Related papers: Composing a surrogate observation operator for seq…
Surrogate models are used to reduce the burden of expensive-to-evaluate objective functions in optimization. By creating models which map genomes to objective values, these models can estimate the performance of unknown inputs, and so be…
A new approach to design of nonlinear observers (state estimators) is proposed. The main idea is to (i) construct a convex set of dynamical systems which are contracting observers for a particular system, and (ii) optimize over this set for…
A method for estimating theoretical predictability of time series is presented, based on information-theoretic functionals---redundancies and surrogate data technique. The redundancy, designed for a chosen model and a prediction horizon,…
In this paper, we study unsupervised anomaly detection algorithms that learn a neural network representation, i.e. regular patterns of normal data, which anomalies are deviating from. Inspired by a similar concept in engineering, we refer…
We consider a class of stochastic programming problems where the implicitly decision-dependent random variable follows a nonparametric regression model with heteroscedastic error. The Clarke subdifferential and surrogate functions are not…
Surrogates, models that mimic the behavior of programs, form the basis of a variety of development workflows. We study three surrogate-based design patterns, evaluating each in case studies on a large-scale CPU simulator. With surrogate…
Machine learning classification techniques have been used widely to recognize the feasible design domain and discover hidden patterns in engineering design. An accurate classification model needs a large dataset; however, generating a large…
Data assimilation (DA) is integrated with machine learning in order to perform entirely data-driven online state estimation. To achieve this, recurrent neural networks (RNNs) are implemented as surrogate models to replace key components of…
Surrogate models - also called emulators - are widely used to facilitate Bayesian inference in settings where computational costs preclude the use of standard posterior inference algorithms. Their deployment is now standard practice across…
Surrogate testing techniques have been used widely to investigate the presence of dynamical nonlinearities, an essential ingredient of deterministic chaotic processes. Traditional surrogate testing subscribes to statistical hypothesis…
The nudging data assimilation algorithm is a powerful tool used to forecast phenomena of interest given incomplete and noisy observations. Machine learning is becoming increasingly popular in data assimilation given its ease of computation…
We propose a new optimization framework for aleatoric uncertainty estimation in regression problems. Existing methods can quantify the error in the target estimation, but they tend to underestimate it. To obtain the predictive uncertainty…
Data assimilation is the process to fuse information from priors, observations of nature, and numerical models, in order to obtain best estimates of the parameters or state of a physical system of interest. Presence of large errors in some…
Given the long follow-up periods that are often required for treatment or intervention studies, the potential to use surrogate markers to decrease the required follow-up time is a very attractive goal. However, previous studies have shown…
This paper presents an ensemble data assimilation method using the pseudo ensembles generated by denoising diffusion probabilistic model. Since the model is trained against noisy and sparse observation data, this model can produce divergent…
In many areas, practitioners seek to use observational data to learn a treatment assignment policy that satisfies application-specific constraints, such as budget, fairness, simplicity, or other functional form constraints. For example,…
Modern control systems frequently operate under input delays and sampled state measurements. A common delay-compensation strategy is predictor feedback; however, practical implementations require solving an implicit ODE online, resulting in…
This work introduces the definition of observation-specific explanations to assign a score to each data point proportional to its importance in the definition of the prediction process. Such explanations involve the identification of the…
In distributed processing, agents generally collect data generated by the same underlying unknown model (represented by a vector of parameters) and then solve an estimation or inference task cooperatively. In this paper, we consider the…
Plan recognition algorithms infer agents' plans from their observed actions. Due to imperfect knowledge about the agent's behavior and the environment, it is often the case that there are multiple hypotheses about an agent's plans that are…