Related papers: On the validity of linear response theory in high-…
Learning governing dynamics from data is a common goal across the sciences, yet it is only well-posed when the underlying mechanisms are identifiable. In practice, many data-driven methods implicitly assume identifiability; when this…
We consider the problem of impulse response estimation of stable linear single-input single-output systems. It is a well-studied problem where flexible non-parametric models recently offered a leap in performance compared to the classical…
This paper develops new limit theory for data that are generated by networks or more generally display cross-sectional dependence structures that are governed by observable and unobservable characteristics. Strategic network formation…
In this paper we study a class of physical systems that combine a finite number of mechanical and thermodynamic observables. We call them finite dimensional thermo-mechanical systems. We introduce these systems by means of simple examples.…
This is a note on some results of the central limit theorem for deterministic dynamical systems. First, we give the central limit theorem for martingales, which is a main tool. Then we give the main results on the central limit theorem in…
We investigate the task of controlling ensembles of initial and terminal state vectors of parameter-dependent linear systems by applying parameter-independent open loop controls. Necessary, as well as sufficient, conditions for ensemble…
We investigate a model of high-dimensional dynamical variables with all-to-all interactions that are random and non-reciprocal. We characterize its phase diagram and show that the model can exhibit chaotic dynamics. We show that the…
We consider simple examples illustrating some new features of the linear response theory developed by Ruelle for dissipative and chaotic systems [{\em J. of Stat. Phys.} {\bf 95} (1999) 393]. In this theory the concepts of linear response,…
We believe that the difference between time scale systems and ordinary differential equations is not as big as people use to think. We consider linear operators that correspond to linear dynamic systems on time scales. We study solvability…
Understanding realistic complex systems requires confronting significant conceptual, theoretical and experimental limitations rooted in the persistence of views that originated in the mechanics of simple moving bodies. We define the…
Linear response theory is a tool with which one can study systems that are driven out of equilibrium by external perturbations. This monograph presents a thoroughly modern framework to make linear response theory rigorous for a wide array…
Farkas established that a system of linear inequalities has a solution if and only if we cannot obtain a contradiction by taking a linear combination of the inequalities. We state and formally prove several Farkas-like theorems over…
This paper considers real-time control and learning problems for finite-dimensional linear systems under binary-valued and randomly disturbed output observations. This has long been regarded as an open problem because the exact values of…
To most applied statisticians, a fitting procedure's degrees of freedom is synonymous with its model complexity, or its capacity for overfitting to data. In particular, it is often used to parameterize the bias-variance tradeoff in model…
This paper deals with the finite-time stabilization of a class of nonlinear infinite-dimensional systems. First, we consider a bounded matched perturbation in its linear form. It is shown that by using a set-valued function, both the…
Fluctuation dissipation theorems connect the linear response of a physical system to a perturbation to the steady-state correlation functions. Until now, most of these theorems have been derived for finite-dimensional systems. However, many…
We study the problem of adaptive control of the linear quadratic regulator for systems in very high, or even infinite dimension. We demonstrate that while sublinear regret requires finite dimensional inputs, the ambient state dimension of…
The purpose of this paper is to propose methodologies for statistical inference of low-dimensional parameters with high-dimensional data. We focus on constructing confidence intervals for individual coefficients and linear combinations of…
Autonomous systems embedded with machine learning modules often rely on deep neural networks for classifying different objects of interest in the environment or different actions or strategies to take for the system. Due to the…
The existing paradox between theory and computational experiment for weak solutions of systems of conservation laws in higher space dimensions is arguably resolved. Apparently successful computations are identified with underlying…