Related papers: Data-driven non-Markovian closure models
We present a Bayesian approach for modeling multivariate, dependent functional data. To account for the three dominant structural features in the data--functional, time dependent, and multivariate components--we extend hierarchical dynamic…
There is growing interest in discovering interpretable, closed-form equations for subgrid-scale (SGS) closures/parameterizations of complex processes in Earth systems. Here, we apply a common equation-discovery technique with expansive…
The pervasive presence spatial and size structure in biological populations challenges fundamental assumptions at the heart of continuum models of population dynamics based on mean densities (local or global) only. Individual-based models…
In contrast to the popular Cox model which presents a multiplicative covariate effect specification on the time to event hazards, the semiparametric additive risks model (ARM) offers an attractive additive specification, allowing for direct…
The non-Markovian dynamics of open quantum systems is still a challenging task, particularly in the non-perturbative regime at low temperatures. While the Stochastic Liouville-von Neumann equation (SLN) provides a formally exact tool to…
A framework for deriving probabilistic data-driven closure models is proposed for coarse-grained numerical simulations of turbulence in statistically stationary state. The approach unites the ideal large-eddy simulation model and data…
Metamodels, or the regression analysis of Monte Carlo simulation results, provide a powerful tool to summarize simulation findings. However, an underutilized approach is the multilevel metamodel (MLMM) that accounts for the dependent data…
Spatial generalized linear mixed models (SGLMMs) are popular and flexible models for non-Gaussian spatial data. They are useful for spatial interpolations as well as for fitting regression models that account for spatial dependence, and are…
Multivariate analysis of fMRI data has benefited substantially from advances in machine learning. Most recently, a range of probabilistic latent variable models applied to fMRI data have been successful in a variety of tasks, including…
Observational longitudinal data on treatments and covariates are increasingly used to investigate treatment effects, but are often subject to time-dependent confounding. Marginal structural models (MSMs), estimated using inverse probability…
Optimal control of general nonlinear systems is a central challenge in automation. Enabled by powerful function approximators, data-driven approaches to control have recently successfully tackled challenging applications. However, such…
Reinforcement learning in non-stationary environments is challenging due to abrupt and unpredictable changes in dynamics, often causing traditional algorithms to fail to converge. However, in many real-world cases, non-stationarity has some…
The mixed effects model for repeated measures (MMRM) has been widely used for the analysis of longitudinal clinical data collected at a number of fixed time points. We propose a robust extension of the MMRM for skewed and heavy-tailed data…
This paper is concerned with a data-driven technique for constructing finite Markov decision processes (MDPs) as finite abstractions of discrete-time stochastic control systems with unknown dynamics while providing formal closeness…
Probability density models based on deep networks have achieved remarkable success in modeling complex high-dimensional datasets. However, unlike kernel density estimators, modern neural models do not yield marginals or conditionals in…
This article introduces a nonlinear generalized matrix factor model (GMFM) that allows for mixed-type variables, extending the scope of linear matrix factor models (LMFM) that are so far limited to handling continuous variables. We…
Fuzzy modeling has many advantages over the non-fuzzy methods, such as robustness against uncertainties and less sensitivity to the varying dynamics of nonlinear systems. Data-driven fuzzy modeling needs to extract fuzzy rules from the…
We derive a completely positive post-Markovian master equation (PMME) from a microscopic Markovian collisional model framework, incorporating bath memory effects via a probabilistic single-shot measurement approach. This phenomenological…
The paper investigates the problems of quickest change detection in Markov models and hidden Markov models (HMMs). Sequential observations are taken from a (hidden) Markov model. At some unknown time, an event occurs in the system and…
Two major ideas in the analysis of missing data are (a) the EM algorithm [Dempster, Laird and Rubin, J. Roy. Statist. Soc. Ser. B 39 (1977) 1--38] for maximum likelihood (ML) estimation, and (b) the formulation of models for the joint…