Related papers: Continuous-time system identification with neural …
Recently there has been substantial interest in spectral methods for learning dynamical systems. These methods are popular since they often offer a good tradeoff between computational and statistical efficiency. Unfortunately, they can be…
To model time series accurately is important within a wide range of fields. As the world is generally too complex to be modelled exactly, it is often meaningful to assess the probability of a dynamical system to be in a specific state. This…
Representations of sequential data are commonly based on the assumption that observed sequences are realizations of an unknown underlying stochastic process, where the learning problem includes determination of the model parameters. In this…
Implicit models are a general class of learning models that forgo the hierarchical layer structure typical in neural networks and instead define the internal states based on an ``equilibrium'' equation, offering competitive performance and…
Critical points separate distinct dynamical regimes of complex systems, often delimiting functional or macroscopic phases in which the system operates. However, the long-term prediction of critical regimes and behaviors is challenging given…
Identifying the underlying dynamics of physical systems can be challenging when only provided with observational data. In this work, we consider systems that can be modelled as first-order ordinary differential equations. By assuming a…
This paper investigates maximum likelihood estimation for direct system identification in networks of dynamical systems. We establish that the proposed approach is both consistent and efficient. In addition, it is more generally applicable…
The use of recurrent neural networks to represent the dynamics of unstable systems is difficult due to the need to properly initialize their internal states, which in most of the cases do not have any physical meaning, consequent to the…
This paper proposes a data-driven control framework to regulate an unknown, stochastic linear dynamical system to the solution of a (stochastic) convex optimization problem. Despite the centrality of this problem, most of the available…
The theory of network identification, namely identifying the (weighted) interaction topology among a known number of agents, has been widely developed for linear agents. However, the theory for nonlinear agents using probing inputs is far…
Neuroscientists classify neurons into different types that perform similar computations at different locations in the visual field. Traditional methods for neural system identification do not capitalize on this separation of 'what' and…
There is an implicit assumption that by unfolding recurrent neural networks (RNN) in finite time, the misspecification of choosing a zero value for the initial hidden state is mitigated by later time steps. This assumption has been shown to…
This paper provides statistical guarantees on the accuracy of dynamical models learned from dependent data sequences. Specifically, we develop uniform error bounds that apply to quantized models and imperfect optimization algorithms…
Models play an essential role in the design process of cyber-physical systems. They form the basis for simulation and analysis and help in identifying design problems as early as possible. However, the construction of models that comprise…
In this work, a new two-stage identification method based on dynamic programming and sparsity inducing is proposed for switched linear systems. Our method achieves sparsity inducing in the identification of switched linear systems by the…
The empirical success of machine learning models with many more parameters than measurements has generated an interest in the theory of overparameterisation, i.e., underdetermined models. This paradigm has recently been studied in domains…
Most current methods for identifying coherent structures in spatially-extended systems rely on prior information about the form which those structures take. Here we present two new approaches to automatically filter the changing…
Accurate state estimation is critical for optimal policy design in dynamic systems. However, obtaining true system states is often impractical or infeasible, complicating the policy learning process. This paper introduces a novel neural…
Neural network models become increasingly popular as dynamic modeling tools in the control community. They have many appealing features including nonlinear structures, being able to approximate any functions. While most researchers hold…
Recurrent neural policies are widely used in partially observable control and meta-RL tasks. Their abilities to maintain internal memory and adapt quickly to unseen scenarios have offered them unparalleled performance when compared to…