Related papers: Semiparametric modeling of autonomous nonlinear dy…
First principles modeling of physical systems has led to significant technological advances across all branches of science. For nonlinear systems, however, small modeling errors can lead to significant deviations from the true, measured…
We consider a semiparametric generalized linear model and study estimation of both marginal and quantile effects in this model. We propose an approximate maximum likelihood estimator, and rigorously establish the consistency, the asymptotic…
Deciding which predictors to use plays an integral role in deriving statistical models in a wide range of applications. Motivated by the challenges of predicting events across a telecommunications network, we propose a semi-automated, joint…
Nonlinear regression is a useful statistical tool, relating observed data and a nonlinear function of unknown parameters. When the parameter-dependent nonlinear function is computationally intensive, a straightforward regression analysis by…
In this paper, we study the contextual dynamic pricing problem where the market value of a product is linear in its observed features plus some market noise. Products are sold one at a time, and only a binary response indicating success or…
We consider a generalization of the classical logistic growth model introducing more than one inflection point. The growth, called multi-sigmoidal, is firstly analyzed from a deterministic point of view in order to obtain the main…
Nonlinear systems are capable of displaying complex behavior even if this is the result of a small number of interacting time scales. A widely studied case is when complex dynamics emerges out of a nonlinear system being forced by a simple…
This study aims at finding a method for constructing molecular dynamics like models using the formalism of cellular automata for fast simulation of fluid dynamic systems (including compressible phenomena). In as much as the results…
In this paper, we consider queueing systems where the dynamics are non-stationary and state-dependent. For performance analysis of these systems, fluid and diffusion models have been typically used. Although they are proven to be…
This work presents a non-parametric spatio-temporal model for mapping human activity by mobile autonomous robots in a long-term context. Based on Variational Gaussian Process Regression, the model incorporates prior information of spatial…
We study a linear random coefficient model where slope parameters may be correlated with some continuous covariates. Such a model specification may occur in empirical research, for instance, when quantifying the effect of a continuous…
Asymptotic expansions for stationary and conditional quasi-stationary distributions of nonlinearly perturbed birth-death-type semi-Markov models are presented. Applications to models of population growth, epidemic spread and population…
This paper investigates the control of nonlinear systems using a piecewise linear approximation framework. The proposed approach combines a PID controller with locally linearized models obtained by partitioning the nonlinear function into…
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…
The literature is rich with studies, analyses, and examples on parameter estimation for describing the evolution of chaotic dynamical systems based on measurements, even when only partial information is available through observations.…
Accurately modeling power distribution grids is crucial for designing effective monitoring and decision making algorithms. This paper addresses the partial observability issue of data-driven distribution modeling in order to improve the…
We consider constructing model selection criteria for evaluating nonlinear mixed effects models via basis expansions. Mean functions and random functions in the mixed effects model are expressed by basis expansions, then they are estimated…
In the present paper we consider the varying coefficient model which represents a useful tool for exploring dynamic patterns in many applications. Existing methods typically provide asymptotic evaluation of precision of estimation…
To reduce the typical time-consuming routines of plant modeling for model-based controller designs, the fictitious reference iterative tuning (FRIT) has been proposed and has proven to be effective in many applications. However, it is…
A non linear regression approach which consists of a specific regression model incorporating a latent process, allowing various polynomial regression models to be activated preferentially and smoothly, is introduced in this paper. The model…