Related papers: Computing subsignatures of systems with exchangeab…
Signatory is a library for calculating and performing functionality related to the signature and logsignature transforms. The focus is on machine learning, and as such includes features such as CPU parallelism, GPU support, and…
Previous publications by the authors put forward the argument that Lifelike Cellular Automata can be treated as a bona fide example of livingness in and of themselves, not simply a toy analogue to biological life. Traits known to be…
We explore the concept of a consistent exchangeable survival process - a joint distribution of survival times in which the risk set evolves as a continuous-time Markov process with homogeneous transition rates. We show a correspondence with…
Identifiability is a necessary condition for successful parameter estimation of dynamic system models. A major component of identifiability analysis is determining the identifiable parameter combinations, the functional forms for the…
Extensions of {\omega}-automata to infinite alphabets typically rely on symbolic guards to keep the transition relation finite, and on registers or memory cells to preserve information from past symbols. Symbolic transitions alone are…
In the last decade, the concept of path signature has achieved significant success in data science applications. It offers a powerful set of features that effectively capture and describe the characteristics of paths or sequential data.…
Signature methods have been widely and effectively used as a tool for feature extraction in statistical learning methods, notably in mathematical finance. They lack, however, interpretability: in the general case, it is unclear why…
The standard engineering approach to modelling of complex systems is highly compositional. In order to be able to understand (or to control) the behavior of a complex dynamical systems, it is often desirable, if not necessary, to view this…
We provide a data-driven algorithm to classify market regimes for time series. We utilise the path signature, encoding time series into easy-to-describe objects, and provide a metric structure which establishes a connection between…
Classic control techniques typically rely on a model of the system's response to external inputs, which is difficult to obtain from first principles especially if the unknown dynamics are nonlinear. In this paper, we address this issue by…
We propose a novel method for fast and scalable evaluation of periodic solutions of systems of ordinary differential equations for a given set of parameter values and initial conditions. The equations governing the system dynamics are…
This paper introduces a novel approach to user event reconstruction by showing the practicality of generating and implementing signature-based analysis methods to reconstruct high-level user actions from a collection of low-level traces…
We present an approach to the verification of systems for whose description some elements - constants or functions - are underspecified and can be regarded as parameters, and, in particular, describe a method for automatically generating…
In this paper, we investigate various stochastic orderings for series and parallel systems with independent and heterogeneous components having lifetimes following the proportional odds model. We also investigate comparisons between system…
Quantifying the complexity of systems consisting of many interacting parts has been an important challenge in the field of complex systems in both abstract and applied contexts. One approach, the complexity profile, is a measure of the…
This paper establishes problem-specific sample complexity lower bounds for linear system identification problems. The sample complexity is defined in the PAC framework: it corresponds to the time it takes to identify the system parameters…
When identifying electrical, mechanical, or biological systems, parametric continuous-time identification methods can lead to interpretable and parsimonious models when the model structure aligns with the physical properties of the system.…
We investigate how to model exchangeability with choice functions. Exchangeability is a structural assessment on a sequence of uncertain variables. We show how such assessments are a special indifference assessment, and how that leads to a…
Predicting the remaining useful life of machinery, infrastructure, or other equipment can facilitate preemptive maintenance decisions, whereby a failure is prevented through timely repair or replacement. This allows for a better decision…
Scalable and automatic formal verification for concurrent systems is always demanding. In this paper, we propose a verification framework to support automated compositional reasoning for concurrent programs with shared variables. Our…