Related papers: Estimating parameters of nonlinear systems using t…
This paper focuses on developing a method to obtain an uncertain linear fractional transformation (LFT) system that adequately captures the dynamics of a nonlinear time-invariant system over some desired envelope. First, the nonlinear…
The present study proposes a new Orthogonal Floating Search framework for structure selection of nonlinear systems by adapting the existing floating search algorithms for feature selection. The proposed framework integrates the concept of…
In this paper, a novel decomposition method for non-stationary and nonlinear signals is proposed. This method is inspired by the adaptive wavelet filter bank of the empirical wavelet transform (EWT) and Fourier intrinsic band functions…
Trend filtering is a modern approach to nonparametric regression that is more adaptive to local smoothness than splines or similar basis procedures. Existing analyses of trend filtering focus on estimating a function corrupted by…
A stochastic filter uses a series of measurements over time to produce estimates of unknown variables based on a dynamic model. For a quantum system, such an algorithm is provided by a quantum filter, which is also known as a stochastic…
Unrolled computation graphs arise in many scenarios, including training RNNs, tuning hyperparameters through unrolled optimization, and training learned optimizers. Current approaches to optimizing parameters in such computation graphs…
We present the partial evolutionary tensor neural networks (pETNNs), a novel framework for solving time-dependent partial differential equations with high accuracy and capable of handling high-dimensional problems. Our architecture…
Over the years data assimilation methods have been developed to obtain estimations of uncertain model parameters by taking into account a few observations of a model state. The most reliable methods of MCMC are computationally expensive.…
We propose an ensemble score filter (EnSF) for solving high-dimensional nonlinear filtering problems with superior accuracy. A major drawback of existing filtering methods, e.g., particle filters or ensemble Kalman filters, is the low…
A leading family of algorithms for state estimation in dynamic systems with multiple sub-states is based on particle filters (PFs). PFs often struggle when operating under complex or approximated modelling (necessitating many particles)…
Radiative transfer effects need to be taken into account when analysing spectral line observations. When the data are not sufficient for detailed modelling, simpler methods are needed. The escape probability formalism (EPF) is one such…
Nonlinear/non-Gaussian filtering has broad applications in many areas of life sciences where either the dynamic is nonlinear and/or the probability density function of uncertain state is non-Gaussian. In such problems, the accuracy of the…
We revisit the Bayesian online inference problems for the linear dynamic systems (LDS) under non- Gaussian environment. The noises can naturally be non-Gaussian (skewed and/or heavy tailed) or to accommodate spurious observations, noises…
Biomolecular systems are often modeled with partially known nonlinear stochastic dynamics, making state and parameter estimation a central challenge. While Kalman filtering techniques are widely used in this setting, their performance…
The goal of branch length estimation in phylogenetic inference is to estimate the divergence time between a set of sequences based on compositional differences between them. A number of software is currently available facilitating branch…
In this paper, we propose and develop a methodology for nonlinear systems health monitoring by modeling the damage and degradation mechanism dynamics as "slow" states that are augmented with the system "fast" dynamical states. This…
An established model for sound energy decay functions (EDFs) is the superposition of multiple exponentials and a noise term. This work proposes a neural-network-based approach for estimating the model parameters from EDFs. The network is…
We designed a machine learning algorithm that identifies patterns between ESG profiles and financial performances for companies in a large investment universe. The algorithm consists of regularly updated sets of rules that map regions into…
We consider the problem of filtering dynamical systems, possibly stochastic, using observations of statistics. Thus, the computational task is to estimate a time-evolving density $\rho(v, t)$ given noisy observations of the true density…
This paper proposes DiffPF, a differentiable particle filter that leverages diffusion models for state estimation in dynamic systems. Unlike conventional differentiable particle filters, which require importance weighting and typically rely…