Related papers: Optimal model order reduction with the Steiglitz-M…
Standard system identification methods often provide inconsistent estimates with closed-loop data. With the prediction error method (PEM), this issue is solved by using a noise model that is flexible enough to capture the noise spectrum.…
Multiple model reduction techniques have been proposed to tackle linear and non linear problems. Intrusive model order reduction techniques exhibit high accuracy levels, however, they are rarely used as a standalone industrial tool, because…
We propose a novel approach to select the best model of the data. Based on the exclusive properties of the nested models, we find the most parsimonious model containing the risk minimizer predictor. We prove the existence of probable…
Multinomial processing tree (MPT) models are tools for disentangling the contributions of latent cognitive processes in a given experimental paradigm. The present note analyzes MPT models subject to order constraints on subsets of its…
In this work, we aim at efficiently solving a parametrized family of optimal transport problems by using model order reduction methods. We propose a reduced-order model by adding to the primal (respectively dual) version of the…
Parametric high-fidelity simulations are of interest for a wide range of applications. But the restriction of computational resources renders such models to be inapplicable in a real-time context or in multi-query scenarios. Model order…
Reduced order models are computationally inexpensive approximations that capture the important dynamical characteristics of large, high-fidelity computer models of physical systems. This paper applies machine learning techniques to improve…
We derive several numerical methods for designing optimized first-order algorithms in unconstrained convex optimization settings. Our methods are based on the Performance Estimation Problem (PEP) framework, which casts the worst-case…
Motivated by applications in single-cell biology and metagenomics, we investigate the problem of matrix reordering based on a noisy disordered monotone Toeplitz matrix model. We establish the fundamental statistical limit for this problem…
State estimation is key to both analyzing physical mechanisms and enabling real-time control of fluid flows. A common estimation approach is to relate sensor measurements to a reduced state governed by a reduced-order model (ROM). (When…
We propose a new model reduction framework for problems that exhibit transport phenomena. As in the moving finite element method (MFEM), our method employs time-dependent transformation operators and, especially, generalizes MFEM to…
Model order reduction encompasses mathematical techniques aimed at reducing the complexity of mathematical models in simulations while retaining the essential characteristics and behaviors of the original model. This is particularly useful…
The efficient estimation of an approximate model order is very important for real applications with multi-dimensional data if the observed low-rank data is corrupted by additive noise. In this paper, we present a novel robust method for…
Machine learning and artificial intelligence algorithms typically require large amount of data for training. This means that for nonlinear aeroelastic applications, where small training budgets are driven by the high computational burden…
This paper considers zeroth-order optimization for stochastic convex minimization problem. We propose a parameter-free stochastic zeroth-order method (POEM) by introducing a step-size scheme based on the distance over finite difference and…
Objective: Inclusion of individualised electrical conductivities of head tissues is crucial for the accuracy of electrical source imaging techniques based on electro/magnetoencephalography and the efficacy of transcranial electrical…
We propose a general strategy for reduced order modeling of systems that display highly nonlinear oscillations. By considering a continuous family of forced periodic orbits defined in relation to a stable fixed point and subsequently…
We investigate an optimization problem governed by an elliptic partial differential equation with uncertain parameters. We introduce a robust optimization framework that accounts for uncertain model parameters. The resulting non-linear…
This paper deals with model order selection in context of correlated noise. More precisely, one considers sources embedded in an additive Complex Elliptically Symmetric (CES) noise, with unknown parameters. The main difficultly for…
Generally, reduced order models of fluid flows are obtained by projecting the Navier-Stokes equations onto a reduced subspace spanned by vector functions that carry the meaningful information of the dynamics. A common method to generate…