Bayesian optimization is proposed for automatic learning of optimal controller parameters from experimental data. A probabilistic description (a Gaussian process) is used to model the unknown function from controller parameters to a user-defined cost. The probabilistic model is updated with data, which is obtained by testing a set of parameters on the physical system and evaluating the cost. In order to learn fast, the Bayesian optimization algorithm selects the next parameters to evaluate in a systematic way, for example, by maximizing information gain about the optimum. The algorithm thus iteratively finds the globally optimal parameters with only few experiments. Taking throttle valve control as a representative industrial control example, the proposed auto-tuning method is shown to outperform manual calibration: it consistently achieves better performance with a low number of experiments. The proposed auto-tuning framework is flexible and can handle different control structures and objectives.

In industrial applications of adaptive optimal control often multiple contrary objectives have to be considered. The weights (relative importance) of the objectives are often not known during the design of the control and can change with changing production conditions and requirements. In this work a novel model-free multiobjective reinforcement learning approach for adaptive optimal control of manufacturing processes is proposed. The approach enables sample-efficient learning in sequences of control configurations, given by particular objective weights.

Rigid motion computation or estimation is a cornerstone in numerous fields. Attitude computation can be achieved by integrating the angular velocity measured by gyroscopes, the accuracy of which is crucially important for the dead-reckoning inertial navigation. The state-of-the-art attitude algorithms have unexceptionally relied on the simplified differential equation of the rotation vector to obtain the attitude. This paper proposes a Functional Iteration technique with the Rodrigues vector (named the RodFIter method) to analytically reconstruct the attitude from gyroscope measurements. The RodFIter method is provably exact in reconstructing the incremental attitude as long as the angular velocity is exact. Notably, the Rodrigues vector is analytically obtained and can be used to update the attitude over the considered time interval. The proposed method gives birth to an ultimate attitude algorithm scheme that can be naturally extended to the general rigid motion computation. It is extensively evaluated under the attitude coning motion and compares favorably in accuracy with the mainstream attitude algorithms. This work is believed having eliminated the long-standing theoretical barrier in exact motion integration from inertial measurements.

Many organizations are developing autonomous driving systems, which are expected to be deployed at a large scale in the near future. Despite this, there is a lack of agreement on appropriate methods to test, debug, and certify the performance of these systems. One of the main challenges is that many autonomous driving systems have machine learning components, such as deep neural networks, for which formal properties are difficult to characterize. We present a testing framework that is compatible with test case generation and automatic falsification methods, which are used to evaluate cyber-physical systems. We demonstrate how the framework can be used to evaluate closed-loop properties of an autonomous driving system model that includes the ML components, all within a virtual environment. We demonstrate how to use test case generation methods, such as covering arrays, as well as requirement falsification methods to automatically identify problematic test scenarios. The resulting framework can be used to increase the reliability of autonomous driving systems.

Quadcopters, as unmanned aerial vehicles (UAVs), have great potential in civil applications such as surveying, building monitoring, and infrastructure condition assessment. Quadcopters, however, are relatively sensitive to noises and disturbances so that their performance may be quickly downgraded in the case of inadequate control, system uncertainties and/or external disturbances. In this study, we deal with the quadrotor low-level control by proposing a robust scheme named the adaptive second-order quasi-continuous sliding mode control (adaptive 2-QCSM). The ultimate objective is for robust attitude control of the UAV in monitoring and inspection of built infrastructure. First, the mathematical model of the quadcopter is derived considering nonlinearity, strong coupling, uncertain dynamics and external disturbances. The control design includes the selection of the sliding manifold and the development of quasi-continuous second-order sliding mode controller with an adaptive gain. Stability of the overall control system is analysed by using a global Lyapunov function for convergence of both the sliding dynamics and adaptation scheme. Extensive simulations have been carried out for evaluation. Results show that the proposed controller can achieve robustness against disturbances or parameter variations and has better tracking performance in comparison with experimental responses of a UAV in a real-time monitoring task.

