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Sub-seasonal climate forecasting (SSF) is the prediction of key climate variables such as temperature and precipitation on the 2-week to 2-month time horizon. Skillful SSF would have substantial societal value in areas such as agricultural…
The purpose of this paper is to study a Markovian metapopulation model on a directed graph with edge-supported transfers and deterministic intra-nodal population dynamics. We first state tractable stability conditions for two typical…
This paper proposes an observer-based framework for solving Partially Observable Markov Decision Processes (POMDPs) when an accurate model is not available. We first propose to use a Moving Horizon Estimation-Model Predictive Control…
Forecasting the weather is an increasingly data intensive exercise. Numerical Weather Prediction (NWP) models are becoming more complex, with higher resolutions, and there are increasing numbers of different models in operation. While the…
We present a model-free reinforcement learning algorithm to find an optimal policy for a finite-horizon Markov decision process while guaranteeing a desired lower bound on the probability of satisfying a signal temporal logic (STL)…
Nature, as far as we know, evolves continuously through space and time. Yet the ubiquitous hidden Markov model (HMM)--originally developed for discrete time and space analysis in natural language processing--remains a central tool in…
This paper proposes a novel low-rank approximation to the multivariate State-Space Model. The Stochastic Partial Differential Equation (SPDE) approach is applied component-wise to the independent-in-time Mat\'ern Gaussian innovation term in…
Model-based learning algorithms have been shown to use experience efficiently when learning to solve Markov Decision Processes (MDPs) with finite state and action spaces. However, their high computational cost due to repeatedly solving an…
A fundamental assumption of reinforcement learning in Markov decision processes (MDPs) is that the relevant decision process is, in fact, Markov. However, when MDPs have rich observations, agents typically learn by way of an abstract state…
We propose a new flexible tensor model for multiple-equation regression that accounts for latent regime changes. The model allows for dynamic coefficients and multi-dimensional covariates that vary across equations. We assume the…
Learning representations of underlying environmental dynamics from partial observations is a critical challenge in machine learning. In the context of Partially Observable Markov Decision Processes (POMDPs), state representations are often…
Given nonstationary data from molecular dynamics simulations, a Markovian Langevin model is constructed that aims to reproduce the time evolution of the underlying process. While at equilibrium the free energy landscape is sampled,…
This paper deals with state estimation of stochastic models with linear state dynamics, continuous or discrete in time. The emphasis is laid on a numerical solution to the state prediction by the time-update step of the grid-point-based…
This paper studies the computation of robust deterministic policies for Markov Decision Processes (MDPs) in the Lightning Does Not Strike Twice (LDST) model of Mannor, Mebel and Xu (ICML '12). In this model, designed to provide robustness…
Climate models have become an important tool in the study of climate and climate change, and ensemble experiments consisting of multiple climate-model runs are used in studying and quantifying the uncertainty in climate-model output.…
We develop multiple Deep Learning (DL) models that advance the state-of-the-art predictions of the global auroral particle precipitation. We use observations from low Earth orbiting spacecraft of the electron energy flux to develop a model…
Learning dynamical systems from incomplete or noisy data is inherently ill-posed, as a single observation may correspond to multiple plausible futures. While physics-based ensemble forecasting relies on perturbing initial states to capture…
Bayesian analysis of state-space models includes computing the posterior distribution of the system's parameters as well as filtering, smoothing, and predicting the system's latent states. When the latent states wander around $\mathbb{R}^n$…
Maximum likelihood estimation (MLE) of latent variable models is often recast as the minimization of a free energy functional over an extended space of parameters and probability distributions. This perspective was recently combined with…
Although many real-world stochastic planning problems are more naturally formulated by hybrid models with both discrete and continuous variables, current state-of-the-art methods cannot adequately address these problems. We present the…