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We consider problems of minimizing functionals $\mathcal{F}$ of probability measures on the Euclidean space. To propose an accelerated gradient descent algorithm for such problems, we consider gradient flow of transport maps that give…

Optimization and Control · Mathematics 2023-09-06 Ken'ichiro Tanaka

In a Hilbert setting, we develop fast methods for convex unconstrained optimization. We rely on the asymptotic behavior of an inertial system combining geometric damping with temporal scaling. The convex function to minimize enters the…

Optimization and Control · Mathematics 2020-09-17 Hedy Attouch , Aicha Balhag , Zaki Chbani , Hassan Riahi

Cloud providers have recently introduced new offerings whereby spare computing resources are accessible at discounts compared to on-demand computing. Exploiting such opportunity is challenging inasmuch as such resources are accessed with…

Information Theory · Computer Science 2019-05-28 Yaoqing Yang , Matteo Interlandi , Pulkit Grover , Soummya Kar , Saeed Amizadeh , Markus Weimer

We present a stochastic constrained output-feedback data-driven predictive control scheme for linear time-invariant systems subject to bounded additive disturbances. The approach uses data-driven predictors based on an extension of Willems'…

Systems and Control · Electrical Eng. & Systems 2025-10-07 Johannes Teutsch , Sebastian Kerz , Dirk Wollherr , Marion Leibold

A numerical framework is proposed for identifying partial differential equations (PDEs) governing dynamical systems directly from their observation data using Chebyshev polynomial approximation. In contrast to data-driven approaches such as…

Numerical Analysis · Mathematics 2026-01-21 Phonepaserth Sisaykeo , Shogo Muramatsu

A nonparametric and locally adaptive Bayesian estimator is proposed for estimating a binary regression. Flexibility is obtained by modeling the binary regression as a mixture of probit regressions with the argument of each probit regression…

Methodology · Statistics 2007-09-25 Sally Wood , Robert Kohn , Remy Cottet , Wenxin Jiang , Martin Tanner

Density regression provides a flexible strategy for modeling the distribution of a response variable $Y$ given predictors $\mathbf{X}=(X_1,\ldots,X_p)$ by letting that the conditional density of $Y$ given $\mathbf{X}$ as a completely…

Statistics Theory · Mathematics 2016-01-07 Weining Shen , Subhashis Ghosal

Adjoint methods have been the pillar of gradient-based optimization for decades. They enable the accurate computation of a gradient (sensitivity) of a quantity of interest with respect to all system's parameters in one calculation. When the…

Fluid Dynamics · Physics 2024-11-12 Defne E. Ozan , Luca Magri

A large class of machine learning techniques requires the solution of optimization problems involving spectral functions of parametric matrices, e.g. log-determinant and nuclear norm. Unfortunately, computing the gradient of a spectral…

Machine Learning · Computer Science 2018-10-31 Insu Han , Haim Avron , Jinwoo Shin

The Chebyshev or $\ell_{\infty}$ estimator is an unconventional alternative to the ordinary least squares in solving linear regressions. It is defined as the minimizer of the $\ell_{\infty}$ objective function \begin{align*}…

Statistics Theory · Mathematics 2023-03-16 Yufei Yi , Matey Neykov

This paper reports on application of bootstrap nonlinear regression method to a design of an experiment dataset with fewer experimental runs. Design with desired properties was augmented and verified using graphical techniques. The…

The performance achieved with traditional model-based control system design approaches typically relies heavily upon accurate modeling of the motion dynamics. However, modeling the true dynamics of present-day increasingly complex systems…

Systems and Control · Electrical Eng. & Systems 2020-07-07 Xiaocong Li , Haiyue Zhu , Jun Ma , Tat Joo Teo , Chek Sing Teo , Masayoshi Tomizuka , Tong Heng Lee

We derive direct data-driven dissipativity analysis methods for Linear Parameter-Varying (LPV) systems using a single sequence of input-scheduling-output data. By means of constructing a semi-definite program subject to linear matrix…

Systems and Control · Electrical Eng. & Systems 2024-07-10 Chris Verhoek , Julian Berberich , Sofie Haesaert , Frank Allgöwer , Roland Tóth

In this paper, we establish an iterative data-driven approach to derive guaranteed bounds on nonlinearity measures of unknown nonlinear systems. In this context, nonlinearity measures quantify the strength of the nonlinearity of a dynamical…

Systems and Control · Electrical Eng. & Systems 2020-08-13 Tim Martin , Frank Allgöwer

In this paper, we consider a surrogate modeling approach using a data-driven nonparametric likelihood function constructed on a manifold on which the data lie (or to which they are close). The proposed method represents the likelihood…

Data Analysis, Statistics and Probability · Physics 2019-06-04 Shixiao W. Jiang , John Harlim

We develop a fully data-driven model of anisotropic finite viscoelasticity using neural ordinary differential equations as building blocks. We replace the Helmholtz free energy function and the dissipation potential with data-driven…

Soft Condensed Matter · Physics 2023-05-10 Vahidullah Tac , Manuel K. Rausch , Francisco Sahli-Costabal , Adrian B. Tepole

A number of optimization approaches have been proposed for optimizing nonconvex objectives (e.g. deep learning models), such as batch gradient descent, stochastic gradient descent and stochastic variance reduced gradient descent. Theory…

Machine Learning · Computer Science 2019-05-15 Jia Bi , Steve R. Gunn

The goal of robust motion planning consists of designing open-loop controls which optimally steer a system to a specific target region while mitigating uncertainties and disturbances which affect the dynamics. Recently, stochastic optimal…

Optimization and Control · Mathematics 2023-03-03 Clara Leparoux , Riccardo Bonalli , Bruno Hérissé , Frédéric Jean

Analyzing high-dimensional data with manifold learning algorithms often requires searching for the nearest neighbors of all observations. This presents a computational bottleneck in statistical manifold learning when observations of…

Machine Learning · Computer Science 2022-03-11 Fan Cheng , Anastasios Panagiotelis , Rob J Hyndman

We introduce a novel mesh-free and direct method for computing the shape derivative in PDE-constrained shape optimization problems. Our approach is based on a probabilistic representation of the shape derivative and is applicable for…

Optimization and Control · Mathematics 2026-01-27 Luka Schlegel , Volker Schulz , Frank T. Seifried , Maximilian Würschmidt