Related papers: ODIN: ODE-Informed Regression for Parameter and St…
Diffusion-based generative models use stochastic differential equations (SDEs) and their equivalent ordinary differential equations (ODEs) to establish a smooth connection between a complex data distribution and a tractable prior…
A general class of dynamical systems which can be trained to operate in classification and generation modes are introduced. A procedure is proposed to plant asymptotic stationary attractors of the deterministic model. Optimizing the…
Analysis and synthesis of safety-critical autonomous systems are carried out using models which are often dynamic. Two central features of these dynamic systems are parameters and unmodeled dynamics. This paper addresses the use of a…
Ordinary differential equations (ODEs) describe dynamical systems evolving deterministically in continuous time. Accurate data-driven modeling of systems as ODEs, a central problem across the natural sciences, remains challenging,…
In order for robots to safely navigate in unseen scenarios using learning-based methods, it is important to accurately detect out-of-training-distribution (OoD) situations online. Recently, Gaussian process state-space models (GPSSMs) have…
Learning dynamical systems from incomplete or noisy data is inherently ill-posed, as a single observation may correspond to multiple plausible futures. While physics-based ensemble forecasting relies on perturbing initial states to capture…
A method for sequential inference of the fixed parameters of a dynamic latent Gaussian models is proposed and evaluated that is based on the iterated Laplace approximation. The method provides a useful trade-off between computational…
We introduce a flexible, scalable Bayesian inference framework for nonlinear dynamical systems characterised by distinct and hierarchical variability at the individual, group, and population levels. Our model class is a generalisation of…
Solving and optimising Partial Differential Equations (PDEs) in geometrically parameterised domains often requires iterative methods, leading to high computational and time complexities. One potential solution is to learn a direct mapping…
Numerical simulation of ordinary differential equations (ODEs) can be challenging when the system exhibits high accelerations and rapidly changing dynamics. Under these conditions the ODE solver often needs to take very small time steps in…
Ordinary differential equations (ODEs) are widely used to characterize the dynamics of complex systems in real applications. In this article, we propose a novel joint estimation approach for generalized sparse additive ODEs where…
In recent years we have witnessed a growth in mathematics for deep learning, which has been used to solve inverse problems of partial differential equations (PDEs). However, most deep learning-based inversion methods either require paired…
We develop a class of data-driven generative models that approximate the solution operator for parameter-dependent partial differential equations (PDE). We propose a novel probabilistic formulation of the operator learning problem based on…
Probabilistic state estimation is essential for robots navigating uncertain environments. Accurately and efficiently managing uncertainty in estimated states is key to robust robotic operation. However, nonlinearities in robotic platforms…
We introduce a new method of estimation of parameters in semiparametric and nonparametric models. The method is based on estimating equations that are $U$-statistics in the observations. The $U$-statistics are based on higher order…
We consider the problem of forecasting complex, nonlinear space-time processes when observations provide only partial information of on the system's state. We propose a natural data-driven framework, where the system's dynamics are modelled…
This work develops a non-intrusive, data-driven surrogate modeling framework based on Operator Inference (OpInf) for rapidly solving parameter-dependent matrix equations in many-query settings. Motivated by the requirements of the OpInf…
We present a parameter estimation method in Ordinary Differential Equation (ODE) models. Due to complex relationships between parameters and states the use of standard techniques such as nonlinear least squares can lead to the presence of…
This paper introduces an Ordinary Differential Equation (ODE) notion for survival analysis. The ODE notion not only provides a unified modeling framework, but more importantly, also enables the development of a widely applicable, scalable,…
We introduce and analyze a method of learning-informed parameter identification for partial differential equations (PDEs) in an all-at-once framework. The underlying PDE model is formulated in a rather general setting with three unknowns:…