Related papers: A Bayesian Nonparametric Approach to Dynamical Noi…
We develop a novel Markov chain Monte Carlo (MCMC) method that exploits a hierarchy of models of increasing complexity to efficiently generate samples from an unnormalized target distribution. Broadly, the method rewrites the Multilevel…
Convolutional sparse coding (CSC) can learn representative shift-invariant patterns from multiple kinds of data. However, existing CSC methods can only model noises from Gaussian distribution, which is restrictive and unrealistic. In this…
In this paper we consider Bayesian parameter inference for partially observed fractional Brownian motion (fBM) models. The approach we follow is to time-discretize the hidden process and then to design Markov chain Monte Carlo (MCMC)…
This paper is concerned with the online estimation of a nonlinear dynamic system from a series of noisy measurements. The focus is on cases wherein outliers are present in-between normal noises. We assume that the outliers follow an unknown…
We develop a framework for estimating unknown partial differential equations from noisy data, using a deep learning approach. Given noisy samples of a solution to an unknown PDE, our method interpolates the samples using a neural network,…
With the rapid growth of neuroimaging technologies, a great effort has been dedicated recently to investigate the dynamic changes in brain activity. Examples include time course calcium imaging and dynamic brain functional connectivity. In…
We propose Comprehensive Robust Dynamic Mode Decomposition (CR-DMD), a novel framework that robustifies the entire DMD process - from mode extraction to dimensional reduction - against mixed noise. Although standard DMD widely used for…
We propose a novel data-driven stochastic model predictive control framework for uncertain linear systems with noisy output measurements. Our approach leverages multi-step predictors to efficiently propagate uncertainty, ensuring chance…
A general approach to provide approximate parameterizations of the "small" scales by the "large" ones, is developed for stochastic partial differential equations driven by linear multiplicative noise. This is accomplished via the concept of…
Many stochastic time series can be described by a Langevin equation composed of a deterministic and a stochastic dynamical part. Such a stochastic process can be reconstructed by means of a recently introduced nonparametric method, thus…
This paper studies the sample complexity of the stochastic Linear Quadratic Regulator when applied to systems with multiplicative noise. We assume that the covariance of the noise is unknown and estimate it using the sample covariance,…
We consider inverse problems estimating distributed parameters from indirect noisy observations through discretization of continuum models described by partial differential or integral equations. It is well understood that the errors…
A Bayesian approach to nonlinear inverse problems is considered where the unknown quantity (input) is a random spatial field. The forward model is complex and non-linear, therefore computationally expensive. An emulator-based methodology is…
One of the simplest and least resource-intensive methods to suppress decoherence for qubit operations, namely, dynamical decoupling (DD), is investigated for a broad range of realistic noise sources with time-retarded feedback. By way of…
On the basis of a local-projective with nonlinear constraints (LPNC) approach (see K. Urbanowicz, J.A. Holyst, T. Stemler and H. Benner, Acta Phys. Pol B 35 (9), 2175, 2004) we develop a method of noise reduction in time series that makes…
In this work we introduce a semi-parametric Bayesian change-point model, defining its time dynamic as a latent Markov process based on the Dirichlet process. We treat the number of change point as a random variable and we estimate it during…
We present a Bayesian approach to estimate the parameters of mathematical models of cardiac electrophysiology with quantified uncertainty. Such models capture the dynamics of the electrical signal that coordinates the muscle cell…
In this paper we propose a new adaptive wavelet denoising methodology using complex wavelets. The method is based on a fully Bayesian hierarchical model in the complex wavelet domain that uses a bivariate mixture prior on the wavelet…
We present a nonparametric way to retrieve a system of differential equations in embedding space from a single time series. These equations can be treated with dynamical systems theory and allow for long term predictions. We demonstrate the…
Reduced rank regression (RRR) is a fundamental tool for modeling multiple responses through low-dimensional latent structures, offering both interpretability and strong predictive performance in high-dimensional settings. Classical RRR…