This paper addresses the problem of crack detection which is essential for health monitoring of built infrastructure. Our approach includes two stages, data collection using unmanned aerial vehicles (UAVs) and crack detection using histogram analysis. For the data collection, a 3D model of the structure is first created by using laser scanners. Based on the model, geometric properties are extracted to generate way points necessary for navigating the UAV to take images of the structure. Then, our next step is to stick together those obtained images from the overlapped field of view. The resulting image is then clustered by histogram analysis and peak detection. Potential cracks are finally identified by using locally adaptive thresholds. The whole process is automatically carried out so that the inspection time is significantly improved while safety hazards can be minimised. A prototypical system has been developed for evaluation and experimental results are included.

Understanding the singular value spectrum of a matrix $A \in \mathbb{R}^{n \times n}$ is a fundamental task in countless applications. In matrix multiplication time, it is possible to perform a full SVD and directly compute the singular values $σ_1,...,σ_n$. However, little is known about algorithms that break this runtime barrier. Using tools from stochastic trace estimation, polynomial approximation, and fast system solvers, we show how to efficiently isolate different ranges of $A$'s spectrum and approximate the number of singular values in these ranges. We thus effectively compute a histogram of the spectrum, which can stand in for the true singular values in many applications. We use this primitive to give the first algorithms for approximating a wide class of symmetric matrix norms in faster than matrix multiplication time. For example, we give a $(1 + ε)$ approximation algorithm for the Schatten-$1$ norm (the nuclear norm) running in just $\tilde O((nnz(A)n^{1/3} + n^2)ε^{-3})$ time for $A$ with uniform row sparsity or $\tilde O(n^{2.18} ε^{-3})$ time for dense matrices. The runtime scales smoothly for general Schatten-$p$ norms, notably becoming $\tilde O (p \cdot nnz(A) ε^{-3})$ for any $p \ge 2$. At the same time, we show that the complexity of spectrum approximation is inherently tied to fast matrix multiplication in the small $ε$ regime. We prove that achieving milder $ε$ dependencies in our algorithms would imply faster than matrix multiplication time triangle detection for general graphs. This further implies that highly accurate algorithms running in subcubic time yield subcubic time matrix multiplication. As an application of our bounds, we show that precisely computing all effective resistances in a graph in less than matrix multiplication time is likely difficult, barring a major algorithmic breakthrough.

We show how to compute a relative-error low-rank approximation to any positive semidefinite (PSD) matrix in sublinear time, i.e., for any $n \times n$ PSD matrix $A$, in $\tilde O(n \cdot poly(k/ε))$ time we output a rank-$k$ matrix $B$, in factored form, for which $\|A-B\|_F^2 \leq (1+ε)\|A-A_k\|_F^2$, where $A_k$ is the best rank-$k$ approximation to $A$. When $k$ and $1/ε$ are not too large compared to the sparsity of $A$, our algorithm does not need to read all entries of the matrix. Hence, we significantly improve upon previous $nnz(A)$ time algorithms based on oblivious subspace embeddings, and bypass an $nnz(A)$ time lower bound for general matrices (where $nnz(A)$ denotes the number of non-zero entries in the matrix). We prove time lower bounds for low-rank approximation of PSD matrices, showing that our algorithm is close to optimal. Finally, we extend our techniques to give sublinear time algorithms for low-rank approximation of $A$ in the (often stronger) spectral norm metric $\|A-B\|_2^2$ and for ridge regression on PSD matrices.

