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We develop a partial Hamiltonian framework to obtain reductions and closed-form solutions via first integrals of current value Hamiltonian systems of ordinary differential equations (ODEs). The approach is algorithmic and applies to many…

Optimization and Control · Mathematics 2014-08-20 R. Naz , F. M. Mahomed , Azam Chaudhry

This paper explores and develops alternative statistical representations and estimation approaches for dynamic mortality models. The framework we adopt is to reinterpret popular mortality models such as the Lee-Carter class of models in a…

Statistical Finance · Quantitative Finance 2020-08-04 Man Chung Fung , Gareth W. Peters , Pavel V. Shevchenko

We present a scalable approach to performing approximate fully Bayesian inference in generic state space models. The proposed method is an alternative to particle MCMC that provides fully Bayesian inference of both the dynamic latent states…

Machine Learning · Statistics 2019-02-13 Marcel Hirt , Petros Dellaportas

Probabilistic (or Bayesian) modeling and learning offers interesting possibilities for systematic representation of uncertainty using probability theory. However, probabilistic learning often leads to computationally challenging problems.…

Computation · Statistics 2018-03-14 Andreas Svensson , Thomas B. Schön , Fredrik Lindsten

In this thesis, we draw inspiration from both classical system identification and modern machine learning in order to solve estimation problems for real-world, physical systems. The main approach to estimation and learning adopted is…

Machine Learning · Computer Science 2024-09-23 Fredrik Bagge Carlson

We consider the problem of state estimation from a few linear measurements, where the state to recover is an element of the manifold $\mathcal{M}$ of solutions of a parameter-dependent equation. The state is estimated using prior knowledge…

Numerical Analysis · Mathematics 2024-04-25 Anthony Nouy , Alexandre Pasco

Regime shifts in biology, ecology, and other complex systems are often interpreted through stability landscapes and early warning signals that implicitly assume dynamics without memory effects. Yet many real systems exhibit these effects,…

Dynamical Systems · Mathematics 2026-02-25 Moein Khalighi , Chandler Ross , Ville Laitinen , Guilhem Sommeria-Klein , Leo Lahti

In this work, we introduce a learning model designed to meet the needs of applications in which computational resources are limited, and robustness and interpretability are prioritized. Learning problems can be formulated as constrained…

Systems and Control · Electrical Eng. & Systems 2025-09-26 Christos Mavridis , John Baras

The design of machines and algorithms capable of learning in a dynamically changing environment has become an increasingly topical problem with the increase of the size and heterogeneity of data available to learning systems. As a…

Computer Vision and Pattern Recognition · Computer Science 2022-05-02 Francesco Pelosin , Andrea Torsello

We present a novel method for the calculation of the energy density of states D(E) for systems described by classical statistical mechanics. The method builds on an extension of a recently proposed strategy that allows the free energy…

Statistical Mechanics · Physics 2009-11-10 Cristian Micheletti , Alessandro Laio , Michele Parrinello

Fully resolving dynamics of materials with rapidly-varying features involves expensive fine-scale computations which need to be conducted on macroscopic scales. The theory of homogenization provides an approach to derive effective…

Numerical Analysis · Mathematics 2022-06-07 Kaushik Bhattacharya , Burigede Liu , Andrew M. Stuart , Margaret Trautner

This paper presents a novel state representation for reward-free Markov decision processes. The idea is to learn, in a self-supervised manner, an embedding space where distances between pairs of embedded states correspond to the minimum…

Machine Learning · Computer Science 2022-05-05 Lorenzo Steccanella , Anders Jonsson

We study the problem of modeling a non-linear dynamical system when given a time series by deriving equations directly from the data. Despite the fact that time series data are given as input, models for dynamics and estimation algorithms…

Machine Learning · Computer Science 2025-04-16 Ren Fujiwara , Yasuko Matsubara , Yasushi Sakurai

Learning interpretable representations of neural dynamics at a population level is a crucial first step to understanding how observed neural activity relates to perception and behavior. Models of neural dynamics often focus on either…

Machine Learning · Statistics 2025-01-13 Noga Mudrik , Yenho Chen , Eva Yezerets , Christopher J. Rozell , Adam S. Charles

A variety of algorithms have been proposed to address the power system state estimation problem in the presence of uncertainties in the data. However, less emphasis has been given to handling perturbations in the model. In the context of…

Systems and Control · Electrical Eng. & Systems 2025-10-21 Ayan Das , Anushka Sharma , Anamitra Pal

Stochastic network-dynamics are typically assumed to be memory-less. Involving prolonged dwells interrupted by instantaneous transitions between nodes such Markov networks stand as a coarse-graining paradigm for chemical reactions, gene…

Statistical Mechanics · Physics 2021-12-15 David Hartich , Aljaž Godec

In order to clarify common assumptions on the form of energy and momentum in elasticity, a generalized conservation format is proposed for finite elasticity, in which total energy and momentum are not specified a priori. Velocity, stress,…

Mathematical Physics · Physics 2007-05-23 P. Podio-Guidugli , S. Sellers , G. Vergara Caffarelli

Everett's Relative State Interpretation has gained increasing interest due to the progress of understanding the role of decoherence. In order to fulfill its promise as a realistic description of the physical world, two postulates are…

Quantum Physics · Physics 2020-05-20 Per Arve

In this paper, we propose a class of efficient, accurate, and general methods for solving state-estimation problems with equality and inequality constraints. The methods are based on recent developments in variable splitting and partially…

Optimization and Control · Mathematics 2020-12-02 Rui Gao , Filip Tronarp , Simo Särkkä

In this paper we study the problem of inferring the initial conditions of a dynamical system under incomplete information. Studying several model systems, we infer the latent microstates that best reproduce an observed time series when the…

Dynamical Systems · Mathematics 2022-04-04 Blas Kolic , Juan Sabuco , J. Doyne Farmer