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Related papers: Parameter Estimation Through Ignorance

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This paper delves into a nonparametric estimation approach for the interaction function within diffusion-type particle system models. We introduce two estimation methods based upon an empirical risk minimization. Our study encompasses an…

Statistics Theory · Mathematics 2024-02-23 Denis Belomestny , Mark Podolskij , Shi-Yuan Zhou

Mathematical modeling is an essential step, for example, to analyze the transient behavior of a dynamical process and to perform engineering studies such as optimization and control. With the help of first-principles and expert knowledge, a…

Machine Learning · Computer Science 2021-03-30 Pawan Goyal , Peter Benner

Markov parameters play a key role in system identification. There exists many algorithms where these parameters are estimated using least-squares in a first, pre-processing, step, including subspace identification and multi-step…

Systems and Control · Electrical Eng. & Systems 2024-05-08 Jiabao He , Cristian R. Rojas , Håkan Hjalmarsson

We propose to use deep learning to estimate parameters in statistical models when standard likelihood estimation methods are computationally infeasible. We show how to estimate parameters from max-stable processes, where inference is…

Methodology · Statistics 2021-08-02 Amanda Lenzi , Julie Bessac , Johann Rudi , Michael L. Stein

Mathematical models of real life phenomena are highly nonlinear involving multiple parameters and often exhibiting complex dynamics. Experimental data sets are typically small and noisy, rendering estimation of parameters from such data…

Chaotic Dynamics · Physics 2017-05-11 Abhirup Ghosh , Samit Bhattacharyya , Somdatta Sinha , Amit Apte

Identifying a linear system model from data has wide applications in control theory. The existing work on finite sample analysis for linear system identification typically uses data from a single system trajectory under i.i.d random inputs,…

Systems and Control · Electrical Eng. & Systems 2023-09-19 Lei Xin , George Chiu , Shreyas Sundaram

Many processes in biology, chemistry, physics, medicine, and engineering are modeled by a system of differential equations. Such a system is usually characterized via unknown parameters and estimating their 'true' value is thus required. In…

Statistics Theory · Mathematics 2015-07-14 Itai Dattner , Chris A. J. Klaassen

Recently, a general data driven numerical framework has been developed for learning and modeling of unknown dynamical systems using fully- or partially-observed data. The method utilizes deep neural networks (DNNs) to construct a model for…

Machine Learning · Computer Science 2022-05-18 Victor Churchill , Dongbin Xiu

Nonparametric regression models offer a way to understand and quantify relationships between variables without having to identify an appropriate family of possible regression functions. Although many estimation methods for these models have…

Methodology · Statistics 2023-04-07 Matias Salibian-Barrera

This study performs parameter inference in a partial differential equations system of pulmonary circulation. We use a fluid dynamics network model that takes selected parameter values and mimics the behaviour of the pulmonary haemodynamics…

Reliable predictions from systems biology models require knowing whether parameters can be estimated from available data, and with what certainty. Identifiability analysis reveals whether parameters are learnable in principle (structural…

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

The behaviors and skills of models in many geosciences (e.g., hydrology and ecosystem sciences) strongly depend on spatially-varying parameters that need calibration. A well-calibrated model can reasonably propagate information from…

Machine Learning · Computer Science 2022-03-24 Wen-Ping Tsai , Dapeng Feng , Ming Pan , Hylke Beck , Kathryn Lawson , Yuan Yang , Jiangtao Liu , Chaopeng Shen

This paper explores the observability and estimation capability of dynamical systems using predominantly relative measurements of the system's state-space variables, with minimal to no reliance on absolute measurements of these variables.…

Systems and Control · Electrical Eng. & Systems 2024-10-29 Ioannis Raptis

This paper considers nonlinear dynamic models where the main parameter of interest is a nonnegative matrix characterizing the network (contagion) effects. This network matrix is usually constrained either by assuming a limited number of…

Econometrics · Economics 2022-11-23 Christian Gourieroux , Joann Jasiak

The identification of a linear system model from data has wide applications in control theory. The existing work that provides finite sample guarantees for linear system identification typically uses data from a single long system…

Machine Learning · Statistics 2025-05-09 Lei Xin , Baike She , Qi Dou , George Chiu , Shreyas Sundaram

We present a data-driven framework for reachability analysis of nonlinear dynamical systems that requires no explicit model. A denoising diffusion probabilistic model learns the time-evolving state distribution of a dynamical system from…

Systems and Control · Electrical Eng. & Systems 2026-04-02 Yanliang Huang , Peng Xie , Wenyuan Wu , Zhuoqi Zeng , Amr Alanwar

We consider adaptive control problem in presence of nonlinear parametrization of uncertainties in the model. It is shown that despite traditional approaches require for domination in the control loop during adaptation, it is not often…

Optimization and Control · Mathematics 2007-05-23 Ivan Tyukin , Cees van Leeuwen

The estimation of static parameters in dynamical systems and control theory has been extensively studied, with significant progress made in estimating varying parameters in specific system types. Suppose, in the general case, we have data…

Optimization and Control · Mathematics 2025-07-10 Jamiree Harrison , Enoch Yeung

Traditional machine learning relies on explicit models and domain assumptions, limiting flexibility and interpretability. We introduce a model-free framework using surprisal (information theoretic uncertainty) to directly analyze and…