Related papers: Bridging data science and dynamical systems theory
The classical notions of structural controllability and structural observability are receiving increasing attention in Network Science, since they provide a mathematical basis to answer how the network structure of a dynamic system affects…
We address the problem of learning the dynamics of an unknown non-parametric system linking a target and a feature time series. The feature time series is measured on a sparse and irregular grid, while we have access to only a few points of…
In applications of nonlinear and complex dynamical systems, a common situation is that the system can be measured but its structure and the detailed rules of dynamical evolution are unknown. The inverse problem is to determine the system…
In this article, we discuss some of the recent developments in applying machine learning (ML) techniques to nonlinear dynamical systems. In particular, we demonstrate how to build a suitable ML framework for addressing two specific…
Identifying and understanding modular organizations is centrally important in the study of complex systems. Several approaches to this problem have been advanced, many framed in information-theoretic terms. Our treatment starts from the…
We introduce a statistical physics inspired supervised machine learning algorithm for classification and regression problems. The method is based on the invariances or stability of predicted results when known data is represented as…
Existing work on data-driven optimization focuses on problems in static environments, but little attention has been paid to problems in dynamic environments. This paper proposes a data-driven optimization algorithm to deal with the…
Forecasting and optimisation are two major fields of operations research that are widely used in practice. These methods have contributed to each other growth in several ways. However, the nature of the relationship between these two fields…
In a first part the scope of classical thermodynamics and statistical mechanics is discussed in the broader context of formal dynamical systems, including computer programmes. In this context classical thermodynamics appears as a particular…
Data assimilation refers to the problem of finding trajectories of a prescribed dynamical model in such a way that the output of the model (usually some function of the model states) follows a given time series of observations. Typically…
Industrial machine learning systems face data challenges that are often under-explored in the academic literature. Common data challenges are data distribution shifts, missing values and anomalies. In this paper, we discuss data challenges…
Modeling dynamical systems is important in many disciplines, e.g., control, robotics, or neurotechnology. Commonly the state of these systems is not directly observed, but only available through noisy and potentially high-dimensional…
We study the problem of system identification for stochastic continuous-time dynamics, based on a single finite-length state trajectory. We present a method for estimating the possibly unstable open-loop matrix by employing properly…
Modern scientific computational methods are undergoing a transformative change; big data and statistical learning methods now have the potential to outperform the classical first-principles modeling paradigm. This book bridges this…
We review the application of Statistical Mechanics methods to the study of online learning of a drifting concept in the limit of large systems. The model where a feed-forward network learns from examples generated by a time dependent…
Multiscale stochastic dynamical systems have been widely adopted to a variety of scientific and engineering problems due to their capability of depicting complex phenomena in many real world applications. This work is devoted to…
Koopman spectral theory has provided a new perspective in the field of dynamical systems in recent years. Modern dynamical systems are becoming increasingly non-linear and complex, and there is a need for a framework to model these systems…
Many real-world systems, such as moving planets, can be considered as multi-agent dynamic systems, where objects interact with each other and co-evolve along with the time. Such dynamics is usually difficult to capture, and understanding…
We propose a novel framework for learning stabilizable nonlinear dynamical systems for continuous control tasks in robotics. The key idea is to develop a new control-theoretic regularizer for dynamics fitting rooted in the notion of…
Statistical learning theory is the foundation of machine learning, providing theoretical bounds for the risk of models learned from a (single) training set, assumed to issue from an unknown probability distribution. In actual deployment,…