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Recovering a low-complexity signal from its noisy observations by regularization methods is a cornerstone of inverse problems and compressed sensing. Stable recovery ensures that the original signal can be approximated linearly by optimal…
We consider the problem of impulse response estimation of stable linear single-input single-output systems. It is a well-studied problem where flexible non-parametric models recently offered a leap in performance compared to the classical…
The so-called tuned-correlated kernel (sometimes also called the first-order stable spline kernel) is one of the most widely used kernels for the regularized impulse response estimation. This kernel can be derived by applying an exponential…
This paper proposes a ridgeless kernel method for solving infinite-horizon, deterministic, continuous-time models in economic dynamics, formulated as systems of differential-algebraic equations with asymptotic boundary conditions (e.g.,…
Coherent structures are solutions to reaction-diffusion systems that are time-periodic in an appropriate moving frame and spatially asymptotic at $x=\pm\infty$ to spatially periodic travelling waves. This paper is concerned with sources…
In presence of sparse noise we propose kernel regression for predicting output vectors which are smooth over a given graph. Sparse noise models the training outputs being corrupted either with missing samples or large perturbations. The…
Gaussian processes provide a flexible, non-parametric framework for the approximation of functions in high-dimensional spaces. The covariance kernel is the main engine of Gaussian processes, incorporating correlations that underpin the…
Neural networks have demonstrated remarkable success in modeling nonlinear dynamical systems. However, identifying these systems from closed-loop experimental data remains a challenge due to the correlations induced by the feedback loop.…
Scientific fields such as insider-threat detection and highway-safety planning often lack sufficient amounts of time-series data to estimate statistical models for the purpose of scientific discovery. Moreover, the available limited data…
Current methods for regularization in machine learning require quite specific model assumptions (e.g. a kernel shape) that are not derived from prior knowledge about the application, but must be imposed merely to make the method work. We…
In this paper we propose a methodology for stabilizing single-input single-output feedback linearizable systems when no system model is known and no prior data is available to identify a model. Conceptually, we have been greatly inspired by…
Robust stability problem of integral delay systems with uncertain kernel matrix functions is addressed in this paper. On the basis of characteristic equation and the argument principle, an algorithm is generated which is shown to outperform…
We present a simple model-free control algorithm that is able to robustly learn and stabilize an unknown discrete-time linear system with full control and state feedback subject to arbitrary bounded disturbance and noise sequences. The…
This paper considers a single-trajectory system identification problem for linear systems under general nonlinear and/or time-varying policies with i.i.d. random excitation noises. The problem is motivated by safe learning-based control for…
This work provides a framework for nonlinear model-free control of systems with unknown input-output dynamics, but outputs that can be controlled by the inputs. This framework leads to real-time control of the system such that a feasible…
In the present work, a simple algorithm for stabilizing an unknown linear time-invariant system is proposed, assuming only that this system is stabilizable. The suggested algorithm is based on first performing a partial identification of…
We propose a generalized partially linear functional single index risk score model for repeatedly measured outcomes where the index itself is a function of time. We fuse the nonparametric kernel method and regression spline method, and…
In supervised learning, the output variable to be predicted is often represented as a function, such as a spectrum or probability distribution. Despite its importance, functional output regression remains relatively unexplored. In this…
In this paper, we investigate the data-driven identification of asymmetric interaction kernels in the Motsch-Tadmor model based on observed trajectory data. The model under consideration is governed by a class of semilinear evolution…
Characterizing the long term behavior of dynamical systems given limited measurements is a common challenge throughout the physical and biological sciences. This is a challenging task due to the sparsity and noise inherent to empirical…