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In high-dimensional prediction problems, where the number of features may greatly exceed the number of training instances, fully Bayesian approach with a sparsifying prior is known to produce good results but is computationally challenging.…

Methodology · Statistics 2018-10-15 Juho Piironen , Aki Vehtari

We introduce a computationally efficient method for the automation of inverse design in science and engineering. Based on simple least-square regression, the underlying dynamic mode decomposition algorithm can be used to construct a…

Machine Learning · Computer Science 2025-02-14 Yunpeng Zhu , Liangliang Cheng , Anping Jing , Hanyu Huo , Ziqiang Lang , Bo Zhang , J. Nathan Kutz

This paper presents a novel adaptive-sparse polynomial dimensional decomposition (PDD) method for stochastic design optimization of complex systems. The method entails an adaptive-sparse PDD approximation of a high-dimensional stochastic…

Numerical Analysis · Mathematics 2016-01-13 Sharif Rahman , Xuchun Ren , Vaibhav Yadav

Large language models (LLMs) have demonstrated impressive capabilities in a wide range of downstream natural language processing tasks. Nevertheless, their considerable sizes and memory demands hinder practical deployment, underscoring the…

Computation and Language · Computer Science 2026-03-17 Haolei Bai , Siyong Jian , Tuo Liang , Yu Yin , Huan Wang

Singular Value Decomposition can be considered as an effective method for Signal Processing/especially data compression. In this short paper we investigate the application of SVD to predict data equation from data. The method is similar to…

Chaotic Dynamics · Physics 2007-05-23 Prabhakar G. Vaidya , P. S. Sajini Anand

Analyzing complex experimental data with multiple parameters is challenging. We propose using Singular Value Decomposition (SVD) as an effective solution. This method, demonstrated through real experimental data analysis, surpasses…

Data Analysis, Statistics and Probability · Physics 2024-07-24 Judith F. Stein , Aviad Frydman , Richard Berkovits

Data-Driven Predictive Control (DDPC) has been recently proposed as an effective alternative to traditional Model Predictive Control (MPC), in that the same constrained optimization problem can be addressed without the need to explicitly…

Systems and Control · Electrical Eng. & Systems 2025-05-14 Valentina Breschi , Marco Fabris , Simone Formentin , Alessandro Chiuso

Recently proposed data-driven predictive control schemes for LTI systems use non-parametric representations based on the image of a Hankel matrix of previously collected, persistently exciting, input-output data. Persistence of excitation…

Systems and Control · Electrical Eng. & Systems 2024-03-07 Mohammad Alsalti , Manuel Barkey , Victor G. Lopez , Matthias A. Müller

The dynamics-aware economic dispatch (DED) problem embeds low-level generator dynamics and operational constraints to enable near real-time scheduling of generation units in a power network. DED produces a more dynamic supervisory control…

Systems and Control · Electrical Eng. & Systems 2022-03-18 Ethan King , Jan Drgona , Aaron Tuor , Shrirang Abhyankar , Craig Bakker , Arnab Bhattacharya , Draguna Vrabie

In this work, we explore dimensionality reduction techniques for univariate and multivariate time series data. We especially conduct a comparison between wavelet decomposition and convolutional variational autoencoders for dimension…

Machine Learning · Computer Science 2022-04-26 William Todo , Beatrice Laurent , Jean-Michel Loubes , Merwann Selmani

Data-enabled predictive control (DeePC) is a recently established form of Model Predictive Control (MPC), based on behavioral systems theory. While eliminating the need to explicitly identify a model, it requires an additional…

Systems and Control · Electrical Eng. & Systems 2023-05-02 Manuel Koch , Colin N. Jones

The current study proposes a dimension reduction method, stepwise support vector machine (SVM), to reduce the dimensions of large p small n datasets. The proposed method is compared with other dimension reduction methods, namely, the…

Applications · Statistics 2017-11-10 Elizabeth P. Chou , Tzu-Wei Ko

Understanding and modeling complex dynamic systems is crucial for enhancing vehicle performance and safety, especially in the context of autonomous driving. Recently, popular methods such as Koopman operators and their approximators, known…

Systems and Control · Electrical Eng. & Systems 2025-03-11 Chinnawut Nantabut

Computing eigenvalue decomposition (EVD) of a given linear operator, or finding its leading eigenvalues and eigenfunctions, is a fundamental task in many machine learning and scientific computing problems. For high-dimensional eigenvalue…

Machine Learning · Computer Science 2024-08-22 J. Jon Ryu , Xiangxiang Xu , H. S. Melihcan Erol , Yuheng Bu , Lizhong Zheng , Gregory W. Wornell

Given multiple time series data, how can we efficiently find latent patterns in an arbitrary time range? Singular value decomposition (SVD) is a crucial tool to discover hidden factors in multiple time series data, and has been used in many…

Numerical Analysis · Computer Science 2018-12-21 Jun-Gi Jang , Dongjin Choi , Jinhong Jung , U Kang

This article introduces a novel methodology that integrates singular value decomposition (SVD) with a shallow linear neural network for forecasting high resolution fluid mechanics data. The method, termed LC-SVD-DLinear, combines a low-cost…

Fluid Dynamics · Physics 2024-11-27 Ashton Hetherington , Javier López Leonés , Soledad Le Clainche

Variables in many massive high-dimensional data sets are structured, arising for example from measurements on a regular grid as in imaging and time series or from spatial-temporal measurements as in climate studies. Classical multivariate…

Methodology · Statistics 2012-03-14 Genevera I. Allen , Logan Grosenick , Jonathan Taylor

We propose a robust and efficient data-driven predictive control (eDDPC) scheme which is more sample efficient (requires less offline data) compared to existing schemes, and is also computationally efficient. This is done by leveraging an…

Systems and Control · Electrical Eng. & Systems 2024-09-30 Mohammad Alsalti , Manuel Barkey , Victor G. Lopez , Matthias A. Müller

This work proposes a method for solving linear stochastic optimal control (SOC) problems using sum of squares and semidefinite programming. Previous work had used polynomial optimization to approximate the value function, requiring a high…

Optimization and Control · Mathematics 2014-09-23 Matanya B. Horowitz , Ivan Papusha , Joel W. Burdick

Our world is full of physics-driven data where effective mappings between data manifolds are desired. There is an increasing demand for understanding combined model-based and data-driven methods. We propose a nonlinear, learned singular…

Machine Learning · Computer Science 2020-09-30 Yoeri E. Boink , Christoph Brune