Related papers: Identification of Probability weighted ARX models …

Mathematical models are crucial for optimizing and controlling chemical processes, yet they often face significant limitations in terms of computational time, algorithm complexity, and development costs. Hybrid models, which combine…

We introduce a class of algorithms, termed proximal interacting particle Langevin algorithms (PIPLA), for inference and learning in latent variable models whose joint probability density is non-differentiable. Leveraging proximal Markov…

Selection bias can hinder accurate estimation of association parameters in binary disease risk models using non-probability samples like electronic health records (EHRs). The issue is compounded when participants are recruited from multiple…

Probabilistic models based on continuous latent spaces, such as variational autoencoders, can be understood as uncountable mixture models where components depend continuously on the latent code. They have proven to be expressive tools for…

Ancestry-specific proteome-wide association studies (PWAS) based on genetically predicted protein expression can reveal complex disease etiology specific to certain ancestral groups. These studies require ancestry-specific models for…

Physics-informed deep learning has emerged as a promising framework for solving partial differential equations (PDEs). Nevertheless, training these models on complex problems remains challenging, often leading to limited accuracy and…

Control invariant set is critical for guaranteeing safe control and the problem of computing control invariant set for linear discrete-time system is revisited in this paper by using a data-driven approach. Specifically, sample points on…

A novel procedure for the online identification of a class of discrete-time switched linear systems, which simultaneously estimates the parameters and switching manifolds of the systems, is proposed in this paper. Firstly, to estimate the…

We study the problem of high-dimensional Principal Component Analysis (PCA) with missing observations. In simple, homogeneous missingness settings with a noise level of constant order, we show that an existing inverse-probability weighted…

While the identification of nonlinear dynamical systems is a fundamental building block of model-based reinforcement learning and feedback control, its sample complexity is only understood for systems that either have discrete states and…

Piecewise Barrier Tubes (PBT) is a new technique for flowpipe overapproximation for nonlinear systems with polynomial dynamics, which leverages a combination of barrier certificates. PBT has advantages over traditional time-step based…

We propose a generalization of the recently developed system identification method called Sign-Perturbed Sums (SPS). The proposed construction is based on the instrumental variables estimate and, unlike the original SPS, it can construct…

Variable selection naturally arises as a useful subject when faced with data with massive predictor space. In addition to the massive dimensionality, the data may be characterized by intra-subject correlation, and cure fraction, which are…

Probabilistic modeling is iterative. A scientist posits a simple model, fits it to her data, refines it according to her analysis, and repeats. However, fitting complex models to large data is a bottleneck in this process. Deriving…

As an alternative to PINNs, a Deep Ritz framework is proposed to solve fully nonlinear PDEs. A least-squares algorithm is advocated to decouple the nonlinearities from the variational features of several fully nonlinear PDEs. A splitting…

This paper introduces a novel framework for model adaptivity in the context of heterogeneous multiscale problems. The framework is based on the idea to interpret model adaptivity as a minimization problem of local error indicators, that are…

Uncertainty is unavoidable in modeling dynamical systems and it may be represented mathematically by differential inclusions. In the past, we proposed an algorithm to compute validated solutions of differential inclusions; here we provide…

Accurate models are essential for design, performance prediction, control, and diagnostics in complex engineering systems. Physics-based models excel during the design phase but often become outdated during system deployment due to changing…

A numerically efficient inverse method for parametric model uncertainty identification using maximum likelihood estimation is presented. The goal is to identify a probability model for a fixed number of model parameters based on a set of…

A new class of implicit-explicit (IMEX) methods combined with a p-adaptive mixed finite element formulation is proposed to simulate the diffusion of reacting species. Hierarchical polynomial functions are used to construct an…