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We propose a method for learning dynamical systems from high-dimensional empirical data that combines variational autoencoders and (spatio-)temporal attention within a framework designed to enforce certain scientifically-motivated…

Machine Learning · Computer Science 2023-06-22 Kai Lagemann , Christian Lagemann , Sach Mukherjee

This paper concerns the data-driven sensor deployment problem in large spatiotemporal fields. Traditionally, sensor deployment strategies have been heavily dependent on model-based planning approaches. However, model-based approaches do not…

Signal Processing · Electrical Eng. & Systems 2022-01-04 Jiahong Chen

Sampling of a spatiotemporal field for environmental sensing is of interest. Traditionally, a few fixed stations or sampling locations aid in the reconstruction of the spatial field. Recently, there has been an interest in mobile sensing…

Information Theory · Computer Science 2017-12-06 Sudeep Salgia , Animesh Kumar

We review some of the recent developments and prove new results concerning frames and Bessel systems generated by iterations of the form $\{A^ng: g\in G,\, n=0,1,2,\dots \}$, where $A$ is a bounded linear operators on a separable complex…

Functional Analysis · Mathematics 2016-11-01 Akram Aldroubi , Armenak Petrosyan

The problem of broad practical interest in spatiotemporal data analysis, i.e., discovering interpretable dynamic patterns from spatiotemporal data, is studied in this paper. Towards this end, we develop a time-varying reduced-rank vector…

Machine Learning · Computer Science 2022-11-29 Xinyu Chen , Chengyuan Zhang , Xiaoxu Chen , Nicolas Saunier , Lijun Sun

In this paper, we analyze the finite sample complexity of stochastic system identification using modern tools from machine learning and statistics. An unknown discrete-time linear system evolves over time under Gaussian noise without…

Machine Learning · Computer Science 2019-03-22 Anastasios Tsiamis , George J. Pappas

We consider the problem of modeling the dynamics of continuous spatial-temporal processes represented by irregular samples through both space and time. Such processes occur in sensor networks, citizen science, multi-robot systems, and many…

Machine Learning · Computer Science 2021-05-04 Erich Merrill , Stefan Lee , Li Fuxin , Thomas G. Dietterich , Alan Fern

This work introduces a method for learning low-dimensional models from data of high-dimensional black-box dynamical systems. The novelty is that the learned models are exactly the reduced models that are traditionally constructed with model…

Numerical Analysis · Mathematics 2019-08-30 Benjamin Peherstorfer

In this paper, we address the problem of recovering constant source terms in a discrete dynamical system represented by $x_{n+1} = Ax_n + w$, where $x_n$ is the $n$-th state in a Hilbert space $\mathcal{H}$, $A$ is a bounded linear operator…

Dynamical Systems · Mathematics 2024-01-30 Akram Aldroubi , Rocio Diaz Martin , Le Gong , Javad Mashreghi , Ivan Medri

Predicting diverse human motions given a sequence of historical poses has received increasing attention. Despite rapid progress, existing work captures the multi-modal nature of human motions primarily through likelihood-based sampling,…

Computer Vision and Pattern Recognition · Computer Science 2023-02-10 Sirui Xu , Yu-Xiong Wang , Liang-Yan Gui

We consider the problem of discrete-time signal denoising, focusing on a specific family of non-linear convolution-type estimators. Each such estimator is associated with a time-invariant filter which is obtained adaptively, by solving a…

Statistics Theory · Mathematics 2018-06-13 Dmitrii Ostrovskii , Zaid Harchaoui

In this paper, we examine a discrete dynamical system defined by x(n+1) = Ax(n)+ w(n), where x takes values in a Hilbert space H and w is a periodic source with values in a fixed closed subspace W of H. Our goal is to identify conditions on…

Classical Analysis and ODEs · Mathematics 2024-08-14 Akram Aldroubi , Carlos Cabrelli , Ursula Molter

Spatiotemporal dynamics is central to a wide range of applications from climatology, computer vision to neural sciences. From temporal observations taken on a high-dimensional vector of spatial locations, we seek to derive knowledge about…

Methodology · Statistics 2016-04-19 Lu Meng , Tian Zheng

Following the Unlimited Sampling strategy to alleviate the omnipresent dynamic range barrier, we study the problem of recovering a bandlimited signal from point-wise modulo samples, aiming to connect theoretical guarantees with hardware…

Information Theory · Computer Science 2022-04-06 Ayush Bhandari , Felix Krahmer , Thomas Poskitt

Dictionary learning is a popular approach for inferring a hidden basis or dictionary in which data has a sparse representation. Data generated from the dictionary A (an n by m matrix, with m > n in the over-complete setting) is given by Y =…

Machine Learning · Computer Science 2018-05-09 Pranjal Awasthi , Aravindan Vijayaraghavan

Identification of nonlinear dynamic systems remains a significant challenge across engineering. This work suggests an approach based on Bayesian filtering to extract and identify the contribution of an unknown nonlinear term in the system…

Machine Learning · Statistics 2022-07-01 Timothy J. Rogers , Tobias Friis

We present a framework for recovering/approximating unknown time-dependent partial differential equation (PDE) using its solution data. Instead of identifying the terms in the underlying PDE, we seek to approximate the evolution operator of…

Numerical Analysis · Mathematics 2020-05-05 Kailiang Wu , Dongbin Xiu

We present an unconditionally stable algorithm for applying matrix transfer function of a linear time invariant system (LTI) in time domain. The state matrix of an LTI system used for modeling long range dependencies in state space models…

Numerical Analysis · Mathematics 2025-04-14 Gregory Beylkin

Phaseless reconstruction from space-time samples is a nonlinear problem of recovering a function $x$ in a Hilbert space $\mathcal{H}$ from the modulus of linear measurements $\{\lvert \langle x, \phi_i\rangle \rvert$, $ \ldots$, $\lvert…

Functional Analysis · Mathematics 2017-06-19 Akram Aldroubi , llya krishtal , Sui Tang

This work addresses inverse linear optimization where the goal is to infer the unknown cost vector of a linear program. Specifically, we consider the data-driven setting in which the available data are noisy observations of optimal…

Optimization and Control · Mathematics 2021-12-07 Rishabh Gupta , Qi Zhang