In this paper, we present a new discrete-time Fast Terminal Sliding Mode (FTSM) controller for mirror-based pointing systems. We first derive the decoupled model of those systems and then estimate the parameters using a nonlinear least-square identification method. Based on the derived model, we design a FTSM sliding manifold in the continuous domain. We then exploit the Euler discretization on the designed FTSM sliding surfaces to synthesize a discrete-time controller. Furthermore, we improve the transient dynamics of the sliding surface by adding a linear term. Finally, we prove the stability of the proposed controller based on the Sarpturk reaching condition. Extensive simulations, followed by comparisons with the Terminal Sliding Mode (TSM) and Model Predictive Control (MPC) have been carried out to evaluate the effectiveness of the proposed approach. A comparative study with data obtained from a real-time experiment was also conducted. The results indicate the advantage of the proposed method over the other techniques.

We formulate an optimization problem to control a large number of automated guided vehicles in a plant without collision. The formulation consists of binary variables. A quadratic cost function over these variables enables us to utilize certain solvers on digital computers and recently developed purpose-specific hardware such as D-Wave 2000Q and the Fujitsu digital annealer. In the present study, we consider an actual plant in Japan, in which vehicles run, and assess efficiency of our formulation for optimizing the vehicles via several solvers. We confirm that our formulation can be a powerful approach for performing smooth control while avoiding collisions between vehicles, as compared to a conventional method. In addition, comparative experiments performed using several solvers reveal that D-Wave 2000Q can be useful as a rapid solver for generating a plan for controlling the vehicles in a short time although it deals only with a small number of vehicles, while a digital computer can rapidly solve the corresponding optimization problem even with a large number of binary variables.

Quantitative susceptibility mapping (QSM) aims to visualize the three dimensional susceptibility distribution by solving the field-to-source inverse problem using the phase data in magnetic resonance signal. However, the inverse problem is ill-posed since the Fourier transform of integral kernel has zeroes in the frequency domain. Although numerous regularization based models have been proposed to overcome this problem, the incompatibility in the field data has not received enough attention, which leads to deterioration of the recovery. In this paper, we show that the data acquisition process of QSM inherently generates a harmonic incompatibility in the measured local field. Based on such discovery, we propose a novel regularization based susceptibility reconstruction model with an additional sparsity based regularization term on the harmonic incompatibility. Numerical experiments show that the proposed method achieves better performance than the existing approaches.

This work is concerned with robust filtering of nonlinear sampled-data systems with and without exact discrete-time models. A linear matrix inequality (LMI) based approach is proposed for the design of robust $H_{\infty}$ observers for a class of Lipschitz nonlinear systems. Two type of systems are considered, Lipschitz nonlinear discrete-time systems and Lipschitz nonlinear sampled-data systems with Euler approximate discrete-time models. Observer convergence when the exact discrete-time model of the system is available is shown. Then, practical convergence of the proposed observer is proved using the Euler approximate discrete-time model. As an additional feature, maximizing the admissible Lipschitz constant, the solution of the proposed LMI optimization problem guaranties robustness against some nonlinear uncertainty. The robust H_infty observer synthesis problem is solved for both cases. The maximum disturbance attenuation level is achieved through LMI optimization. At the end, a path to extending the results to higher-order approximate discretizations is provided.

Value functions arise as a component of algorithms as well as performance metrics in statistics and engineering applications. Computation of the associated Bellman equations is numerically challenging in all but a few special cases. A popular approximation technique is known as Temporal Difference (TD) learning. The algorithm introduced in this paper is intended to resolve two well-known problems with this approach: In the discounted-cost setting, the variance of the algorithm diverges as the discount factor approaches unity. Second, for the average cost setting, unbiased algorithms exist only in special cases. It is shown that the gradient of any of these value functions admits a representation that lends itself to algorithm design. Based on this result, the new differential TD method is obtained for Markovian models on Euclidean space with smooth dynamics. Numerical examples show remarkable improvements in performance. In application to speed scaling, variance is reduced by two orders of magnitude.

