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In this work, a new two-stage identification method based on dynamic programming and sparsity inducing is proposed for switched linear systems. Our method achieves sparsity inducing in the identification of switched linear systems by the…
The key issue of few-shot learning is learning to generalize. This paper proposes a large margin principle to improve the generalization capacity of metric based methods for few-shot learning. To realize it, we develop a unified framework…
In this document, some general results in approximation theory and matrix analysis with applications to sparse identification of time series models and nonlinear discrete-time dynamical systems are presented. The aforementioned theoretical…
In this work we are interested in stochastic particle methods for multi-objective optimization. The problem is formulated using parametrized, single-objective sub-problems which are solved simultaneously. To this end a consensus based…
This paper studies the problem of parameter estimation in resonant, acoustic fluid-structure interaction problems over a wide frequency range. Problems with multiple resonances are known to be subjected to local minima, which represents a…
This paper introduces a novel optimization-based approach for parametric nonlinear system identification. Building upon the prediction error method framework, traditionally used for linear system identification, we extend its capabilities…
The focus in this paper is Bayesian system identification based on noisy incomplete modal data where we can impose spatially-sparse stiffness changes when updating a structural model. To this end, based on a similar hierarchical sparse…
In this paper, we propose a very efficient numerical method based on the L-BFGS-B algorithm for identifying linear and nonlinear discrete-time state-space models, possibly under $\ell_1$ and group-Lasso regularization for reducing model…
Learning a dynamical system from input/output data is a fundamental task in the control design pipeline. In the partially observed setting there are two components to identification: parameter estimation to learn the Markov parameters, and…
Randomized algorithms, such as randomized sketching or stochastic optimization, are a promising approach to ease the computational burden in analyzing large datasets. However, randomized algorithms also produce non-deterministic outputs,…
In this paper, we focus on activating only a few sensors, among many available, to estimate the state of a stochastic process of interest. This problem is important in applications such as target tracking and simultaneous localization and…
We consider Bayesian optimization of an expensive-to-evaluate black-box objective function, where we also have access to cheaper approximations of the objective. In general, such approximations arise in applications such as reinforcement…
Dynamic and evolving operational and economic environments present significant challenges for decision-making. We explore a simulation optimization problem characterized by non-stationary input distributions with regime-switching dynamics…
This paper examines a variety of classical optimization problems, including well-known minimization tasks and more general variational inequalities. We consider a stochastic formulation of these problems, and unlike most previous work, we…
We give a complete characterization of the sampling complexity of best Markovian arm identification in one-parameter Markovian bandit models. We derive instance specific nonasymptotic and asymptotic lower bounds which generalize those of…
The methodology discussed in this paper aims to enhance choice models' comprehensiveness and explanatory power for forecasting choice outcomes. To achieve these, we have developed a data-driven method that leverages machine learning…
In this work, we investigate data fitting problems with random noises. A randomized progressive iterative regularization method is proposed. It works well for large-scale matrix computations and converges in expectation to the least-squares…
Given a set of response observations for a parametrized dynamical system, we seek a parametrized dynamical model that will yield uniformly small response error over a range of parameter values yet has low order. Frequently, access to…
We consider the problem of learning a realization of a partially observed bilinear dynamical system (BLDS) from noisy input-output data. Given a single trajectory of input-output samples, we provide a finite time analysis for learning the…
In this paper is proposed a novel incremental iterative Gauss-Newton-Markov-Kalman filter method for state estimation of dynamic models given noisy measurements. The mathematical formulation of the proposed filter is based on the…