Related papers: Quantifying Bounds of Model Gap for Synchronous Ge…
We develop a new quantifier for forward time uncertainty for trajectories that are solutions of models generated from data sets. Our uncertainty quantifier is defined on the phase space in which the trajectories evolve and we show that it…
We analyze phase transitions in the conditional entropy of a sequence caused by a change in the conditional variables. Such transitions happen, for example, when training to learn the parameters of a system, since the transition from the…
The sensitivity parameter is widely used for quantifying fine tuning. However, examples show it fails to give correct results under certain circumstances. We argue that the problems of the sensitivity parameter are almost identical to the…
As generative AI models are increasingly used to simulate real-world systems, quantifying the ``sim-to-real'' gap is critical. For each input setting of interest -- which we call a \emph{scenario}, such as a survey question or operating…
Modeling financial time series by stochastic processes is a challenging task and a central area of research in financial mathematics. As an alternative, we introduce Quant GANs, a data-driven model which is inspired by the recent success of…
This paper considers the problem of identifying the parameters of an uncertain linear system by means of feedback control. The problem is approached by considering time-varying controllers. It is shown that even when the uncertainty set is…
This paper discusses desirable properties of forecasting models in production systems. It then develops a family of models which are designed to satisfy these properties: highly customizable to capture complex patterns; accommodates a large…
Data-driven models analyze power grids under incomplete physical information, and their accuracy has been mostly validated empirically using certain training and testing datasets. This paper explores error bounds for data-driven models…
Changepoint detection is commonly formulated by minimizing the sum of in-sample losses to quantify the model's overall fit. However, for flexible modeling procedures -- especially those involving high-dimensional parameter spaces or…
This paper over-approximates the reachable sets of a continuous-time uncertain system using the sensitivity of its trajectories with respect to initial conditions and uncertain parameters. We first prove the equivalence between an existing…
Understanding the dynamics of road networks has theoretical implications for urban science and practical applications for sustainable long-term planning. Various generative models to explain road network growth have been introduced in the…
Correctly capturing the symmetry transformations of data can lead to efficient models with strong generalization capabilities, though methods incorporating symmetries often require prior knowledge. While recent advancements have been made…
The dynamics of power-grid networks is becoming an increasingly active area of research within the physics and network science communities. The results from such studies are typically insightful and illustrative, but are often based on…
This is a technical report that extends and clarifies the results presented in [1]. The model identification problem for asymptotically stable linear time invariant systems is considered. The system output is affected by an additive noise…
Renewable energy power is influenced by the atmospheric system, which exhibits nonlinear and time-varying features. To address this, a dynamic temporal correlation modeling framework is proposed for renewable energy scenario generation. A…
To quantify the fundamental evolution of time-varying networks, and detect abnormal behavior, one needs a notion of temporal difference that captures significant organizational changes between two successive instants. In this work, we…
The recent deep generative models for static graphs that are now being actively developed have achieved significant success in areas such as molecule design. However, many real-world problems involve temporal graphs whose topology and…
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…
Temporal networks are a class of time-varying networks, which change their topology according to a given time-ordered sequence of static networks (known as subsystems). This paper investigates the reachability and controllability of…
Physics-based and first-principles models pervade the engineering and physical sciences, allowing for the ability to model the dynamics of complex systems with a prescribed accuracy. The approximations used in deriving governing equations…