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In this paper we study methods for estimating causal effects in settings with panel data, where some units are exposed to a treatment during some periods and the goal is estimating counterfactual (untreated) outcomes for the treated…

Statistics Theory · Mathematics 2022-04-22 Susan Athey , Mohsen Bayati , Nikolay Doudchenko , Guido Imbens , Khashayar Khosravi

Experience in the physical sciences suggests that the only realistic means of understanding complex systems is through the use of mathematical models. Typically, this has come to mean the identification of quantitative models expressed as…

Artificial Intelligence · Computer Science 2011-11-02 George M. Coghill , Ross D. King , Ashwin Srinivasan

Linear dynamical systems are the foundational statistical model upon which control theory is built. Both the celebrated Kalman filter and the linear quadratic regulator require knowledge of the system dynamics to provide analytic…

Optimization and Control · Mathematics 2023-01-24 Ainesh Bakshi , Allen Liu , Ankur Moitra , Morris Yau

The identification of nonlinear dynamics from observations is essential for the alignment of the theoretical ideas and experimental data. The last, in turn, is often corrupted by the side effects and noise of different natures, so…

Machine Learning · Computer Science 2020-06-08 Anna Shalova , Ivan Oseledets

Scientists investigate the dynamics of complex systems with quantitative models, employing them to synthesize knowledge, to explain observations, and to forecast future system behavior. Complete specification of systems is impossible, so…

Quantitative Methods · Quantitative Biology 2007-05-23 S. R. Borrett , W. Bridewell , P. Langely , K. R. Arrigo

Complex and nonlinear dynamical systems often involve parameters that change with time, accurate tracking of which is essential to tasks such as state estimation, prediction, and control. Existing machine-learning methods require full state…

Machine Learning · Computer Science 2023-11-16 Zheng-Meng Zhai , Mohammadamin Moradi , Bryan Glaz , Mulugeta Haile , Ying-Cheng Lai

Mathematical models are crucial for optimizing and controlling chemical processes, yet they often face significant limitations in terms of computational time, algorithm complexity, and development costs. Hybrid models, which combine…

In a longitudinal metabolomics study, multiple metabolites are measured from several observations at many time points. Interest lies in reducing the dimensionality of such data and in highlighting influential metabolites which change over…

Applications · Statistics 2013-12-10 Gift Nyamundanda , Isobel Claire Gormley , Lorraine Brennan

Dynamical systems are used to model a variety of phenomena in which the bifurcation structure is a fundamental characteristic. Here we propose a statistical machine-learning approach to derive lowdimensional models that automatically…

Quantitative Methods · Quantitative Biology 2015-06-11 Yohei Kondo , Kunihiko Kaneko , Shuji Ishihara

Process data, temporally ordered categorical observations, are of recent interest due to its increasing abundance and the desire to extract useful information. A process is a collection of time-stamped events of different types, recording…

Methodology · Statistics 2025-01-08 Guanhua Fang , Zhiliang Ying

Neural marked temporal point processes have been a valuable addition to the existing toolbox of statistical parametric models for continuous-time event data. These models are useful for sequences where each event is associated with a single…

Machine Learning · Computer Science 2024-03-20 Yuxin Chang , Alex Boyd , Padhraic Smyth

Electronic health records contain valuable information for monitoring patients' health trajectories over time. Disease progression models have been developed to understand the underlying patterns and dynamics of diseases using these data as…

Mean-field models are a popular tool in a variety of fields. They provide an understanding of the impact of interactions among a large number of particles or people or other "self-interested agents", and are an increasingly popular tool in…

Systems and Control · Computer Science 2016-04-18 Ana Bušić , Sean Meyn

Despite the growing availability of sensing and data in general, we remain unable to fully characterise many in-service engineering systems and structures from a purely data-driven approach. The vast data and resources available to capture…

Machine Learning · Computer Science 2023-09-20 Elizabeth J Cross , Timothy J Rogers , Daniel J Pitchforth , Samuel J Gibson , Matthew R Jones

Quantitative social science is not only about regression analysis or, in general, data inference. Computer simulations of social mechanisms have a 60-year long history. They have been used for many different purposes -- to test scenarios,…

Physics and Society · Physics 2021-10-01 Petter Holme , Fredrik Liljeros

Marginal models involve restrictions on the conditional and marginal association structure of a set of categorical variables. They generalize log-linear models for contingency tables, which are the fundamental tools for modelling the…

Methodology · Statistics 2023-04-10 Tamas Rudas , Wicher Bergsma

A particle system is a family of i.i.d. stochastic processes with values translated by Poisson points. We obtain conditions that ensure the stationarity in time of the particle system in R^d and in some cases provide a full characterisation…

Probability · Mathematics 2013-11-05 Ilya Molchanov , Kaspar Stucki

We propose a probabilistic modeling framework for learning the dynamic patterns in the collective behaviors of social agents and developing profiles for different behavioral groups, using data collected from multiple information sources.…

Machine Learning · Statistics 2016-06-28 Lin Li , Ananthram Swami , Anna Scaglione

Partially observed Markov process (POMP) models, also known as hidden Markov models or state space models, are ubiquitous tools for time series analysis. The R package pomp provides a very flexible framework for Monte Carlo statistical…

Methodology · Statistics 2021-05-27 Aaron A. King , Dao Nguyen , Edward L. Ionides

A broad set of empirical phenomenon in the study of social, economic and machine behaviour can be modelled as complex systems with averaging dynamics. However many of these models naturally result in consensus or consensus-like outcomes. In…

Multiagent Systems · Computer Science 2020-07-03 Orowa Sikder