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This letter presents a non-parametric modeling approach for forecasting stochastic dynamical systems on low-dimensional manifolds. The key idea is to represent the discrete shift maps on a smooth basis which can be obtained by the diffusion…

Dynamical Systems · Mathematics 2015-03-25 Tyrus Berry , Dimitrios Giannakis , John Harlim

Adjoint-based sensitivity analysis is of interest in computational science due to its ability to compute sensitivities at a lower cost with respect to several design parameters. However, conventional sensitivity analysis methods fail in the…

Numerical Analysis · Mathematics 2025-07-15 Pranshul Thakur , Siva Nadarajah

There has been much recent progress in forecasting the next observation of a linear dynamical system (LDS), which is known as the improper learning, as well as in the estimation of its system matrices, which is known as the proper learning…

Optimization and Control · Mathematics 2024-02-28 Quan Zhou , Jakub Marecek

Robust subspace estimation is fundamental to many machine learning and data analysis tasks. Iteratively Reweighted Least Squares (IRLS) is an elegant and empirically effective approach to this problem, yet its theoretical properties remain…

Machine Learning · Statistics 2026-03-11 Gilad Lerman , Kang Li , Tyler Maunu , Teng Zhang

We present a new finite-time analysis of the estimation error of the Ordinary Least Squares (OLS) estimator for stable linear time-invariant systems. We characterize the number of observed samples (the length of the observed trajectory)…

Statistics Theory · Mathematics 2020-03-27 Yassir Jedra , Alexandre Proutiere

Linear Dynamical System (LDS) is an elegant mathematical framework for modeling and learning multivariate time series. However, in general, it is difficult to set the dimension of its hidden state space. A small number of hidden states may…

Artificial Intelligence · Computer Science 2013-12-04 Zitao Liu , Milos Hauskrecht

In this paper one first shows that the slow flow of a mechanical system with one unstable mode coupled to a Nonlinear Energy Sink (NES) can be reduced, in the neighborhood of a fold point of its critical manifold, to a normal form of the…

Chaotic Dynamics · Physics 2026-05-27 Baptiste Bergeot

This work develops robust diffusion recursive least squares algorithms to mitigate the performance degradation often experienced in networks of agents in the presence of impulsive noise. The first algorithm minimizes an exponentially…

Machine Learning · Computer Science 2019-02-05 Y. Yu , H. Zhao , R. C. de Lamare , Y. Zakharov , L. Lu

Iteratively reweighted least squares (IRLS) is a widely-used method in machine learning to estimate the parameters in the generalised linear models. In particular, IRLS for L1 minimisation under the linear model provides a closed-form…

Cryptography and Security · Computer Science 2016-05-25 Mijung Park , Max Welling

Novel view synthesis (NVS) in low-light scenes remains a significant challenge due to degraded inputs characterized by severe noise, low dynamic range (LDR) and unreliable initialization. While recent NeRF-based approaches have shown…

Computer Vision and Pattern Recognition · Computer Science 2025-04-22 Hao Sun , Fenggen Yu , Huiyao Xu , Tao Zhang , Changqing Zou

Most real world phenomena such as sunlight distribution under a forest canopy, minerals concentration, stock valuation, exhibit nonstationary dynamics i.e. phenomenon variation changes depending on the locality. Nonstationary dynamics pose…

Machine Learning · Computer Science 2018-11-05 Sahil Garg

The rapid development of autonomous driving and mobile mapping calls for off-the-shelf LiDAR SLAM solutions that are adaptive to LiDARs of different specifications on various complex scenarios. To this end, we propose MULLS, an efficient,…

Robotics · Computer Science 2021-04-28 Yue Pan , Pengchuan Xiao , Yujie He , Zhenlei Shao , Zesong Li

We propose an improved density integration methodology for Background Oriented Schlieren (BOS) measurements that overcomes the noise sensitivity of the commonly used Poisson solver. The method employs a weighted least-squares (WLS)…

Fluid Dynamics · Physics 2020-12-02 Lalit Rajendran , Jiacheng Zhang , Sally Bane , Pavlos Vlachos

The least mean-square (LMS) filter is one of the most common adaptive linear estimation algorithms. In many practical scenarios, and particularly in digital communications systems, the signal of interest (SOI) and the input signal are…

Systems and Control · Computer Science 2018-11-28 Nir Shlezinger , Koby Todros

Ordinary least squares (OLS) is the default method for fitting linear models, but is not applicable for problems with dimensionality larger than the sample size. For these problems, we advocate the use of a generalized version of OLS…

Methodology · Statistics 2016-06-17 Xiangyu Wang , David Dunson , Chenlei Leng

Multidimensional scaling (MDS) is a popular dimensionality reduction techniques that has been widely used for network visualization and cooperative localization. However, the traditional stress minimization formulation of MDS necessitates…

Optimization and Control · Mathematics 2016-12-22 Ketan Rajawat , Sandeep Kumar

Most detection algorithms in spatial modulation (SM) are formulated as linear regression via the regularized least-squares (RLS) method. In this method, the transmit signal is estimated by minimizing the residual sum of squares penalized…

Information Theory · Computer Science 2019-05-15 Ali Bereyhi , Saba Asaad , Bernhard Gäde , Ralf R. Müller

A new dynamic latent space eigenmodel (LSM) is proposed for weighted temporal networks. The model accommodates integer-valued weights, excess of zeros, time-varying node positions (features), and time-varying network sparsity. The latent…

Methodology · Statistics 2026-04-15 Roberto Casarin , Matteo Iacopini , Antonio Peruzzi

Sensitivity analysis in chaotic dynamical systems is a challenging task from a computational point of view. In this work, we present a numerical investigation of a novel approach, known as the space-split sensitivity or S3 algorithm. The S3…

Chaotic Dynamics · Physics 2021-01-22 Adam A. Sliwiak , Nisha Chandramoorthy , Qiqi Wang

Nonlinear dynamics has an important role when designing modern synchrotron lattices. In this letter, we introduce a new method of using a square matrix to analyze periodic nonlinear dynamical systems [1, 2]. Applying the method to the…

Chaotic Dynamics · Physics 2017-06-08 Yongjun Li , Li Hua Yu , Lingyun Yang