Related papers: Empirical Mode Modeling: A data-driven approach to…
Nearly all identifiability results in unsupervised representation learning inspired by, e.g., independent component analysis, factor analysis, and causal representation learning, rely on assumptions of additive independent noise or…
We develop a methodology to construct low-dimensional predictive models from data sets representing essentially nonlinear (or non-linearizable) dynamical systems with a hyperbolic linear part that are subject to external forcing with…
The aim of this paper is to propose a new data-driven control scheme for multi-input-multi-output linear time-invariant systems whose system model are completely unknown. Using a non-minimal input-output realization, the proposed method can…
To improve the physical understanding and the predictions of complex dynamic systems, such as ocean dynamics and weather predictions, it is of paramount interest to identify interpretable models from coarsely and off-grid sampled…
The accuracy of simulation-based forecasting in chaotic systems is heavily dependent on high-quality estimates of the system state at the time the forecast is initialized. Data assimilation methods are used to infer these initial conditions…
A novel approach to reduced-order modeling of high-dimensional time varying systems is proposed. It leverages the formalism of the Dynamic Mode Decomposition technique together with the concept of balanced realization. It is assumed that…
We propose a general dynamic reduced-order modeling framework for typical experimental data: time-resolved sensor data and optional non-time-resolved PIV snapshots. This framework contains four steps. First, the sensor signals are lifted to…
In recent years, autoregressive models have had a profound impact on the description of astronomical time series as the observation of a stochastic process. These methods have advantages compared with common Fourier techniques concerning…
The discovery of governing equations from data has been an active field of research for decades. One widely used methodology for this purpose is sparse regression for nonlinear dynamics, known as SINDy. Despite several attempts, noisy and…
Many intelligent user interfaces employ application and user models to determine the user's preferences, goals and likely future actions. Such models require application analysis, adaptation and expansion. Building and maintaining such…
In social science, formal and quantitative models, such as ones describing economic growth and collective action, are used to formulate mechanistic explanations, provide predictions, and uncover questions about observed phenomena. Here, we…
System inference for nonlinear dynamic models, represented by ordinary differential equations (ODEs), remains a significant challenge in many fields, particularly when the data are noisy, sparse, or partially observable. In this paper, we…
Thanks to novel, powerful brain activity recording techniques, we can create data-driven models from thousands of recording channels and large portions of the cortex, which can improve our understanding of brain-states neuromodulation and…
We present a computational technique for modeling the evolution of dynamical systems in a reduced basis, with a focus on the challenging problem of modeling partially-observed partial differential equations (PDEs) on high-dimensional…
Nonlinear state-space modelling is a very powerful black-box modelling approach. However powerful, the resulting models tend to be complex, described by a large number of parameters. In many cases interpretability is preferred over…
Effectively modeling phenomena present in highly nonlinear dynamical systems whilst also accurately quantifying uncertainty is a challenging task, which often requires problem-specific techniques. We present a novel, domain-agnostic…
Identifying a linear system model from data has wide applications in control theory. The existing work on finite sample analysis for linear system identification typically uses data from a single system trajectory under i.i.d random inputs,…
Dynamic mode decomposition (DMD) is a popular approach to analyzing and modeling fluid flows. In practice, datasets are almost always corrupted to some degree by noise. The vanilla DMD is highly noise-sensitive, which is why many…
For a model nonlinear dynamical system, we show how one may obtain its bifurcation behavior by introducing noise into the dynamics and then studying the resulting Langevin dynamics in the weak-noise limit. A suitable quantity to capture the…
Inferring dynamical models from low-resolution temporal data continues to be a significant challenge in biophysics, especially within transcriptomics, where separating molecular programs from noise remains an important open problem. We…