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An old problem in multivariate statistics is that linear Gaussian models are often unidentifiable, i.e. some parameters cannot be uniquely estimated. In factor (component) analysis, an orthogonal rotation of the factors is unidentifiable,…

Machine Learning · Statistics 2023-05-04 Aapo Hyvärinen , Ilyes Khemakhem , Ricardo Monti

Standard GPs offer a flexible modelling tool for well-behaved processes. However, deviations from Gaussianity are expected to appear in real world datasets, with structural outliers and shocks routinely observed. In these cases GPs can fail…

Machine Learning · Statistics 2022-09-08 Yaman Kındap , Simon Godsill

Flocking control of multi-agents system is challenging for agents with partially unknown dynamics. This paper proposes an online learning-based controller to stabilize flocking motion of double-integrator agents with additional unknown…

Systems and Control · Electrical Eng. & Systems 2021-12-16 Manuela Gamonal , Thomas Beckers , George J. Pappas , Leonardo J. Colombo

Identifying dynamical system (DS) is a vital task in science and engineering. Traditional methods require numerous calls to the DS solver, rendering likelihood-based or least-squares inference frameworks impractical. For efficient parameter…

Computation · Statistics 2024-09-19 Ying Zhou , Jinglai Li , Xiang Zhou , Hongqiao Wang

Applying Physics-Informed Gaussian Process Regression to the eigenvalue problem $(\mathcal{L}-\lambda)u = 0$ poses a fundamental challenge, where the null source term results in a trivial predictive mean and a degenerate marginal…

Machine Learning · Statistics 2026-01-13 Tianming Bai , Jiannan Yang

As control engineering methods are applied to increasingly complex systems, data-driven approaches for system identification appear as a promising alternative to physics-based modeling. While the Bayesian approaches prevalent for…

Systems and Control · Electrical Eng. & Systems 2024-08-07 Robert Lefringhausen , Supitsana Srithasan , Armin Lederer , Sandra Hirche

Learning-based methods are powerful in handling complex scenarios. However, it is still challenging to use learning-based methods under uncertain environments while stability, safety, and real-time performance of the system are desired to…

Robotics · Computer Science 2022-03-08 Zhixuan Wu , Rui Yang , Lei Zheng , Hui Cheng

Model Predictive Control evolved as the state of the art paradigm for safety critical control tasks. Control-as-Inference approaches thereof model the constrained optimization problem as a probabilistic inference problem. The constraints…

Optimization and Control · Mathematics 2025-11-21 Jörn Tebbe , Andreas Besginow , Markus Lange-Hegermann

The identification of a nonlinear dynamic model is an open topic in control theory, especially from sparse input-output measurements. A fundamental challenge of this problem is that very few to zero prior knowledge is available on both the…

Systems and Control · Electrical Eng. & Systems 2022-06-13 Steeven Janny , Quentin Possamai , Laurent Bako , Madiha Nadri , Christian Wolf

We introduce a random partition model for Bayesian nonparametric regression. The model is based on infinitely-many disjoint regions of the range of a latent covariate-dependent Gaussian process. Given a realization of the process, the…

Methodology · Statistics 2013-01-04 George Karabatsos , Stephen G. Walker

We propose a new method for blind system identification. Resorting to a Gaussian regression framework, we model the impulse response of the unknown linear system as a realization of a Gaussian process. The structure of the covariance matrix…

Systems and Control · Computer Science 2016-05-20 Giulio Bottegal , Riccardo S. Risuleo , Håkan Hjalmarsson

Bayesian field theory denotes a nonparametric Bayesian approach for learning functions from observational data. Based on the principles of Bayesian statistics, a particular Bayesian field theory is defined by combining two models: a…

Data Analysis, Statistics and Probability · Physics 2007-05-23 J. C. Lemm

Complex systems are sometimes subject to non Gaussian alpha stable Levy fluctuations. A new method is devised to estimate this uncertain parameter and other system parameters, using observations on either mean exit time or escape…

Dynamical Systems · Mathematics 2013-06-04 Ting Gao , Jinqiao Duan

In the machine learning domain, active learning is an iterative data selection algorithm for maximizing information acquisition and improving model performance with limited training samples. It is very useful, especially for the industrial…

Machine Learning · Statistics 2020-04-24 Xiaowei Yue , Yuchen Wen , Jeffrey H. Hunt , Jianjun Shi

An extremely challenging problem of significant interest is to predict catastrophes in advance of their occurrences. We present a general approach to predicting catastrophes in nonlinear dynamical systems under the assumption that the…

Data Analysis, Statistics and Probability · Physics 2015-05-28 Wen-Xu Wang , Rui Yang , Ying-Cheng Lai , Vassilios Kovanis , Celso Grebogi

Learning-based approaches are increasingly leveraged to manage and coordinate the operation of grid-edge resources in active power distribution networks. Among these, model-based techniques stand out for their superior data efficiency and…

Systems and Control · Electrical Eng. & Systems 2025-05-01 Daniel Glover , Parikshit Pareek , Deepjyoti Deka , Anamika Dubey

The Koopman operator theory is an increasingly popular formalism of dynamical systems theory which enables analysis and prediction of the nonlinear dynamics from measurement data. Building on the recent development of the Koopman model…

Fluid Dynamics · Physics 2018-06-08 Hassan Arbabi , Milan Korda , Igor Mezic

This paper aims to synthesize a reachability controller for an unknown dynamical system. We first learn the unknown system using Gaussian processes and the (probabilistic) guarantee on the learned model. Then we use the funnel-based…

Systems and Control · Electrical Eng. & Systems 2023-01-02 Sandeep Gorantla , Jeel Chatrola , Jay Bhagiya , Adnane Saoud , Pushpak Jagtap

Control of systems where the information between the controller, actuator, and sensor can be lost or delayed can be challenging with respect to stability and performance. One way to overcome the resulting problems is the use of prediction…

Optimization and Control · Mathematics 2011-09-27 Rolf Findeisen , Lars Grüne , Jürgen Pannek , Paolo Varutti

We introduce a novel way to combine boosting with Gaussian process and mixed effects models. This allows for relaxing, first, the zero or linearity assumption for the prior mean function in Gaussian process and grouped random effects models…

Machine Learning · Computer Science 2024-11-06 Fabio Sigrist
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