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Related papers: Dynamic Range Mode Enumeration

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In this short note, we discuss the basic approach to computational modeling of dynamical systems. If a dynamical system contains multiple time scales, ranging from very fast to slow, computational solution of the dynamical system can be…

Numerical Analysis · Mathematics 2012-05-15 Johan Jansson , Claes Johnson , Anders Logg

For many tasks of data analysis, we may only have the information of the explanatory variable and the evaluation of the response values are quite expensive. While it is impractical or too costly to obtain the responses of all units, a…

Computation · Statistics 2023-04-07 Wei Zheng , Ting Tian , Xueqin Wang

Dynamic Mode Decomposition (DMD) is a powerful tool for extracting spatial and temporal patterns from multi-dimensional time series, and it has been used successfully in a wide range of fields, including fluid mechanics, robotics, and…

Dynamical Systems · Mathematics 2021-09-07 Ziyou Wu , Steven L. Brunton , Shai Revzen

Many algorithms have been developed for enumerating various combinatorial objects in time exponentially less than the number of objects. Two common classes of algorithms are dynamic programming and the transfer matrix method. This paper…

Combinatorics · Mathematics 2017-05-16 Andrew R. Conway

This paper presents a randomized algorithm for computing the near-optimal low-rank dynamic mode decomposition (DMD). Randomized algorithms are emerging techniques to compute low-rank matrix approximations at a fraction of the cost of…

Numerical Analysis · Mathematics 2019-11-28 N. Benjamin Erichson , Lionel Mathelin , Steven L. Brunton , J. Nathan Kutz

Many applications require that we learn the parameters of a model from data. EM is a method used to learn the parameters of probabilistic models for which the data for some of the variables in the models is either missing or hidden. There…

Machine Learning · Computer Science 2013-01-30 Luis E. Ortiz , Leslie Pack Kaelbling

In this paper, we analyze dynamic programming as a novel approach to solve the problem of maximizing the profits of a bank. The mathematical model of the problem and the description of a bank's work is described in this paper. The problem…

General Finance · Quantitative Finance 2016-11-04 Oleg Malafeyev , Achal Awasthi

Incorporating a priori physics knowledge into machine learning leads to more robust and interpretable algorithms. In this work, we combine deep learning techniques and classic numerical methods for differential equations to address two…

Machine Learning · Computer Science 2026-05-04 Caitlin Ho , Andrea Arnold

This technical note reviews sate-of-the-art algorithms for linear approximation of high-dimensional dynamical systems using low-rank dynamic mode decomposition (DMD). While repeating several parts of our article "low-rank dynamic mode…

Machine Learning · Statistics 2021-08-23 Patrick Heas , Cedric Herzet

To the reduct problems of decision system, the paper proposes the notion of dynamic core according to the dynamic reduct model. It describes various formal definitions of dynamic core, and discusses some properties about dynamic core. All…

Artificial Intelligence · Computer Science 2007-05-23 Jiayang Wang

Traditional statistical estimation, or statistical inference in general, is static, in the sense that the estimate of the quantity of interest does not change the future evolution of the quantity. In some sequential estimation problems…

Machine Learning · Computer Science 2021-12-01 Aolin Xu

Dynamical low-rank approximation, as has been demonstrated recently, can be extremely efficient in solving kinetic equations. However, a major deficiency is that they do not preserve the structure of the underlying physical problem. For…

Numerical Analysis · Mathematics 2023-04-26 Lukas Einkemmer , Alexander Ostermann , Carmen Scalone

Social norms are powerful formalism in coordinating autonomous agents' behaviour to achieve certain objectives. In this paper, we propose a dynamic normative system to enable the reasoning of the changes of norms under different…

Artificial Intelligence · Computer Science 2016-04-19 Xiaowei Huang , Ji Ruan , Qingliang Chen , Kaile Su

In practice, machine learning methods commonly require anomaly detection (AD) to filter inputs or detect distributional shifts. Typically, this is implemented by running a separate AD model alongside the primary model. However, this…

Machine Learning · Computer Science 2026-03-19 Luca Hinkamp , Simon Klüttermann , Emmanuel Müller

In many practical situations, the useful signal is contained in a low-dimensional subspace, drown in noise and interference. Many questions related to the estimation and detection of the useful signal arise. Because of their particular…

Statistics Theory · Mathematics 2014-05-20 Damien Passemier , Abla Kammoun , Mérouane Debbah

Encoding a sequence of observations is an essential task with many applications. The encoding can become highly efficient when the observations are generated by a dynamical system. A dynamical system imposes regularities on the observations…

Machine Learning · Statistics 2018-05-29 Arash Mehrjou , Friedrich Solowjow , Sebastian Trimpe , Bernhard Schölkopf

Deep learning has provided new ways of manipulating, processing and analyzing data. It sometimes may achieve results comparable to, or surpassing human expert performance, and has become a source of inspiration in the era of artificial…

Deep reinforcement learning has shown remarkable success in the past few years. Highly complex sequential decision making problems have been solved in tasks such as game playing and robotics. Unfortunately, the sample complexity of most…

Machine Learning · Computer Science 2020-12-03 Aske Plaat , Walter Kosters , Mike Preuss

The aim of this paper is to share with the mathematical community a list of 33 problems that I have found along the years during my research. I believe that it is worth to think about them and, hopefully, it will be possible either to solve…

Dynamical Systems · Mathematics 2020-12-07 Armengol Gasull

We revisit the setting and the assumptions that underlie the methodology of Dynamic Mode Decomposition (DMD) in order to highlight caveats as well as potential measures of when the applicability is warranted.

Methodology · Statistics 2021-05-05 Amirhossein Karimi , Tryphon T. Georgiou