Related papers: Dynamical sampling with additive random noise
Pattern matching in time series data streams is considered to be an essential data mining problem that still stays challenging for many practical scenarios. Different factors such as noise, varying amplitude scale or shift, signal stretches…
The accuracy of simulation-based forecasting in chaotic systems is heavily dependent on high-quality estimates of the system state at the time the forecast is initialized. Data assimilation methods are used to infer these initial conditions…
This paper is centered around the approximation of dynamical systems by means of Gaussian processes. To this end, trajectories of such systems must be collected to be used as training data. The measurements of these trajectories are…
This work is about the synchronization of nonlinear coupled dynamical systems driven by $\alpha$-stable noise. Firstly, we provide a novel technique to construct the relationship between synchronized system and slow-fast system. Secondly,…
Noisy dynamical models are employed to describe a wide range of phenomena. Since exact modeling of these phenomena requires access to their microscopic dynamics, whose time scales are typically much shorter than the observable time scales,…
Understanding the spectrum of noise acting on a qubit can yield valuable information about its environment, and crucially underpins the optimization of dynamical decoupling protocols that can mitigate such noise. However, extracting…
Stochastic approximation is a powerful class of algorithms with celebrated success. However, a large body of previous analysis focuses on stochastic approximations driven by contractive operators, which is not applicable in some important…
We consider the problem of unconstrained minimization of a smooth objective function in $\R^n$ in a setting where only function evaluations are possible. While importance sampling is one of the most popular techniques used by machine…
The parameter space of dynamical systems arising in applications is often found to be high-dimensional and difficult to explore. We construct a fast algorithm to numerically analyze "quantitative features" of dynamical systems depending on…
Demographic noise has profound effects on evolutionary and population dynamics, as well as on chemical reaction systems and models of epidemiology. Such noise is intrinsic and due to the discreteness of the dynamics in finite populations.…
We consider a slow passage through a point of loss of stability. If the passage is sufficiently slow, the dynamics are controlled by additive random disturbances, even if they are extremely small. We derive expressions for the `exit value'…
Machine learning assumes a pivotal role in our data-driven world. The increasing scale of models and datasets necessitates quick and reliable algorithms for model training. This dissertation investigates adaptivity in machine learning…
Eliminating the negative effect of non-stationary environmental noise is a long-standing research topic for automatic speech recognition that stills remains an important challenge. Data-driven supervised approaches, including ones based on…
We propose a new method for computing Dynamic Mode Decomposition (DMD) evolution matrices, which we use to analyze dynamical systems. Unlike the majority of existing methods, our approach is based on a variational formulation consisting of…
We investigate stability analysis and controller design of unknown continuous-time systems under state-feedback with aperiodic sampling, using only noisy data but no model knowledge. We first derive a novel data-dependent parametrization of…
Temporal data such as time series can be viewed as discretized measurements of the underlying function. To build a generative model for such data we have to model the stochastic process that governs it. We propose a solution by defining the…
We consider the combined influence of linear damping and noise on a dynamical finite-time-singularity model for a single degree of freedom. We find that the noise effectively resolves the finite-time-singularity and replaces it by a…
In this paper we provide a thorough, rigorous theoretical framework to assess optimality guarantees of sampling-based algorithms for drift control systems: systems that, loosely speaking, can not stop instantaneously due to momentum. We…
This paper addresses identification of sparse linear and noise-driven continuous-time state-space systems, i.e., the right-hand sides in the dynamical equations depend only on a subset of the states. The key assumption in this study, is…
Many consequential real-world systems, like wind fields and ocean currents, are dynamic and hard to model. Learning their governing dynamics remains a central challenge in scientific machine learning. Dynamic Mode Decomposition (DMD)…