory is achieved by using the concept of key points. Identification of the key points is based on significant changes in position and velocity in the demonstrated trajectories. The resulting sequences of trajectory key points are temporally aligned using the multidimensional dynamic time warping algorithm, and a generalized trajectory is obtained by smoothing spline interpolation of the clustered key points. The principal advantage of our proposed approach is utilization of the trajectory key points from all demonstrations for generation of a generalized trajectory. In addition, variability of the key points' clusters across the demonstrated set is employed for assigning weighting coefficients, resulting in a generalization procedure which accounts for the relevance of reproduction of different parts of the trajectories. The approach is verified experimentally for trajectories with two different levels of complexity. Provides an analysis of a path planning method which uses probabilistic roadmaps. This method has proven very successful in practice, but the theoretical understanding of its performance is still limited. Assuming that a path spl gamma exists between two configurations a and b of the robot, we study the dependence of the failure probability to connect a and b on (i) the length of spl gamma , (ii) the distance function of spl gamma from the obstacles, and (iii) the number of nodes N of the probabilistic roadmap constructed. Importantly, our results do not depend strongly on local irregularities of the configuration space, as was the case with previous analysis. These results are illustrated with a simple but illuminating example. In this example, we provide estimates for N, the principal parameter of the method, in order to achieve failure probability within prescribed bounds. We also compare, through this example, the different approaches to the analysis of the planning method.