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This paper proposes a new semi-parametric identification and estimation approach to multinomial choice models in a panel data setting with individual fixed effects. Our approach is based on cyclic monotonicity, which is a defining feature…

Methodology · Statistics 2016-04-22 Xiaoxia Shi , Matthew Shum , Wei Song

Turbulent dynamical systems characterized by both a high-dimensional phase space and a large number of instabilities are ubiquitous among many complex systems in science and engineering. The existence of a strange attractor in the turbulent…

Fluid Dynamics · Physics 2018-02-23 Andrew J. Majda , Di Qi

Computing the determinant of a matrix with the univariate and multivariate polynomial entries arises frequently in the scientific computing and engineering fields. In this paper, an effective algorithm is presented for computing the…

Symbolic Computation · Computer Science 2015-04-14 Xiaolin Qin , Zhi Sun , Tuo Leng , Yong Feng

To verify the correct operation of systems, engineers need to determine the set of configurations of a dynamical model that are able to safely reach a specified configuration under a control law. Unfortunately, constructing models for…

Optimization and Control · Mathematics 2016-01-07 Shankar Mohan , Victor Shia , Ram Vasudevan

We consider the problem of uncertainty estimation in the context of (non-Bayesian) deep neural classification. In this context, all known methods are based on extracting uncertainty signals from a trained network optimized to solve the…

Machine Learning · Computer Science 2019-04-25 Yonatan Geifman , Guy Uziel , Ran El-Yaniv

We calculate explicit estimates for the dimension of trajectories satisfying a certain growth bound. We generalize the classic results of Kurzweil by considering nonlinear nonautonomous and uniformly compact dynamical systems on normed…

Dynamical Systems · Mathematics 2025-02-25 John Ioannis Stavroulakis

We investigate the rate of convergence of the iterates of an n-dimensional quasiregular mapping within the basin of attraction of a fixed point of high local index. A key tool is a refinement of a result that gives bounds on the distortion…

Dynamical Systems · Mathematics 2019-02-20 Alastair Fletcher , Daniel A. Nicks

In this paper we propose a new method to detect and classify coexisting solutions in nonlinear systems. We focus on mechanical and structural systems where we usually avoid multistability for safety and reliability. We want to be sure that…

Adaptation and Self-Organizing Systems · Physics 2016-02-12 P. Brzeski , M. Lazarek , T. Kapitaniak , J. Kurths , P. Perlikowski

Stability assessment methods for dynamical systems have recently been complemented by basin stability and derived measures, i.e. probabilistic statements whether systems remain in a basin of attraction given a distribution of perturbations.…

Chaotic Dynamics · Physics 2017-03-08 Paul Schultz , Peter J. Menck , Jobst Heitzig , Jürgen Kurths

We study a random dynamical system such that one transformation is randomly selected from a family of transformations and then applied on each iteration. For such random dynamical systems, we consider estimates of absolutely continuous…

Dynamical Systems · Mathematics 2023-03-20 Tomoki Inoue

In this paper, we establish an iterative data-driven approach to derive guaranteed bounds on nonlinearity measures of unknown nonlinear systems. In this context, nonlinearity measures quantify the strength of the nonlinearity of a dynamical…

Systems and Control · Electrical Eng. & Systems 2020-08-13 Tim Martin , Frank Allgöwer

The paper is dedicated to data-driven analysis of dynamical systems. It deals with certifying the basin of attraction of a stable equilibrium for an unknown dynamical system. It is supposed that point-wise evaluation of the right-hand side…

Systems and Control · Electrical Eng. & Systems 2025-05-07 Oumayma Khattabi , Matteo Tacchi-Bénard , Sorin Olaru

We present a method to overapproximate forward stochastic reach sets of discrete-time, stochastic nonlinear systems with interval geometry. This is made possible by extending the theory of mixed-monotone systems to incorporate stochastic…

Systems and Control · Electrical Eng. & Systems 2024-12-05 Vignesh Sivaramakrishnan , Rosalyn A. Devonport , Murat Arcak , Meeko M. K. Oishi

In this paper, we address the problem of uncertainty propagation through nonlinear stochastic dynamical systems. More precisely, given a discrete-time continuous-state probabilistic nonlinear dynamical system, we aim at finding the sequence…

Systems and Control · Electrical Eng. & Systems 2021-02-01 Ashkan Jasour , Allen Wang , Brian C. Williams

We introduce a new concept of approximation applicable to decision problems and functions, inspired by Bayesian probability. From the perspective of a Bayesian reasoner with limited computational resources, the answer to a problem that…

Computational Complexity · Computer Science 2025-06-27 Vanessa Kosoy , Alexander Appel

This paper is devoted to parameter estimation for partially observed polynomial state space models. This class includes discretely observed affine or more generally polynomial Markov processes. The polynomial structure allows for the…

Statistics Theory · Mathematics 2025-07-11 Jan Kallsen , Ivo Richert

In this paper, we present a wideband subspace estimation method that characterizes the signal subspace through its orthogonal projection matrix at each frequency. Fundamentally, the method models this projection matrix as a function of…

Information Theory · Computer Science 2021-11-29 J. Selva

We propose a method to compute an approximation of the moments of a discrete-time stochastic polynomial system. We use the Carleman linearization technique to transform this finite-dimensional polynomial system into an infinite-dimensional…

Systems and Control · Electrical Eng. & Systems 2021-02-25 Sasinee Pruekprasert , Toru Takisaka , Clovis Eberhart , Ahmet Cetinkaya , Jérémy Dubut

We present a dimension-incremental algorithm for the nonlinear approximation of high-dimensional functions in an arbitrary bounded orthonormal product basis. Our goal is to detect a suitable truncation of the basis expansion of the…

Numerical Analysis · Mathematics 2023-04-28 Lutz Kämmerer , Daniel Potts , Fabian Taubert

We study the problem of rapidly identifying contact dynamics of unknown objects in partially known environments. The key innovation of our method is a novel formulation of the contact dynamics estimation problem as the joint estimation of…

Robotics · Computer Science 2024-09-27 Jinhoo Kim , Yifan Zhu , Aaron Dollar