Related papers: Learning physically consistent mathematical models…
Machine-learning technologies for learning dynamical systems from data play an important role in engineering design. This research focuses on learning continuous linear models from data. Stability, a key feature of dynamic systems, is…
We propose a sequential learning policy for noisy discrete global optimization and ranking and selection (R\&S) problems with high dimensional sparse belief functions, where there are hundreds or even thousands of features, but only a small…
Modern machine learning models may be susceptible to learning spurious correlations that hold on average but not for the atypical group of samples. To address the problem, previous approaches minimize the empirical worst-group risk. Despite…
Sparse optimization receives increasing attention in many applications such as compressed sensing, variable selection in regression problems, and recently neural network compression in machine learning. For example, the problem of…
We study the problem of estimating from data, a sparse approximation to the inverse covariance matrix. Estimating a sparsity constrained inverse covariance matrix is a key component in Gaussian graphical model learning, but one that is…
Scientists and statisticians often want to learn about the complex relationships that connect two time-varying variables. Recent work on sparse functional historical linear models confirms that they are promising for this purpose, but…
Advances in sensing technology have made it possible to collect large volumes of high-dimensional time-series data. In fields like genetics and neuroscience, key questions concern whether directed relationships between variables can be…
Data assimilation algorithms estimate the state of a dynamical system from partial observations, where the successful performance of these algorithms hinges on costly parameter tuning and on employing an accurate model for the dynamics.…
We develop tools for selective inference in the setting of group sparsity, including the construction of confidence intervals and p-values for testing selected groups of variables. Our main technical result gives the precise distribution of…
Gaussian graphical models are relevant tools to learn conditional independence structure between variables. In this class of models, Bayesian structure learning is often done by search algorithms over the graph space. The conjugate prior…
The modern machine learning methods allow one to obtain the data-driven models in various ways. However, the more complex the model is, the harder it is to interpret. In the paper, we describe the algorithm for the mathematical equations…
Robust physics (e.g., governing equations and laws) discovery is of great interest for many engineering fields and explainable machine learning. A critical challenge compared with general training is that the term and format of governing…
In this work we propose a novel approach for modeling spatio-temporal data characterized by group structures. In particular, we extend classical mixed effect regression models by introducing a space-time nonparametric component, regularized…
Learning dynamics from dissipative chaotic systems is notoriously difficult due to their inherent instability, as formalized by their positive Lyapunov exponents, which exponentially amplify errors in the learned dynamics. However, many of…
We propose a Machine Learning approach for optimal macroeconomic density forecasting in a high-dimensional setting where the underlying model exhibits a known group structure. Our approach is general enough to encompass specific forecasting…
In the machine learning era, sparsity continues to attract significant interest due to the benefits it provides to learning models. Algorithms aiming to optimise the \(\ell_0\)- and \(\ell_1\)-norm are the common choices to achieve…
Learning invariant representations is an important requirement when training machine learning models that are driven by spurious correlations in the datasets. These spurious correlations, between input samples and the target labels, wrongly…
We present a framework for fine-tuning flow-matching generative models to enforce physical constraints and solve inverse problems in scientific systems. Starting from a model trained on low-fidelity or observational data, we apply a…
In this paper, we focus our attention on the high-dimensional double sparse linear regression, that is, a combination of element-wise and group-wise sparsity. To address this problem, we propose an IHT-style (iterative hard thresholding)…
We propose a physics-informed consistency modeling framework for solving partial differential equations (PDEs) via fast, few-step generative inference. We identify a key stability challenge in physics-constrained consistency training, where…