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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.…
Predictive simulations of complex systems are essential for applications ranging from weather forecasting to drug design. The veracity of these predictions hinges on their capacity to capture the effective system dynamics. Massively…
This work proposes a methodology to develop new numerical integration algorithms for ordinary differential equations based on state quantization, generalizing the notions of Linearly Implicit Quantized State Systems (LIQSS) methods. Using…
Gradient boosting from the field of statistical learning is widely known as a powerful framework for estimation and selection of predictor effects in various regression models by adapting concepts from classification theory. Current…
In this paper we propose a mixture model, SparseMix, for clustering of sparse high dimensional binary data, which connects model-based with centroid-based clustering. Every group is described by a representative and a probability…
Reinforcement learning (RL) methods often rely on massive exploration data to search optimal policies, and suffer from poor sampling efficiency. This paper presents a mixed reinforcement learning (mixed RL) algorithm by simultaneously using…
The EM algorithm is a popular tool for maximum likelihood estimation but has not been used much for high-dimensional regularization problems in linear mixed-effects models. In this paper, we introduce the EMLMLasso algorithm, which combines…
Merging neural networks without retraining is central to federated and distributed learning. Common methods such as weight averaging or Fisher merging often lose accuracy and are unstable across seeds. CoGraM (Contextual Granular Merging)…
Probabilistic forecasting provides a principled framework for uncertainty quantification in dynamical systems by representing predictions as probability distributions rather than deterministic trajectories. However, existing forecasting…
In the quest to understand how structure and dynamics are connected in glasses, a number of machine learning based methods have been developed that predict dynamics in supercooled liquids. These methods include both increasingly complex…
We improve the recently-proposed "MixMatch" semi-supervised learning algorithm by introducing two new techniques: distribution alignment and augmentation anchoring. Distribution alignment encourages the marginal distribution of predictions…
For a linear equality constrained convex optimization problem involving two objective functions with a ``nonsmooth" + ``nonsmooth" composite structure, we study two algorithms derived from a mixed-order dynamical system which incorporates…
A statistical model is a mathematical representation of an often simplified or idealised data-generating process. In this paper, we focus on a particular type of statistical model, called linear mixed models (LMMs), that is widely used in…
Forecasting in the real world requires integrating structured time-series data with unstructured textual information, but existing methods are architecturally limited by fixed input/output horizons and are unable to model or quantify…
We propose a hybrid meta-learning framework for forecasting and anomaly detection in nonlinear dynamical systems characterized by nonstationary and stochastic behavior. The approach integrates a physics-inspired simulator that captures…
Though very popular, it is well known that the EM for GMM algorithm suffers from non-Gaussian distribution shapes, outliers and high-dimensionality. In this paper, we design a new robust clustering algorithm that can efficiently deal with…
Predictive recursion is an accurate and computationally efficient algorithm for nonparametric estimation of mixing densities in mixture models. In semiparametric mixture models, however, the algorithm fails to account for any uncertainty in…
We present a new predictor combination algorithm that improves a given task predictor based on potentially relevant reference predictors. Existing approaches are limited in that, to discover the underlying task dependence, they either…
Imitation learning (IL) consists of a set of tools that leverage expert demonstrations to quickly learn policies. However, if the expert is suboptimal, IL can yield policies with inferior performance compared to reinforcement learning (RL).…
Learning a stable Linear Dynamical System (LDS) from data involves creating models that both minimize reconstruction error and enforce stability of the learned representation. We propose a novel algorithm for learning stable LDSs. Using a…