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We present a novel deep learning approach to approximate the solution of large, sparse, symmetric, positive-definite linear systems of equations. These systems arise from many problems in applied science, e.g., in numerical methods for…
Time series regression models are commonly used in time series analysis. However, in modern real-world applications, serially correlated data with an ultra-high dimension and fat tails are prevalent. This presents a challenge in developing…
Implicit bias describes the phenomenon where optimization-based training algorithms, without explicit regularization, show a preference for simple estimators even when more complex estimators have equal objective values. Multiple works have…
While batching methods have been widely used in simulation and statistics, it is open regarding their higher-order coverage behaviors and whether one variant is better than the others in this regard. We develop techniques to obtain…
Latent force models are systems whereby there is a mechanistic model describing the dynamics of the system state, with some unknown forcing term that is approximated with a Gaussian process. If such dynamics are non-linear, it can be…
We use the Lie group analysis method to investigate the invariance properties and the solutions of \begin{align*} x_{n+1} =\frac{x_{n-5}x_{n-3}}{x_{n-1}(a_n +b_nx_{n-5}x_{n-3})}. \end{align*} We show that this equation has a two-dimensional…
The purpose of this note is to extend the divergences analyzed in a previous work by application of the Deformed Logarithm in its most general form. In a study on entropic divergences, we have analyzed the different forms of the deformed…
In many applications in biology, engineering and economics, identifying similarities and differences between distributions of data from complex processes requires comparing finite categorical samples of discrete counts. Statistical…
Learned time-series models, whether continuous or discrete, are widely used for forecasting the states of dynamical systems but suffer from error accumulation in multi-step forecasts. To address this issue, we propose a Predictor-Corrector…
Functional evolution equations are used in the modeling of numerous physical processes. In this work, our main tool is perturbation theory of strongly continuous semigroups. The advantage of this technique is that one can provide functional…
Deep learning models developed for time-series associated tasks have become more widely researched nowadays. However, due to the unintuitive nature of time-series data, the interpretability problem -- where we understand what is under the…
Backpropagation (BP) is widely used for calculating gradients in deep neural networks (DNNs). Applied often along with stochastic gradient descent (SGD) or its variants, BP is considered as a de-facto choice in a variety of machine learning…
This work develops user-friendly a posteriori error estimates of finite element methods, based on smoothers of linear iterative solvers. The proposed method employs simple smoothers, such as Jacobi or Gauss-Seidel iteration, on an auxiliary…
The theory of summability of divergent series is a major branch of mathematical analysis that has found important applications in engineering and science. It addresses methods of assigning natural values to divergent sums, whose…
Forecasting system behaviour near and across bifurcations is crucial for identifying potential shifts in dynamical systems. While machine learning has recently been used to learn critical transitions and bifurcation structures from data,…
Embeddings, low-dimensional vector representation of objects, are fundamental in building modern machine learning systems. In industrial settings, there is usually an embedding team that trains an embedding model to solve intended tasks…
We show how to use extended word series in the reduction of continuous and discrete dynamical systems to normal form and in the computation of formal invariants of motion in Hamiltonian systems. The manipulations required involve complex…
Time series anomaly detection has applications in a wide range of research fields and applications, including manufacturing and healthcare. The presence of anomalies can indicate novel or unexpected events, such as production faults, system…
Mixture models provide a flexible representation of heterogeneity in a finite number of latent classes. From the Bayesian point of view, Markov Chain Monte Carlo methods provide a way to draw inferences from these models. In particular,…
An integro-differential equation of hyperbolic type, with mixed boundary conditions, is considered. A continuous space-time finite element method of degree one is formulated. A posteriori error representations based on space-time cells is…