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We propose a novel framework for Network Stochastic Differential Equations (N-SDE), where each node in a network is governed by an SDE influenced by interactions with its neighbors. The evolution of each node is driven by the interplay of…

Methodology · Statistics 2025-06-03 Francesco Iafrate , Stefano Iacus

In this paper, we study representation learning for multi-task decision-making in non-stationary environments. We consider the framework of sequential linear bandits, where the agent performs a series of tasks drawn from distinct sets…

Machine Learning · Computer Science 2022-04-19 Yuzhen Qin , Tommaso Menara , Samet Oymak , ShiNung Ching , Fabio Pasqualetti

In this paper, we present a framework for multi-agent learning in a nonstationary dynamic network environment. More specifically, we examine projected gradient play in smooth monotone repeated network games in which the agents'…

Computer Science and Game Theory · Computer Science 2024-08-13 Feras Al Taha , Kiran Rokade , Francesca Parise

Modeling the complex interactions of systems of particles or agents is a fundamental scientific and mathematical problem that is studied in diverse fields, ranging from physics and biology, to economics and machine learning. In this work,…

Machine Learning · Statistics 2020-10-09 Jason Miller , Sui Tang , Ming Zhong , Mauro Maggioni

This paper studies the problem of recursively estimating the weighted adjacency matrix of a network out of a temporal sequence of binary-valued observations. The observation sequence is generated from nonlinear networked dynamics in which…

Systems and Control · Electrical Eng. & Systems 2019-12-06 Yu Xing , Xingkang He , Haitao Fang , Karl Henrik Johansson

Analyzing signals arising from dynamical systems typically requires many modeling assumptions and parameter estimation. In high dimensions, this modeling is particularly difficult due to the "curse of dimensionality". In this paper, we…

Systems and Control · Computer Science 2016-12-21 Tal Shnitzer , Ronen Talmon , Jean-Jacques Slotine

Modelling long-range dependencies is critical for scene understanding tasks in computer vision. Although CNNs have excelled in many vision tasks, they are still limited in capturing long-range structured relationships as they typically…

Computer Vision and Pattern Recognition · Computer Science 2022-09-16 Li Zhang , Dan Xu , Anurag Arnab , Philip H. S. Torr

Differential equations are a ubiquitous tool to study dynamics, ranging from physical systems to complex systems, where a large number of agents interact through a graph with non-trivial topological features. Data-driven approximations of…

Statistical Mechanics · Physics 2024-04-26 Vaiva Vasiliauskaite , Nino Antulov-Fantulin

We consider the problem of learning a realization of a partially observed dynamical system with linear state transitions and bilinear observations. Under very mild assumptions on the process and measurement noises, we provide a finite time…

Machine Learning · Computer Science 2024-09-26 Yahya Sattar , Yassir Jedra , Sarah Dean

We study the problem of designing interval-valued observers that simultaneously estimate the system state and learn an unknown dynamic model for partially unknown nonlinear systems with dynamic unknown inputs and bounded noise signals.…

Systems and Control · Electrical Eng. & Systems 2020-04-09 Mohammad Khajenejad , Zeyuan Jin , Sze Zheng Yong

We study the fundamental problem of learning a marginally stable unknown nonlinear dynamical system. We describe an algorithm for this problem, based on the technique of spectral filtering, which learns a mapping from past observations to…

Machine Learning · Computer Science 2025-08-19 Evan Dogariu , Anand Brahmbhatt , Elad Hazan

Nonlinear differential equations are encountered as models of fluid flow, spiking neurons, and many other systems of interest in the real world. Common features of these systems are that their behaviors are difficult to describe exactly and…

Systems and Control · Electrical Eng. & Systems 2024-09-17 Zexin Sun , Mingyu Chen , John Baillieul

Most real world phenomena such as sunlight distribution under a forest canopy, minerals concentration, stock valuation, exhibit nonstationary dynamics i.e. phenomenon variation changes depending on the locality. Nonstationary dynamics pose…

Machine Learning · Computer Science 2018-11-05 Sahil Garg

Learning network dynamics from the empirical structure and spatio-temporal observation data is crucial to revealing the interaction mechanisms of complex networks in a wide range of domains. However, most existing methods only aim at…

Machine Learning · Computer Science 2024-11-22 Jiaxu Cui , Bingyi Sun , Jiming Liu , Bo Yang

Dynamical systems with interacting agents are universal in nature, commonly modeled by a graph of relationships between their constituents. Recently, various works have been presented to tackle the problem of inferring those relationships…

Machine Learning · Computer Science 2022-11-28 Seungwoong Ha , Hawoong Jeong

We consider the problem of learning a graph from a finite set of noisy graph signal observations, the goal of which is to find a smooth representation of the graph signal. Such a problem is motivated by the desire to infer relational…

Machine Learning · Computer Science 2023-02-08 Xiaolu Wang , Yuen-Man Pun , Anthony Man-Cho So

Recent work has focused on data-driven learning of the evolution of unknown systems via deep neural networks (DNNs), with the goal of conducting long term prediction of the dynamics of the unknown system. In many real-world applications,…

Machine Learning · Computer Science 2022-06-07 Victor Churchill , Dongbin Xiu

Graph auto-encoders have proved to be useful in network embedding task. However, current models only consider explicit structures and fail to explore the informative latent structures cohered in networks. To address this issue, we propose a…

Machine Learning · Computer Science 2021-10-01 Minglong Lei , Yong Shi , Lingfeng Niu

This article proposes methods to model nonstationary temporal graph processes. This corresponds to modelling the observation of edge variables (relationships between objects) indicating interactions between pairs of nodes (or objects)…

Methodology · Statistics 2022-07-07 Maria Suveges , Sofia C. Olhede

Learning identifiable representations and models from low-level observations is helpful for an intelligent spacecraft to complete downstream tasks reliably. For temporal observations, to ensure that the data generating process is provably…

Machine Learning · Computer Science 2024-12-05 Congxi Zhang , Yongchun Xie