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System identification is of special interest in science and engineering. This article is concerned with a system identification problem arising in stochastic dynamic systems, where the aim is to estimate the parameters of a system along…
The quantitative formulation of evolution equations is the backbone for prediction, control, and understanding of dynamical systems across diverse scientific fields. Besides deriving differential equations for dynamical systems based on…
The performance of sparse signal recovery from noise corrupted, underdetermined measurements can be improved if both sparsity and correlation structure of signals are exploited. One typical correlation structure is the intra-block…
This paper addresses the problem of fault diagnosis in multistation assembly systems. Fault diagnosis is to identify process faults that cause the excessive dimensional variation of the product using dimensional measurements. For such…
The focus in this paper is Bayesian system identification based on noisy incomplete modal data where we can impose spatially-sparse stiffness changes when updating a structural model. To this end, based on a similar hierarchical sparse…
We address the sparse signal recovery problem in the context of multiple measurement vectors (MMV) when elements in each nonzero row of the solution matrix are temporally correlated. Existing algorithms do not consider such temporal…
Many approaches to transform classification problems from non-linear to linear by feature transformation have been recently presented in the literature. These notably include sparse coding methods and deep neural networks. However, many of…
Sparse Bayesian Learning (SBL) is a powerful framework for attaining sparsity in probabilistic models. Herein, we propose a coordinate ascent algorithm for SBL termed Relevance Matching Pursuit (RMP) and show that, as its noise variance…
In high-dimensional settings, sparse structures are critical for efficiency in term of memory and computation complexity. For a linear system, to find the sparsest solution provided with an over-complete dictionary of features directly is…
This work considers methods for imposing sparsity in Bayesian regression with applications in nonlinear system identification. We first review automatic relevance determination (ARD) and analytically demonstrate the need to additional…
Network inference has been attracting increasing attention in several fields, notably systems biology, control engineering and biomedicine. To develop a therapy, it is essential to understand the connectivity of biochemical units and the…
The classical sparse parameter identification methods are usually based on the iterative basis selection such as greedy algorithms, or the numerical optimization of regularized cost functions such as LASSO and Bayesian posterior probability…
Sparse Bayesian Learning is one of the most popular sparse signal recovery methods, and various algorithms exist under the SBL paradigm. However, given a performance metric and a sparse recovery problem, it is difficult to know a-priori the…
Network inference has been extensively studied in several fields, such as systems biology and social sciences. Learning network topology and internal dynamics is essential to understand mechanisms of complex systems. In particular, sparse…
There have been many attempts to identify high-dimensional network features via multivariate approaches. Specifically, when the number of voxels or nodes, denoted as p, are substantially larger than the number of images, denoted as n, it…
In this paper we propose a two-level hierarchical Bayesian model and an annealing schedule to re-enable the noise variance learning capability of the fast marginalized Sparse Bayesian Learning Algorithms. The performance such as NMSE and…
This paper introduces a novel prior called Diversified Block Sparse Prior to characterize the widespread block sparsity phenomenon in real-world data. By allowing diversification on intra-block variance and inter-block correlation matrices,…
This paper studies the sparse identification problem of unknown sparse parameter vectors in stochastic dynamic systems. Firstly, a novel sparse identification algorithm is proposed, which can generate sparse estimates based on least squares…
This work is concerned with uncertainty quantification in reduced-order dynamical system identification. Reduced-order models for system dynamics are ubiquitous in design and control applications and recent efforts focus on their…
We present a hybrid constraint-based/Bayesian algorithm for learning causal networks in the presence of sparse data. The algorithm searches the space of equivalence classes of models (essential graphs) using a heuristic based on…