Related papers: On the benefit of overparameterization in state re…
We develop a general framework for state estimation in systems modeled with noise-polluted continuous time dynamics and discrete time noisy measurements. Our approach is based on maximum likelihood estimation and employs the calculus of…
We develop methods to efficiently reconstruct the topology and line parameters of a power grid from the measurement of nodal variables. We propose two compressed sensing algorithms that minimize the amount of necessary measurement resources…
This article investigates the use of a model-based neural-network for the traffic reconstruction problem using noisy measurements coming from probe vehicles. The traffic state is assumed to be the density only, modeled by a partial…
An artificial neural network architecture, parameterization networks, is proposed for simulating extrapolated dynamics beyond observed data in dynamical systems. Parameterization networks are used to ensure the long term integrity of…
Data-driven, model-free analytics are natural choices for discovery and forecasting of complex, nonlinear systems. Methods that operate in the system state-space require either an explicit multidimensional state-space, or, one approximated…
We propose to use deep learning to estimate parameters in statistical models when standard likelihood estimation methods are computationally infeasible. We show how to estimate parameters from max-stable processes, where inference is…
Complex and nonlinear dynamical systems often involve parameters that change with time, accurate tracking of which is essential to tasks such as state estimation, prediction, and control. Existing machine-learning methods require full state…
This paper discusses a novel initialization algorithm for the estimation of nonlinear state-space models. Good initial values for the model parameters are obtained by identifying separately the linear dynamics and the nonlinear terms in the…
We present a hybrid scheme for the parameter and state estimation of nonlinear continuous-time systems, which is inspired by the supervisory setup used for control. State observers are synthesized for some nominal parameter values and a…
An observability condition number is defined for physical systems modeled by network dynamics. Assuming the dynamical equations of the network are known and a noisy trajectory is observed at a subset of the nodes, we calculate the expected…
Machine learning tasks are generally formulated as optimization problems, where one searches for an optimal function within a certain functional space. In practice, parameterized functional spaces are considered, in order to be able to…
The paper considers the problem of performing a task defined on a model parameter that is only observed indirectly through noisy data in an ill-posed inverse problem. A key aspect is to formalize the steps of reconstruction and task as…
Parametric models abstract part of the specification of dynamical models by integral parameters. They are for example used in computational systems biology, notably with parametric regulatory networks, which specify the global architecture…
This paper details how to parameterize the posterior distribution of state-space systems to generate improved optimization problems for system identification using variational inference. Three different parameterizations of the assumed…
In all but the most trivial optimization problems, the structure of the solutions exhibit complex interdependencies between the input parameters. Decades of research with stochastic search techniques has shown the benefit of explicitly…
Recurrent neural networks are a widely used class of neural architectures. They have, however, two shortcomings. First, they are often treated as black-box models and as such it is difficult to understand what exactly they learn as well as…
Large scale dynamical systems (e.g. many nonlinear coupled differential equations) can often be summarized in terms of only a few state variables (a few equations), a trait that reduces complexity and facilitates exploration of behavioral…
We consider the reduction of parametric families of linear dynamical systems having an affine parameter dependence that differ from one another by a low-rank variation in the state matrix. Usual approaches for parametric model reduction…
We develop a mathematical and numerical framework to solve state estimation problems for applications that present variations in the shape of the spatial domain. This situation arises typically in a biomedical context where inverse problems…
This paper addresses the problem of online learning in a dynamic setting. We consider a social network in which each individual observes a private signal about the underlying state of the world and communicates with her neighbors at each…