Related papers: Experiment design for impulse response identificat…
We propose an input design method for a general class of parametric probabilistic models, including nonlinear dynamical systems with process noise. The goal of the procedure is to select inputs such that the parameter posterior distribution…
Longitudinal or panel data can be represented as a matrix with rows indexed by units and columns indexed by time. We consider inferential questions associated with the missing data version of panel data induced by staggered adoption. We…
The investigation of input-output systems often requires a sophisticated choice of test inputs to make best use of limited experimental time. Here we present an iterative algorithm that continuously adjusts an ensemble of test inputs…
Many applications, including rank aggregation, crowd-labeling, and graphon estimation, can be modeled in terms of a bivariate isotonic matrix with unknown permutations acting on its rows and/or columns. We consider the problem of estimating…
Simulation-based inference enables learning the parameters of a model even when its likelihood cannot be computed in practice. One class of methods uses data simulated with different parameters to infer models of the likelihood-to-evidence…
We consider the sequential experimental design problem in the predict-then-optimize paradigm. In this paradigm, the outputs of the prediction model are used as coefficient vectors in a downstream linear optimization problem. Traditional…
The paper deals with the problem of output regulation in a "non-equilibrium" context for a special class of multivariable nonlinear systems stabilizable by high-gain feedback. A post-processing internal model design suitable for the…
We propose a robust data-driven output feedback control algorithm that explicitly incorporates inherent finite-sample model estimate uncertainties into the control design. The algorithm has three components: (1) a subspace identification…
We propose an active learning algorithm for linear system identification with optimal centered noise excitation. Notably, our algorithm, based on ordinary least squares and semidefinite programming, attains the minimal sample complexity…
In the context of high-dimensional linear regression models, we propose an algorithm of exact support recovery in the setting of noisy compressed sensing where all entries of the design matrix are independent and identically distributed…
The problem of identifying sparse solutions for the link structure and dynamics of an unknown linear, time-invariant network is posed as finding sparse solutions x to Ax=b. If the sensing matrix A satisfies a rank condition, this problem…
Consider a rectangular matrix describing some type of communication or transportation between a set of origins and a set of destinations, or a classification of objects by two attributes. The problem is to infer the entries of the matrix…
We propose novel optimal designs for longitudinal data for the common situation where the resources for longitudinal data collection are limited, by determining the optimal locations in time where measurements should be taken. As for all…
This work presents a novel algorithm for impulsive optimal control of linear time-varying systems with the inclusion of input magnitude constraints. Impulsive optimal control problems, where the optimal input solution is a sum of delta…
We study random designs that minimize the asymptotic variance of a de-biased lasso estimator when a large pool of unlabeled data is available but measuring the corresponding responses is costly. The optimal sampling distribution arises as…
We propose a method for constructing optimal block designs for experiments on networks. The response model for a given network interference structure extends the linear network effects model to incorporate blocks. The optimality criteria…
The focus of this research is sensor applications including radar and sonar. Optimal sensing means achieving the best signal quality with the least time and energy cost, which allows processing more data. This paper presents novel work by…
Impulse response estimation in high noise and in-the-wild settings, with minimal control of the underlying data distributions, is a challenging problem. We propose a novel framework for parameterizing and estimating impulse responses based…
Learning for control in repeated tasks allows for well-designed experiments to gather the most useful data. We consider the setting in which we use a data-driven controller that does not have access to the true system dynamics. Rather, the…
In neural information processing, an input modulates neural dynamics to generate a desired output. To unravel the dynamics and underlying neural connectivity enabling such input-output association, we proposed an exactly soluble…