Related papers: Time Dependent Variational Principle with Ancillar…
Time-delay systems are, in many ways, a natural set of dynamical systems for natural scientists to study because they form an interface between abstract mathematics and data. However, they are complicated because past states must be…
A framework is proposed to generate a phenomenological model that extracts the essence of a dynamical system (DS) with large degrees of freedom using machine learning. For a given microscopic DS, the optimum transformation to a small number…
Spectral properties of the Hamiltonian function which characterizes a trapped ion are investigated. In order to study semiclassical dynamics of trapped ions, coherent state orbits are introduced as sub-manifolds of the quantum state space,…
Theoretical understanding of strongly correlated systems in one spatial dimension (1D) has been greatly advanced by the density-matrix renormalization group (DMRG) algorithm, which is a variational approach using a class of…
The goal of this paper is to study a distributed version of the gradient temporal-difference (GTD) learning algorithm for a class of multi-agent Markov decision processes (MDPs). The temporal-difference (TD) learning is a reinforcement…
Temporal Point Processes (TPP) are probabilistic generative frameworks. They model discrete event sequences localized in continuous time. Generally, real-life events reveal descriptive information, known as marks. Marked TPPs model time and…
We study the policy evaluation problem in multi-agent reinforcement learning, modeled by a Markov decision process. In this problem, the agents operate in a common environment under a fixed control policy, working together to discover the…
Adaptive time series forecasting is essential for prediction under regime changes. Several classical methods assume linear Gaussian state space model (LGSSM) with variances constant in time. However, there are many real-world processes that…
We combine matrix-product state (MPS) and Mean-Field (MF) methods to model the real-time evolution of a three-dimensional (3D) extended Hubbard system formed from one-dimensional (1D) chains arrayed in parallel with weak coupling in-between…
Predicting the dynamical properties of topological matter is a challenging task, not only in theoretical and experimental settings, but also numerically. This work proposes a variational approach based on a time-dependent correlated Ansatz,…
In this paper, we provide a unified analysis of temporal difference learning algorithms with linear function approximators by exploiting their connections to Markov jump linear systems (MJLS). We tailor the MJLS theory developed in the…
A numerical method is proposed to solve the full-Eulerian time-dependent Vlasov-Poisson system in high dimension. The algorithm relies on the construction of a tensor decomposition of the solution whose rank is adapted at each time step.…
Markov decision process over vector addition system with states (VASS MDP) is a finite state model combining non-deterministic and probabilistic behavior, augmented with non-negative integer counters that can be incremented or decremented…
Multivariate Time Series (MTS) forecasting involves modeling temporal dependencies within historical records. Transformers have demonstrated remarkable performance in MTS forecasting due to their capability to capture long-term…
Shrinkage for time-varying parameter (TVP) models is investigated within a Bayesian framework, with the aim to automatically reduce time-varying parameters to static ones, if the model is overfitting. This is achieved through placing the…
We present a variational principle for the extraction of a time-dependent orthonormal basis from random realizations of transient systems. The optimality condition of the variational principle leads to a closed-form evolution equation for…
Given a dataset on actions and resulting long-term rewards, a direct estimation approach fits value functions that minimize prediction error on the training data. Temporal difference learning (TD) methods instead fit value functions by…
A typical quantum state obeying the area law for entanglement on an infinite 2D lattice can be represented by a tensor network ansatz -- known as an infinite projected entangled pair state (iPEPS) -- with a finite bond dimension $D$. Its…
This paper presents an open data approach to model and solve the vehicle routing problem with time-dependent travel times (TDVRP). The proposed model is based on a multi-layer matrix composed of travel times, replacing the traditional…
Many real-world systems modeled using partial differential equations (PDEs) involve unknown parameters that must be estimated from limited, noisy system observations. While typically assumed to be constants, some of these unobserved…