Many applications of Gaussian random fields and Gaussian random processes are limited by the computational complexity of evaluating the probability density function, which involves inverting the relevant covariance matrix. In this work, we show how that problem can be completely circumvented for the local Taylor coefficients of a Gaussian random field with a Gaussian (or `square exponential') covariance function. Our results hold for any dimension of the field and to any order in the Taylor expansion. We present two applications. First, we show that this method can be used to explicitly generate non-trivial potential energy landscapes with many fields. This application is particularly useful when one is concerned with the field locally around special points (e.g.~maxima or minima), as we exemplify by the problem of cosmic `manyfield' inflation in the early universe. Second, we show that this method has applications in machine learning, and greatly simplifies the regression problem of determining the hyperparameters of the covariance function given a training data set consisting of local Taylor coefficients at single point. An accompanying Mathematica notebook is available at https://doi.org/10.17863/CAM.22859 .

Reconstructing continuous signals from a small number of discrete samples is a fundamental problem across science and engineering. In practice, we are often interested in signals with 'simple' Fourier structure, such as bandlimited, multiband, and Fourier sparse signals. More broadly, any prior knowledge about a signal's Fourier power spectrum can constrain its complexity. Intuitively, signals with more highly constrained Fourier structure require fewer samples to reconstruct. We formalize this intuition by showing that, roughly, a continuous signal from a given class can be approximately reconstructed using a number of samples proportional to the *statistical dimension* of the allowed power spectrum of that class. Further, in nearly all settings, this natural measure tightly characterizes the sample complexity of signal reconstruction. Surprisingly, we also show that, up to logarithmic factors, a universal non-uniform sampling strategy can achieve this optimal complexity for *any class of signals*. We present a simple and efficient algorithm for recovering a signal from the samples taken. For bandlimited and sparse signals, our method matches the state-of-the-art. At the same time, it gives the first computationally and sample efficient solution to a broad range of problems, including multiband signal reconstruction and kriging and Gaussian process regression tasks in one dimension. Our work is based on a novel connection between randomized linear algebra and signal reconstruction with constrained Fourier structure. We extend tools based on statistical leverage score sampling and column-based matrix reconstruction to the approximation of continuous linear operators that arise in signal reconstruction. We believe that these extensions are of independent interest and serve as a foundation for tackling a broad range of continuous time problems using randomized methods.

Channel estimation is an essential part of modern communication systems as it enhances the overall performance of the system. In recent past a variety of adaptive learning methods have been designed to enhance the robustness and convergence speed of the learning process. However, the need for an optimal technique is still there. Herein, for non-Gaussian noisy environment we propose a new class of stochastic gradient algorithm for channel identification. The proposed $q$-least mean fourth ($q$-LMF) is an extension of least mean fourth (LMF) algorithm and it is based on the $q$-calculus which is also known as Jackson derivative. The proposed algorithm utilizes a novel concept of error-correlation energy and normalization of signal to ensure high convergence rate, better stability and low steady-state error. Contrary to the conventional LMF, the proposed method has more freedom for large step-sizes. Extensive experiments show significant gain in the performance of the proposed $q$-LMF algorithm in comparison to the contemporary techniques.

Cyber-physical systems (CPS), such as automotive systems, are starting to include sophisticated machine learning (ML) components. Their correctness, therefore, depends on properties of the inner ML modules. While learning algorithms aim to generalize from examples, they are only as good as the examples provided, and recent efforts have shown that they can produce inconsistent output under small adversarial perturbations. This raises the question: can the output from learning components can lead to a failure of the entire CPS? In this work, we address this question by formulating it as a problem of falsifying signal temporal logic (STL) specifications for CPS with ML components. We propose a compositional falsification framework where a temporal logic falsifier and a machine learning analyzer cooperate with the aim of finding falsifying executions of the considered model. The efficacy of the proposed technique is shown on an automatic emergency braking system model with a perception component based on deep neural networks.

