Related papers: On the Lasso for Graphical Continuous Lyapunov Mod…
In this paper, we consider the Graphical Lasso (GL), a popular optimization problem for learning the sparse representations of high-dimensional datasets, which is well-known to be computationally expensive for large-scale problems.…
Copositive linear Lyapunov functions are used along with dissipativity theory for stability analysis and control of uncertain linear positive systems. Unlike usual results on linear systems, linear supply-rates are employed here for…
Gaussian graphical models are recently used in economics to obtain networks of dependence among agents. A widely-used estimator is the Graphical Lasso (GLASSO), which amounts to a maximum likelihood estimation regularized using the…
Many nonlinear dynamical systems can be written as Lure systems, which are described by a linear time-invariant system interconnected with a diagonal static sector-bounded nonlinearity. Sufficient conditions are derived for the global…
In this paper, an asymptotic stability proof for a class of methods for inexact nonlinear model predictive control is presented. General Q-linearly convergent online optimization methods are considered and an asymptotic stability result is…
We consider tests of significance in the setting of the graphical lasso for inverse covariance matrix estimation. We propose a simple test statistic based on a subsequence of the knots in the graphical lasso path. We show that this…
Gaussian processes are a natural way of defining prior distributions over functions of one or more input variables. In a simple nonparametric regression problem, where such a function gives the mean of a Gaussian distribution for an…
In this paper, we introduce a new directed graphical model from Gaussian data: the Gaussian graphical interaction model (GGIM). The development of this model comes from considering stationary Gaussian processes on graphs, and leveraging the…
The natural trajectory tracking problem is studied for generic quantum states represented by density operators. A control design based on the Hilbert-Schmidt distance as a Lyapunov function is considered. The control dynamics is redefined…
A graphical model is a structured representation of the data generating process. The traditional method to reason over random variables is to perform inference in this graphical model. However, in many cases the generating process is only a…
We address the stability problem for linear switching systems with mode-dependent restrictions on the switching intervals. Their lengths can be bounded as from below (the guaranteed dwell-time) as from above. The upper bounds make this…
Decoding complex relationships among large numbers of variables with relatively few observations is one of the crucial issues in science. One approach to this problem is Gaussian graphical modeling, which describes conditional independence…
We provide a comprehensive overview of latent Markov (LM) models for the analysis of longitudinal categorical data. The main assumption behind these models is that the response variables are conditionally independent given a latent process…
Covariance matrix estimation concerns the problem of estimating the covariance matrix from a collection of samples, which is of extreme importance in many applications. Classical results have shown that $O(n)$ samples are sufficient to…
The computation of the entire Lyapunov spectrum for extended dynamical systems is a very time consuming task. If the system is in a chaotic spatio-temporal regime it is possible to approximately reconstruct the Lyapunov spectrum from the…
Undirected probabilistic graphical models represent the conditional dependencies, or Markov properties, of a collection of random variables. Knowing the sparsity of such a graphical model is valuable for modeling multivariate distributions…
A fundamental issue in nonlinear dynamics and statistical physics is how to distinguish chaotic from stochastic fluctuations in short experimental recordings. This dilemma underlies many complex systems models from stochastic gene…
Temporally causal representation learning aims to identify the latent causal process from time series observations, but most methods require the assumption that the latent causal processes do not have instantaneous relations. Although some…
We propose new methods for learning control policies and neural network Lyapunov functions for nonlinear control problems, with provable guarantee of stability. The framework consists of a learner that attempts to find the control and…
Constraints are found on the spatial variation of finite-time Lyapunov exponents of two and three-dimensional systems of ordinary differential equations. In a chaotic system, finite-time Lyapunov exponents describe the average rate of…