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Dynamical spectral estimation is a well-established numerical approach for estimating eigenvalues and eigenfunctions of the Markov transition operator from trajectory data. Although the approach has been widely applied in biomolecular…

Numerical Analysis · Mathematics 2023-10-03 Robert J. Webber , Erik H. Thiede , Douglas Dow , Aaron R. Dinner , Jonathan Weare

Video Action Counting (VAC) is crucial in analyzing sports, fitness, and everyday activities by quantifying repetitive actions in videos. However, traditional VAC methods have overlooked the complexity of action repetitions, such as…

Computer Vision and Pattern Recognition · Computer Science 2024-03-21 Hang Wang , Zhi-Qi Cheng , Youtian Du , Lei Zhang

The simulation of systems that act on multiple time scales is challenging. A stable integration of the fast dynamics requires a highly accurate approximation whereas for the simulation of the slow part, a coarser approximation is accurate…

Numerical Analysis · Mathematics 2024-06-21 Sina Ober-Blöbaum , Theresa Wenger , Tobias Gail , Sigrid Leyendecker

Inference, prediction and control of complex dynamical systems from time series is important in many areas, including financial markets, power grid management, climate and weather modeling, or molecular dynamics. The analysis of such highly…

Machine Learning · Statistics 2019-08-19 Hao Wu , Frank Noé

Most approaches for assessing causality in complex dynamical systems fail when the interactions between variables are inherently non-linear and non-stationary. Here we introduce Temporal Autoencoders for Causal Inference (TACI), a…

Machine Learning · Computer Science 2024-06-06 Josuan Calderon , Gordon J. Berman

Vector autoregressive (VAR) models are widely used in practical studies, e.g., forecasting, modelling policy transmission mechanism, and measuring connection of economic agents. To better capture the dynamics, this paper introduces a new…

Econometrics · Economics 2021-11-02 Yayi Yan , Jiti Gao , Bin Peng

Time-varying parameter vector autoregression provides a flexible framework to capture structural changes within time series. However, when applied to high-dimensional data, this model encounters challenges of over-parametrization and…

Methodology · Statistics 2025-05-14 Yiyong Luo , Jim E. Griffin

This paper presents a novel centralized, variational data assimilation approach for calibrating transient dynamic models in electrical power systems, focusing on load model parameters. With the increasing importance of inverter-based…

Optimization and Control · Mathematics 2023-11-15 Ahmed Attia , D. Adrian Maldonado , Emil Constantinescu , Mihai Anitescu

In this paper we combine two powerful computational techniques, well-tempered metadynamics and time lagged independent component analysis. The aim is to develop a new tool for studying rare events and exploring complex free energy…

Statistical Mechanics · Physics 2017-12-08 James McCarty , Michele Parrinello

Often the analysis of time-dependent chemical and biophysical systems produces high-dimensional time-series data for which it can be difficult to interpret which individual features are most salient. While recent work from our group and…

Technological advancements have led to the rise of wearable devices with sensors that continuously monitor user activities, generating vast amounts of unlabeled data. This data is challenging to interpret, and manual annotation is…

Machine Learning · Computer Science 2025-05-09 Soham Khisa , Avijoy Chakma

Tracking the solution of time-varying variational inequalities is an important problem with applications in game theory, optimization, and machine learning. Existing work considers time-varying games or time-varying optimization problems.…

Computer Science and Game Theory · Computer Science 2026-03-05 Hédi Hadiji , Sarah Sachs , Cristóbal Guzmán

Learning to perform perfect tracking tasks based on measurement data is desirable in the controller design of systems operating repetitively. This motivates the present paper to seek an optimization-based design approach for iterative…

Systems and Control · Electrical Eng. & Systems 2019-08-08 Deyuan Meng , Jingyao Zhang

A key issue in dimension reduction of dissipative dynamical systems with spectral gaps is the identification of slow invariant manifolds. We present theoretical and numerical results for a variational approach to the problem of computing…

Dynamical Systems · Mathematics 2012-11-30 Dirk Lebiedz , Jochen Siehr , Jonas Unger

The long-time behavior of the velocity autocorrelation function (VACF) is investigated by the molecular dynamics simulation of a two-dimensional system which has both a many-body interaction and a random potential. With strengthening the…

Statistical Mechanics · Physics 2009-11-13 Tatsuro Yuge , Akira Shimizu

The slow processes of metastable stochastic dynamical systems are difficult to access by direct numerical simulation due the sampling problem. Here, we suggest an approach for modeling the slow parts of Markov processes by approximating the…

Mathematical Physics · Physics 2012-12-03 Frank Noé , Feliks Nüske

The recently proposed identifiable variational autoencoder (iVAE) framework provides a promising approach for learning latent independent components (ICs). iVAEs use auxiliary covariates to build an identifiable generation structure from…

Machine Learning · Statistics 2022-10-17 Young-geun Kim , Ying Liu , Xuexin Wei

Variational integrators are well-suited for simulation of mechanical systems because they preserve mechanical quantities about a system such as momentum, or its change if external forcing is involved, and holonomic constraints. While they…

Optimization and Control · Mathematics 2017-09-04 Elliot Johnson , Jarvis Schultz , Todd Murphey

We introduce a variational algorithm to estimate the likelihood of a rare event within a nonequilibrium molecular dynamics simulation through the evaluation of an optimal control force. Optimization of a control force within a chosen basis…

Statistical Mechanics · Physics 2021-01-14 Avishek Das , David T. Limmer

The problem of broad practical interest in spatiotemporal data analysis, i.e., discovering interpretable dynamic patterns from spatiotemporal data, is studied in this paper. Towards this end, we develop a time-varying reduced-rank vector…

Machine Learning · Computer Science 2022-11-29 Xinyu Chen , Chengyuan Zhang , Xiaoxu Chen , Nicolas Saunier , Lijun Sun
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