This paper presents an adaptive high performance control method for autonomous miniature race cars. Racing dynamics are notoriously hard to model from first principles, which is addressed by means of a cautious nonlinear model predictive control (NMPC) approach that learns to improve its dynamics model from data and safely increases racing performance. The approach makes use of a Gaussian Process (GP) and takes residual model uncertainty into account through a chance constrained formulation. We present a sparse GP approximation with dynamically adjusting inducing inputs, enabling a real-time implementable controller. The formulation is demonstrated in simulations, which show significant improvement with respect to both lap time and constraint satisfaction compared to an NMPC without model learning.

Sampling logconcave functions arising in statistics and machine learning has been a subject of intensive study. Recent developments include analyses for Langevin dynamics and Hamiltonian Monte Carlo (HMC). While both approaches have dimension-independent bounds for the underlying $\mathit{continuous}$ processes under sufficiently strong smoothness conditions, the resulting discrete algorithms have complexity and number of function evaluations growing with the dimension. Motivated by this problem, in this paper, we give a general algorithm for solving multivariate ordinary differential equations whose solution is close to the span of a known basis of functions (e.g., polynomials or piecewise polynomials). The resulting algorithm has polylogarithmic depth and essentially tight runtime - it is nearly linear in the size of the representation of the solution. We apply this to the sampling problem to obtain a nearly linear implementation of HMC for a broad class of smooth, strongly logconcave densities, with the number of iterations (parallel depth) and gradient evaluations being $\mathit{polylogarithmic}$ in the dimension (rather than polynomial as in previous work). This class includes the widely-used loss function for logistic regression with incoherent weight matrices and has been subject of much study recently. We also give a faster algorithm with $ \mathit{polylogarithmic~depth}$ for the more general and standard class of strongly convex functions with Lipschitz gradient. These results are based on (1) an improved contraction bound for the exact HMC process and (2) logarithmic bounds on the degree of polynomials that approximate solutions of the differential equations arising in implementing HMC.

Bernstein polynomial approximation to a continuous function has a slower rate of convergence as compared to other approximation methods. "The fact seems to have precluded any numerical application of Bernstein polynomials from having been made. Perhaps they will find application when the properties of the approximant in the large are of more importance than the closeness of the approximation." -- has remarked P.J. Davis in his 1963 book Interpolation and Approximation. This paper presents a direct approximation method for nonlinear optimal control problems with mixed input and state constraints based on Bernstein polynomial approximation. We provide a rigorous analysis showing that the proposed method yields consistent approximations of time continuous optimal control problems. Furthermore, we demonstrate that the proposed method can also be used for costate estimation of the optimal control problems. This latter result leads to the formulation of the Covector Mapping Theorem for Bernstein polynomial approximation. Finally, we explore the numerical and geometric properties of Bernstein polynomials, and illustrate the advantages of the proposed approximation method through several numerical examples.

Autonomous connected vehicles (ACVs) rely on intra-vehicle sensors such as camera and radar as well as inter-vehicle communication to operate effectively. This reliance on cyber components exposes ACVs to cyber and physical attacks in which an adversary can manipulate sensor readings and physically take control of an ACV. In this paper, a comprehensive framework is proposed to thwart cyber and physical attacks on ACV networks. First, an optimal safe controller for ACVs is derived to maximize the street traffic flow while minimizing the risk of accidents by optimizing ACV speed and inter-ACV spacing. It is proven that the proposed controller is robust to physical attacks which aim at making ACV systems instable. To improve the cyber-physical security of ACV systems, next, data injection attack (DIA) detection approaches are proposed to address cyber attacks on sensors and their physical impact on the ACV system. To comprehensively design the DIA detection approaches, ACV sensors are characterized in two subsets based on the availability of a-priori information about their data. For sensors having a prior information, a DIA detection approach is proposed and an optimal threshold level is derived for the difference between the actual and estimated values of sensors data which enables ACV to stay robust against cyber attacks. For sensors having no prior information, a novel multi-armed bandit (MAB) algorithm is proposed to enable ACV to securely control its motion. Simulation results show that the proposed optimal safe controller outperforms current state of the art controllers by maximizing the robustness of ACVs to physical attacks. The results also show that the proposed DIA detection approaches, compared to Kalman filtering, can improve the security of ACV sensors against cyber attacks and ultimately improve the physical robustness of an ACV system.

