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In the multiple changepoint setting, various search methods have been proposed which involve optimising either a constrained or penalised cost function over possible numbers and locations of changepoints using dynamic programming. Such…
Projection-based model reduction has become a popular approach to reduce the cost associated with integrating large-scale dynamical systems so they can be used in many-query settings such as optimization and uncertainty quantification. For…
This work introduces a stochastic model predictive control scheme for dynamic chance constraints. We consider linear discrete-time systems affected by unbounded additive stochastic disturbance. To synthesize an optimal controller, we solve…
This paper proposes a penalized composite likelihood method for model selection in colored graphical Gaussian models. The method provides a sparse and symmetry-constrained estimator of the precision matrix, and thus conducts model selection…
This paper focuses on the identification of dynamical systems with tailor-made model structures, where neural networks are used to approximate uncertain components and domain knowledge is retained, if available. These model structures are…
A novel neural network (NN) approach is proposed for constrained optimization. The proposed method uses a specially designed NN architecture and training/optimization procedure called Neural Optimization Machine (NOM). The objective…
The continuous dynamics of natural systems has been effectively modelled using Neural Ordinary Differential Equations (Neural ODEs). However, for accurate and meaningful predictions, it is crucial that the models follow the underlying rules…
In this paper, we propose a framework for automatic classification of patients from multimodal genetic and brain imaging data by optimally combining them. Additive models with unadapted penalties (such as the classical group lasso penalty…
How to train deep neural networks (DNNs) to generalize well is a central concern in deep learning, especially for severely overparameterized networks nowadays. In this paper, we propose an effective method to improve the model…
Efficient probabilistic inference by variable elimination in graphical models requires an optimal elimination order. However, finding an optimal order is a challenging combinatorial optimisation problem for models with a large number of…
Spline basis exploration via Bayesian model selection is a widely employed strategy for determining the optimal set of basis terms in nonparametric regression. However, despite its widespread use, this approach often encounters performance…
The ubiquity of modular structure in real-world complex networks is being the focus of attention in many trials to understand the interplay between network topology and functionality. The best approaches to the identification of modular…
We address binary classification using neural ordinary differential equations from the perspective of simultaneous control of $N$ data points. We consider a single-neuron architecture with parameters fixed as piecewise constant functions of…
A new method for stochastic control based on neural networks and using randomisation of discrete random variables is proposed and applied to optimal stopping time problems. The method models directly the policy and does not need the…
We consider high-dimensional binary classification by sparse logistic regression. We propose a model/feature selection procedure based on penalized maximum likelihood with a complexity penalty on the model size and derive the non-asymptotic…
The links between optimal control of dynamical systems and neural networks have proved beneficial both from a theoretical and from a practical point of view. Several researchers have exploited these links to investigate the stability of…
The rapidly increasing computational demands for artificial intelligence (AI) have spurred the exploration of computing principles beyond conventional digital computers. Physical neural networks (PNNs) offer efficient neuromorphic…
Tree tensor networks, or tree-based tensor formats, are prominent model classes for the approximation of high-dimensional functions in computational and data science. They correspond to sum-product neural networks with a sparse connectivity…
Regularization plays a crucial role in supervised learning. Most existing methods enforce a global regularization in a structure agnostic manner. In this paper, we initiate a new direction and propose to enforce the structural simplicity of…
Translating machine learning algorithms into clinical applications requires addressing challenges related to interpretability, such as accounting for the effect of confounding variables (or metadata). Confounding variables affect the…