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We study the consistency of stochastic dynamic programs under converging probability distributions and other approximations. Utilizing results on the epi-convergence of expectation functions with varying measures and integrands, and the…

Optimization and Control · Mathematics 2025-08-26 Dominic S. T. Keehan , Johannes O. Royset

Point-to-point and periodic motions are ubiquitous in the world of robotics. To master these motions, Autonomous Dynamic System (DS) based algorithms are fundamental in the domain of Learning from Demonstration (LfD). However, these…

Robotics · Computer Science 2024-07-16 Yu Zhang , Haoyu Zhang , Yongxiang Zou , Houcheng Li , Long Cheng

In this paper, we extend two classes of functions involved in asymptotic stability analyses. The goal of this extension is to study a maximization problem on the reachable values of a discrete-time dynamical system. This specific…

Optimization and Control · Mathematics 2026-03-03 Assalé Adjé

This paper develops a new approach to the estimation of the degree of boundedness or stability of multidimensional nonlinear systems with time-dependent nonperiodic coefficients-an essential task in various engineering and natural science…

Dynamical Systems · Mathematics 2022-06-16 Mark A. Pinsky

Training deep neural networks, particularly in computer vision tasks, often suffers from noisy gradients and unstable convergence, which hinder performance and generalization. In this paper, we propose LyAm, a novel optimizer that…

Machine Learning · Computer Science 2025-07-16 Elmira Mirzabeigi , Sepehr Rezaee , Kourosh Parand

We introduce a method for learning provably stable deep neural network based dynamic models from observed data. Specifically, we consider discrete-time stochastic dynamic models, as they are of particular interest in practical applications…

Machine Learning · Computer Science 2021-03-30 Nathan P. Lawrence , Philip D. Loewen , Michael G. Forbes , Johan U. Backström , R. Bhushan Gopaluni

In the application of the Expectation Maximization algorithm to identification of dynamical systems, internal states are typically chosen as latent variables, for simplicity. In this work, we propose a different choice of latent variables,…

Computation · Statistics 2016-08-06 Jack Umenberger , Johan Wågberg , Ian R. Manchester , Thomas B. Schön

We study prediction-assimilation systems, which have become routine in meteorology and oceanography and are rapidly spreading to other areas of the geosciences and of continuum physics. The long-term, nonlinear stability of such a system…

Chaotic Dynamics · Physics 2009-11-13 Alberto Carrassi , Michael Ghil , Anna Trevisan , Francesco Uboldi

Engineered cyberphysical systems are growing increasingly large and complex. These systems require scalable controllers that robustly satisfy state and input constraints in the presence of additive noise -- such controllers should also be…

Systems and Control · Electrical Eng. & Systems 2023-01-02 Carmen Amo Alonso , Jing Shuang Li , Nikolai Matni , James Anderson

This work establishes a rigorous connection between stability properties of discrete-time algorithms (DTAs) and corresponding continuous-time dynamical systems derived through $ O(s^r) $-resolution ordinary differential equations (ODEs). We…

Optimization and Control · Mathematics 2026-03-03 Amir Ali Farzin , Yuen-Man Pun , Philipp Braun , Iman Shames

This work investigates the structural properties, cycloid trajectories, and non-asymptotic convergence guarantees of the Expectation-Maximization (EM) algorithm for two-component Mixed Linear Regression (2MLR) with unknown mixing weights…

Machine Learning · Computer Science 2025-11-10 Zhankun Luo , Abolfazl Hashemi

We analyze stability properties of monotone nonlinear systems via max-separable Lyapunov functions, motivated by the following observations: first, recent results have shown that asymptotic stability of a monotone nonlinear system implies…

Systems and Control · Computer Science 2016-07-28 Hamid Reza Feyzmahdavian , Bart Besselink , Mikael Johansson

We obtain new transport-entropy inequalities and, as a by-product, new deviation estimates for the laws of two kinds of discrete stochastic approximation schemes. The first one refers to the law of an Euler like discretization scheme of a…

Probability · Mathematics 2013-02-01 Max Fathi , Noufel Frikha

Empirical divergence maximization (EDM) refers to a recently proposed strategy for estimating f-divergences and likelihood ratio functions. This paper extends the idea to empirical vector quantization where one seeks to empirically derive…

Information Theory · Computer Science 2015-06-03 Michael A. Lexa

Modern data-driven and distributed learning frameworks deal with diverse massive data generated by clients spread across heterogeneous environments. Indeed, data heterogeneity is a major bottleneck in scaling up many distributed learning…

Machine Learning · Computer Science 2023-08-23 Amirhossein Reisizadeh , Khashayar Gatmiry , Asuman Ozdaglar

We consider approximate maximum likelihood parameter estimation in nonlinear state-space models. We discuss both direct optimization of the likelihood and expectation--maximization (EM). For EM, we also give closed-form expressions for the…

Methodology · Statistics 2015-11-03 Juho Kokkala , Arno Solin , Simo Särkkä

This paper proposes Incremental Seeded Expectation Maximization, an algorithm that improves upon the traditional Expectation Maximization computational flow for clusterwise or finite mixture linear regression tasks. The proposed method…

Computation · Statistics 2025-07-08 Ye Chow Kuang , Melanie Ooi

A stochastic hybrid system, also known as a switching diffusion, is a continuous-time Markov process with state space consisting of discrete and continuous parts. We consider parametric estimation of theQmatrix for the discrete state…

Probability · Mathematics 2020-10-14 Masaaki Fukasawa

This paper studies the problem of stabilization of a nonlinear system with time-varying delays in both sensing and actuation using event-triggered control. Our proposed strategy seeks to opportunistically minimize the number of control…

Systems and Control · Computer Science 2020-01-14 Erfan Nozari , Pavankumar Tallapragada , Jorge Cortés

The present work proposes hybridization of Expectation-Maximization (EM) and K-Means techniques as an attempt to speed-up the clustering process. Though both K-Means and EM techniques look into different areas, K-means can be viewed as an…

Machine Learning · Computer Science 2016-03-28 D. Raja Kishor , N. B. Venkateswarlu