Recent successes in reinforcement learning have lead to the development of complex controllers for real-world robots. As these robots are deployed in safety-critical applications and interact with humans, it becomes critical to ensure safety in order to avoid causing harm. A first step in this direction is to test the controllers in simulation. To be able to do this, we need to capture what we mean by safety and then efficiently search the space of all behaviors to see if they are safe. In this paper, we present an active-testing framework based on Bayesian Optimization. We specify safety constraints using logic and exploit structure in the problem in order to test the system for adversarial counter examples that violate the safety specifications. These specifications are defined as complex boolean combinations of smooth functions on the trajectories and, unlike reward functions in reinforcement learning, are expressive and impose hard constraints on the system. In our framework, we exploit regularity assumptions on individual functions in form of a Gaussian Process (GP) prior. We combine these into a coherent optimization framework using problem structure. The resulting algorithm is able to provably verify complex safety specifications or alternatively find counter examples. Experimental results show that the proposed method is able to find adversarial examples quickly.

Refrigeration and chiller optimization is an important and well studied topic in mechanical engineering, mostly taking advantage of physical models, designed on top of over-simplified assumptions, over the equipments. Conventional optimization techniques using physical models make decisions of online parameter tuning, based on very limited information of hardware specifications and external conditions, e.g., outdoor weather. In recent years, new generation of sensors is becoming essential part of new chiller plants, for the first time allowing the system administrators to continuously monitor the running status of all equipments in a timely and accurate way. The explosive growth of data flowing to databases, driven by the increasing analytical power by machine learning and data mining, unveils new possibilities of data-driven approaches for real-time chiller plant optimization. This paper presents our research and industrial experience on the adoption of data models and optimizations on chiller plant and discusses the lessons learnt from our practice on real world plants. Instead of employing complex machine learning models, we emphasize the incorporation of appropriate domain knowledge into data analysis tools, which turns out to be the key performance improver over state-of-the-art deep learning techniques by a significant margin. Our empirical evaluation on a real world chiller plant achieves savings by more than 7% on daily power consumption.

Objective: To develop, and demonstrate the feasibility of, a novel image reconstruction method for absolute Electrical Impedance Tomography (a-EIT) that pairs deep learning techniques with real-time robust D-bar methods. Approach: A D-bar method is paired with a trained Convolutional Neural Network (CNN) as a post-processing step. Training data is simulated for the network using no knowledge of the boundary shape by using an associated nonphysical Beltrami equation rather than simulating the traditional current and voltage data specific to a given domain. This allows the training data to be boundary shape independent. The method is tested on experimental data from two EIT systems (ACT4 and KIT4). Main Results: Post processing the D-bar images with a CNN produces significant improvements in image quality measured by Structural SIMilarity indices (SSIMs) as well as relative $\ell_2$ and $\ell_1$ image errors. Significance: This work demonstrates that more general networks can be trained without being specific about boundary shape, a key challenge in EIT image reconstruction. The work is promising for future studies involving databases of anatomical atlases.

The approximate joint diagonalization of a set of matrices consists in finding a basis in which these matrices are as diagonal as possible. This problem naturally appears in several statistical learning tasks such as blind signal separation. We consider the diagonalization criterion studied in a seminal paper by Pham (2001), and propose a new quasi-Newton method for its optimization. Through numerical experiments on simulated and real datasets, we show that the proposed method outper-forms Pham's algorithm. An open source Python package is released.

