Related papers: Time Dependent Variational Principle with Ancillar…
This research focuses on solving time-dependent partial differential equations (PDEs), in particular the time-dependent Schr\"odinger equation, using matrix product states (MPS). We propose an extension of Hermite Distributed Approximating…
We examine an analytic variational inference scheme for the Gaussian Process State Space Model (GPSSM) - a probabilistic model for system identification and time-series modelling. Our approach performs variational inference over both the…
In this paper, we introduce a method for adapting the step-sizes of temporal difference (TD) learning. The performance of TD methods often depends on well chosen step-sizes, yet few algorithms have been developed for setting the step-size…
In this study, a new extension of the Markov Renewal theory is introduced by allowing time to evolve in multiple dimensions. The resulting chains are referred to as multi-time Markov Renewal chains and since this extension is new, the state…
Dwell-time based stability conditions for a class of LPV systems with piecewise constant parameters under time-varying delay are derived using clock-dependent Lyapunov-Krasovskii functional. Sufficient synthesis conditions for…
Distributed parameter systems (DPS) are formulated as partial differential equations (PDE). Especially, under time-varying boundary conditions, PDE introduce force coupling. In the case of the flexible stacker crane (STC), nonlinear…
Consider a continuous time particle system $\eta^t=(\eta^t(k),k\in \mathbb{L})$, indexed by a lattice $\mathbb{L}$ which will be either $\mathbb{Z}$, $\mathbb{Z}/n\mathbb{Z}$, a segment $\{1,\cdots, n\}$, or $\mathbb{Z}^d$, and taking its…
Time bounded reachability is a fundamental problem in model checking continuous-time Markov chains (CTMCs) and Markov decision processes (CTMDPs) for specifications in continuous stochastic logics. It can be computed by numerically solving…
The goal of this paper is to investigate distributed temporal difference (TD) learning for a networked multi-agent Markov decision process. The proposed approach is based on distributed optimization algorithms, which can be interpreted as…
We present a scheme to perform an iterative variational optimization with infinite projected entangled-pair states (iPEPS), a tensor network ansatz for a two-dimensional wave function in the thermodynamic limit, to compute the ground state…
Continuous-time primal-dual gradient dynamics (PDGD) is an ubiquitous approach for dynamically solving constrained distributed optimization problems. Yet, the distributed nature of the dynamics makes it prone to communication uncertainties,…
Max-min-plus-scaling (MMPS) systems generalize max-plus, min-plus and max-min-plus models with more flexibility in modelling discrete-event dynamics. Especially, implicit MMPS models capture a wide range of real world discrete-event…
Value decomposition has long been a fundamental technique in multi-agent dynamic programming and reinforcement learning (RL). Specifically, the value function of a global state $(s_1,s_2,\ldots,s_N)$ is often approximated as the sum of…
Kinetic simulations of collisionless (or weakly collisional) plasmas using the Vlasov equation are often infeasible due to high resolution requirements and the exponential scaling of computational cost with respect to dimension. Recently,…
We study distributed differentiation, where agents in a networked system estimate the average of local time-varying signals and their derivatives under mild assumptions on the agents' signals and their first and second derivatives. Existing…
High-dimensional multivariate spatial-temporal data arise frequently in a wide range of applications; however, there are relatively few statistical methods that can simultaneously deal with spatial, temporal and variable-wise dependencies…
Piecewise deterministic Markov processes (PDMPs) are a class of stochastic processes with applications in several fields of applied mathematics spanning from mathematical modeling of physical phenomena to computational methods. A PDMP is…
Many modern time series arise on networks, where each component is attached to a node and interactions follow observed edges. Classical time-varying parameter VARs (TVP-VARs) treat all series symmetrically and ignore this structure, while…
This paper extends the Model Predictive Static Programming (MPSP) framework for nonlinear systems evolving on Euclidean spaces to simple mechanical systems evolving on Lie groups. Classical optimal control approaches based on Pontryagin's…
Recent advancements in multivariate time series forecasting have been propelled by Linear-based, Transformer-based, and Convolution-based models, with Transformer-based architectures gaining prominence for their efficacy in temporal and…