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While the identification of nonlinear dynamical systems is a fundamental building block of model-based reinforcement learning and feedback control, its sample complexity is only understood for systems that either have discrete states and…

Machine Learning · Statistics 2020-06-19 Horia Mania , Michael I. Jordan , Benjamin Recht

In this paper, we investigate the parameter identification problem in dynamical systems through a deep learning approach. Focusing mainly on second-order, linear time-invariant dynamical systems, the topic of damping factor identification…

Machine Learning · Computer Science 2021-07-07 Erdem Akagündüz , Oguzhan Cifdaloz

In the paper, effective filtering for a type of slow-fast data assimilation systems in Hilbert spaces is considered. Firstly, the system is reduced to a system on a random invariant manifold. Secondly, nonlinear filtering of the origin…

Probability · Mathematics 2019-10-21 Huijie Qiao

A general sufficient condition for the convergence of subsequences of solutions of non-autonomous, nonlinear difference equations and systems is obtained. For higher order equations the delay sizes and patterns play essential roles in…

Dynamical Systems · Mathematics 2017-07-25 H. Sedaghat

The aim of this paper is threefold. Firstly, we develop the author's previous work on the dynamical relationship between determinantal point processes and CAR algebras. Secondly, we present a novel application of the theory of stochastic…

Probability · Mathematics 2025-04-18 Ryosuke Sato

Differential network is an important tool to capture the changes of conditional correlations under two sample cases. In this paper, we introduce a fast iterative algorithm to recover the differential network for high-dimensional data. The…

Computation · Statistics 2019-01-23 Zhou Tang , Zhangsheng Yu , Cheng Wang

This article outlines a method for automatically generating models of dynamic decision-making that both have strong predictive power and are interpretable in human terms. This is useful for designing empirically grounded agent-based…

Machine Learning · Statistics 2016-11-17 John J. Nay , Jonathan M. Gilligan

For a prototype quadratic Hamiltonian describing a driven, dissipative system, exact matrix elements of the reduced density matrix are obtained from a generating function in terms of the normal characteristic functions. The approach is…

Quantum Physics · Physics 2021-08-24 Sh. Saedi , F. Kheirandish

System identification is of special interest in science and engineering. This article is concerned with a system identification problem arising in stochastic dynamic systems, where the aim is to estimate the parameters of a system along…

Methodology · Statistics 2022-01-27 Christos Merkatas , Simo Särkkä

Determinantal point processes (DPPs) are probability models over subsets of a ground set that favor diverse selections while suppressing redundancy. That is, they tend to assign higher likelihood to collections whose elements complement one…

Optimization and Control · Mathematics 2026-04-13 Mohamad H. Kazma , Ahmad F. Taha

The ability to forecast a set of likely yet diverse possible future behaviors of an agent (e.g., future trajectories of a pedestrian) is essential for safety-critical perception systems (e.g., autonomous vehicles). In particular, a set of…

Computer Vision and Pattern Recognition · Computer Science 2019-12-24 Ye Yuan , Kris Kitani

Let $\K$ be a field of characteristic zero and $\Kbar$ be an algebraic closure of $\K$. Consider a sequence of polynomials$G=(g\_1,\dots,g\_s)$ in $\K[X\_1,\dots,X\_n]$, a polynomial matrix $\F=[f\_{i,j}] \in \K[X\_1,\dots,X\_n]^{p \times…

Symbolic Computation · Computer Science 2018-03-01 Jonathan D. Hauenstein , Mohab Safey El Din , Éric Schost , Thi Xuan Vu

A sequence of approximations for the determinant and its logarithm of a complex matrixis derived, along with relative error bounds. The determinant approximations are derived from expansions of det(X)=exp(trace(log(X))), and they apply to…

Numerical Analysis · Mathematics 2011-05-04 Ilse C. F. Ipsen , Dean J. Lee

The probability of the small deviations of the matrix $AA^T$ determinant is estimated, where $A$ is an $n\times\infty$ random matrix with centered entries having joint Gaussian distribution. The inequality obtained is sharp in a sence.

Probability · Mathematics 2013-03-19 Nadezhda V. Volodko

We study the complexity of sampling from a distribution over all index subsets of the set $\{1,...,n\}$ with the probability of a subset $S$ proportional to the determinant of the submatrix $\mathbf{L}_S$ of some $n\times n$ p.s.d. matrix…

Machine Learning · Computer Science 2019-07-10 Michał Dereziński , Daniele Calandriello , Michal Valko

While deep neural networks (DNNs) have become a standard architecture for many machine learning tasks, their internal decision-making process and general interpretability is still poorly understood. Conversely, common decision trees are…

Machine Learning · Computer Science 2022-02-02 Coenraad Mouton , Marelie H. Davel

We introduce a new approach to the classification of operator identities, based on basic concepts from the theory of algebraic operads together with computational commutative algebra applied to determinantal ideals of matrices over…

Rings and Algebras · Mathematics 2025-08-01 Murray R. Bremner , Hader A. Elgendy

The paper contains an exposition of recent as well as old enough results on determinantal random point fields. We start with some general theorems including the proofs of the necessary and sufficient condition for the existence of the…

Probability · Mathematics 2015-06-26 Alexander Soshnikov

We present simple low-level conditions for identification in regression discontinuity designs using a potential outcome framework for the manipulation of the running variable. Using this framework, we replace the existing identification…

Econometrics · Economics 2024-09-18 Takuya Ishihara , Masayuki Sawada

Autoregressive models are a class of time series models that are important in both applied and theoretical statistics. Typically, inferential devices such as confidence sets and hypothesis tests for time series models require nuanced…

Statistics Theory · Mathematics 2022-01-19 Hien Duy Nguyen
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