Tensor train (TT) decomposition has drawn people's attention due to its powerful representation ability and performance stability in high-order tensors. In this paper, we propose a novel approach to recover the missing entries of incomplete data represented by higher-order tensors. We attempt to find the low-rank TT decomposition of the incomplete data which captures the latent features of the whole data and then reconstruct the missing entries. By applying gradient descent algorithms, tensor completion problem is efficiently solved by optimization models. We propose two TT-based algorithms: Tensor Train Weighted Optimization (TT-WOPT) and Tensor Train Stochastic Gradient Descent (TT-SGD) to optimize TT decomposition factors. In addition, a method named Visual Data Tensorization (VDT) is proposed to transform visual data into higher-order tensors, resulting in the performance improvement of our algorithms. The experiments in synthetic data and visual data show high efficiency and performance of our algorithms compared to the state-of-the-art completion algorithms, especially in high-order, high missing rate, and large-scale tensor completion situations.

Most multi-target tracking filters assume that one target and its observation follow a Hidden Markov Chain (HMC) model, but the implicit independence assumption of HMC model is invalid in many practical applications, and a Pairwise Markov Chain (PMC) model is more universally suitable than traditional HMC model. A particle probability hypothesis density filter based on PMC model (PF-PMC-PHD) is proposed for the nonlinear multi-target tracking system. Simulation results show the effectiveness of PF-PMC-PHD filter, and that the tracking performance of PF-PMC-PHD filter is superior to the particle PHD filter based on HMC model in a scenario where we kept the local physical properties of nonlinear and Gaussian HMC models while relaxing their independence assumption.

This paper addresses the optimal control of Connected and Automated Vehicles (CAVs) arriving from two roads at a merging point where the objective is to jointly minimize the travel time and energy consumption of each CAV. The solution guarantees that a speed-dependent safety constraint is always satisfied, both at the merging point and everywhere within a control zone which precedes it. We first analyze the case of no active constraints and prove that under certain conditions the safety constraint remains inactive, thus significantly simplifying the determination of an explicit decentralized solution. When these conditions do not apply, an explicit solution is still obtained that includes intervals over which the safety constraint is active. Our analysis allows us to study the tradeoff between the two objective function components (travel time and energy within the control zone). Simulation examples are included to compare the performance of the optimal controller to a baseline with human-driven vehicles with results showing improvements in both metrics.

This article is the rejoinder for the paper "Probabilistic Integration: A Role in Statistical Computation?" to appear in Statistical Science with discussion. We would first like to thank the reviewers and many of our colleagues who helped shape this paper, the editor for selecting our paper for discussion, and of course all of the discussants for their thoughtful, insightful and constructive comments. In this rejoinder, we respond to some of the points raised by the discussants and comment further on the fundamental questions underlying the paper: (i) Should Bayesian ideas be used in numerical analysis?, and (ii) If so, what role should such approaches have in statistical computation?

Robust multi-vehicle path-planning is important for ensuring the safety of multi-vehicle systems in applications like transportation, search and rescue, and robotic exploration. Chance-constrained methods like Iterative Risk Allocation (IRA)\cite{IRA} have been developed for situations where environmental disturbances are unbounded. However, chance-constrained methods for the multi-vehicle case generally use centralized strategies where the vehicle set is planned with couplings between all vehicle pairs. This approach is intractable as fleet size increases because computation time is exponential with respect to the number of vehicles being planned over due to a polynomial increase in coupling constraints between vehicle pairs. We present a faster approach for chance-constrained multi-vehicle path-planning that relies upon a decentralized path-planning method called Risk-Aware Decentralized Model Predictive Control (RADMPC) to rapidly approximate a centralized IRA approach. The RADMPC approximation is evaluated for vehicle interactions to determine the vehicle sets that should be planned in a coupled manner. Applying IRA to the smaller vehicle sets determined from the RADMPC approximation rapidly plans safe paths for the entire fleet. A Monte Carlo simulation analysis demonstrates the correctness of our approach and a significant improvement in computation time compared to a centralized IRA approach.