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System identification plays a crucial role in physics and machine learning for discovering governing equations directly from data. A powerful approach is the Sparse Identification of Nonlinear Dynamics (SINDy) method, which assumes that…
When the scale of communication networks has been growing rapidly in the past decades, it becomes a critical challenge to extract fast and accurate estimation of key state parameters of network links, e.g., transmission delays and dropped…
In this contribution, we propose a kernel-based method for the identification of linear systems from noisy and incomplete input-output datasets. We model the impulse response of the system as a Gaussian process whose covariance matrix is…
This paper presents a machine learning framework for Bayesian systems identification from noisy, sparse and irregular observations of nonlinear dynamical systems. The proposed method takes advantage of recent developments in differentiable…
We develop a variational Bayesian (VB) approach for estimating large-scale dynamic network models in the network autoregression framework. The VB approach allows for the automatic identification of the dynamic structure of such a model and…
Hybrid systems are traditionally difficult to identify and analyze using classical dynamical systems theory. Moreover, recently developed model identification methodologies largely focus on identifying a single set of governing equations…
Many natural systems, such as neurons firing in the brain or basketball teams traversing a court, give rise to time series data with complex, nonlinear dynamics. We can gain insight into these systems by decomposing the data into segments…
System identification in scenarios where the observed number of variables is less than the degrees of freedom in the dynamics is an important challenge. In this work we tackle this problem by using a recognition network to increase the…
Statistical node clustering in discrete time dynamic networks is an emerging field that raises many challenges. Here, we explore statistical properties and frequentist inference in a model that combines a stochastic block model (SBM) for…
Various animals, including humans, have been suggested to perform Bayesian inferences to handle noisy, time-varying external information. In performing Bayesian inference, the prior distribution must be shaped by sampling noisy external…
This paper presents a hierarchical Bayesian modeling framework for the uncertainty quantification in modal identification of linear dynamical systems using multiple vibration data sets. This novel framework integrates the state-of-the-art…
Sparse system identification of nonlinear dynamic systems is still challenging, especially for stiff and high-order differential equations for noisy measurement data. The use of highly correlated functions makes distinguishing between true…
Understanding the dynamics of complex systems is a central task in many different areas ranging from biology via epidemics to economics and engineering. Unexpected behaviour of dynamic systems or even system failure is sometimes difficult…
Big data has become a critically enabling component of emerging mathematical methods aimed at the automated discovery of dynamical systems, where first principles modeling may be intractable. However, in many engineering systems, abrupt…
Network reconstruction is important to the understanding and control of collective dynamics in complex systems. Most real networks exhibit sparsely connected properties, and the connection parameter is a signal (0 or 1). Well-known…
The multi-modality and stochastic characteristics of human behavior make motion prediction a highly challenging task, which is critical for autonomous driving. While deep learning approaches have demonstrated their great potential in this…
This study presents a Bayesian maximum \textit{a~posteriori} (MAP) framework for dynamical system identification from time-series data. This is shown to be equivalent to a generalized Tikhonov regularization, providing a rational…
In this paper, we study the system identification problem for sparse linear time-invariant systems. We propose a sparsity promoting block-regularized estimator to identify the dynamics of the system with only a limited number of input-state…
Spiking neural networks (SNNs) promise low-power event-driven computation for temporally rich tasks, but commonly used neuron models often trade off gradient-based trainability, dynamical richness, and high activity sparsity. These…
There have been many attempts to identify high-dimensional network features via multivariate approaches. Specifically, when the number of voxels or nodes, denoted as p, are substantially larger than the number of images, denoted as n, it…