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We present a new distribution-free conformal prediction algorithm for sequential data (e.g., time series), called the \textit{sequential predictive conformal inference} (\texttt{SPCI}). We specifically account for the nature that time…

Machine Learning · Statistics 2023-05-31 Chen Xu , Yao Xie

Simulation-based inference (SBI) is a statistical inference approach for estimating latent parameters of a physical system when the likelihood is intractable but simulations are available. In practice, SBI is often hindered by model…

Machine Learning · Computer Science 2025-10-22 Ortal Senouf , Antoine Wehenkel , Cédric Vincent-Cuaz , Emmanuel Abbé , Pascal Frossard

Feedback-based optimization (FBO) provides a simple control framework for regulating a stable dynamical system to the solution of a constrained optimization problem in the presence of exogenous disturbances, and does so without full…

Systems and Control · Electrical Eng. & Systems 2025-11-07 Niloufar Yousefi , John W. Simpson-Porco

Linear Time Invariant (LTI) systems are ubiquitous in control applications. Unbounded-time reachability analysis that can cope with industrial-scale models with thousands of variables is needed. To tackle this problem, we use abstract…

Systems and Control · Computer Science 2017-08-24 Dario Cattaruzza , Alessandro Abate , Peter Schrammel , Daniel Kroening

Reconstructing the Hamiltonian of a quantum system is an essential task for characterizing and certifying quantum processors and simulators. Existing techniques either rely on projective measurements of the system before and after coherent…

We propose the conditional predictive impact (CPI), a consistent and unbiased estimator of the association between one or several features and a given outcome, conditional on a reduced feature set. Building on the knockoff framework of…

Methodology · Statistics 2021-05-14 David S. Watson , Marvin N. Wright

Online system identification algorithms are widely used for monitoring, diagnostics and control by continuously adapting to time-varying dynamics. Typically, these algorithms consider a model structure that lacks parsimony and offers…

Systems and Control · Electrical Eng. & Systems 2025-04-28 Koen Classens , Rodrigo A. González , Tom Oomen

The restricted polynomially-tilted pairwise interaction (RPPI) distribution gives a flexible model for compositional data. It is particularly well-suited to situations where some of the marginal distributions of the components of a…

Methodology · Statistics 2023-05-15 Janice L. Scealy , Kassel L. Hingee , John T. Kent , Andrew T. A. Wood

This paper develops a unified frequency-domain framework for the analysis of sliding-mode control systems, encompassing both discontinuous and Lipschitz-continuous implementations. Using describing function (DF) theory, closed-form…

Systems and Control · Electrical Eng. & Systems 2025-07-23 Ulises Pérez-Ventura

Estimating conditional mutual information (CMI) is an essential yet challenging step in many machine learning and data mining tasks. Estimating CMI from data that contains both discrete and continuous variables, or even discrete-continuous…

Information Theory · Computer Science 2021-01-14 Alexander Marx , Lincen Yang , Matthijs van Leeuwen

This paper develops some extensions to the work of [1] which studied the continuous-time adaptive output tracking control schemes with the reference output signal generated from an unknown reference model system. The presented extensions…

Systems and Control · Electrical Eng. & Systems 2024-12-17 Gang Tao

This work studies the problem of simultaneously separating and reconstructing signals from compressively sensed linear mixtures. We assume that all source signals share a common sparse representation basis. The approach combines classical…

Information Theory · Computer Science 2015-05-30 Martin Kleinsteuber , Hao Shen

After introducing commutativity concept and summarizing the relevant literature, this work is focused on the commutativity of feedback conjugates. It is already known that a linear time-varying differential system describing a single…

Systems and Control · Computer Science 2020-08-13 Mehmet Emir Koksal

We introduce Contrastive Multivariate Singular Spectrum Analysis, a novel unsupervised method for dimensionality reduction and signal decomposition of time series data. By utilizing an appropriate background dataset, the method transforms a…

Machine Learning · Statistics 2018-11-01 Abdi-Hakin Dirie , Abubakar Abid , James Zou

In this research work, we propose a high-order time adapted scheme for pricing a coupled system of fixed-free boundary constant elasticity of variance (CEV) model on both equidistant and locally refined space-grid. The performance of our…

Computational Finance · Quantitative Finance 2023-09-12 Chinonso Nwankwo , Weizhong Dai , Tony Ware

The paper proposes an algorithm for a discretization (sampled-time implementation) of a homogeneous control preserving the finite-time and nearly fixed-time stability property of the original (sampling-free) system. The sampling period is…

Systems and Control · Electrical Eng. & Systems 2022-07-08 Andrey Polyakov , Denis Efimov , Xubin Ping

Time-resolved analysis of periodically excited luminescence decays by the phasor method in the presence of time-gating or binning is revisited. Analytical expressions for discrete configurations of square gates are derived and the locus of…

Quantitative Methods · Quantitative Biology 2024-06-12 Xavier Michalet

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…

Optimization and Control · Mathematics 2022-08-26 Julian Berberich , Stefan Wildhagen , Michael Hertneck , Frank Allgöwer

We consider binary continuous phase modulation (CPM) signals used in some recent low-cost and low-power consumption telecommunications standard. When these signals are generated through a low-cost transmitter, the real modulation index can…

Information Theory · Computer Science 2015-09-14 Malek Messai , Colavolpe Giulio , Amis Karine , Guilloud Frederic

This paper provides a method for obtaining a continuous-time model of a target system in closed-loop from input-output data alone, in the case where no knowledge of the controllers nor excitation signals is available and I/O data may suffer…

Systems and Control · Electrical Eng. & Systems 2025-06-05 Ichiro Maruta , Toshiharu Sugie