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Implicit Neural Representations (INRs) have emerged and shown their benefits over discrete representations in recent years. However, fitting an INR to the given observations usually requires optimization with gradient descent from scratch,…
We develop a methodology to learn finitely generated random iterated function systems from time-series of partial observations using delay embeddings. We obtain a minimal model representation for the observed dynamics, using a hidden…
We introduce a nonlinear stochastic model reduction technique for high-dimensional stochastic dynamical systems that have a low-dimensional invariant effective manifold with slow dynamics, and high-dimensional, large fast modes. Given only…
In this paper, we focus on regression estimation in both the inductive and the transductive case. We assume that we are given a set of features (which can be a base of functions, but not necessarily). We begin by giving a deviation…
In this work we propose an adaptive multilevel version of subset simulation to estimate the probability of rare events for complex physical systems. Given a sequence of nested failure domains of increasing size, the rare event probability…
In structured prediction problems where we have indirect supervision of the output, maximum marginal likelihood faces two computational obstacles: non-convexity of the objective and intractability of even a single gradient computation. In…
We propose an iterative estimating equations procedure for analysis of longitudinal data. We show that, under very mild conditions, the probability that the procedure converges at an exponential rate tends to one as the sample size…
We study the dynamics of matrix-valued time series with observed network structures by proposing a matrix network autoregression model with row and column networks of the subjects. We incorporate covariate information and a low rank…
This paper presents a probabilistic approach to represent and quantify model-form uncertainties in the reduced-order modeling of complex systems using operator inference techniques. Such uncertainties can arise in the selection of an…
Predictive linear and nonlinear models based on kernel machines or deep neural networks have been used to discover dependencies among time series. This paper proposes an efficient nonlinear modeling approach for multiple time series, with a…
In recent years, deep learning techniques have shown great success in various tasks related to inverse problems, where a target quantity of interest can only be observed through indirect measurements by a forward operator. Common approaches…
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…
Koopman analysis provides a general framework from which to analyze a nonlinear dynamical system in terms of a linear operator acting on an infinite-dimensional observable space. This theoretical framework provides a rigorous underpinning…
Implicit Neural representations (INRs) are widely used for scientific data reduction and visualization by modeling the function that maps a spatial location to a data value. Without any prior knowledge about the spatial distribution of…
Learned image reconstruction techniques using deep neural networks have recently gained popularity, and have delivered promising empirical results. However, most approaches focus on one single recovery for each observation, and thus neglect…
Discovering governing equations of complex network dynamics is a fundamental challenge in contemporary science with rich data, which can uncover the mysterious patterns and mechanisms of the formation and evolution of complex phenomena in…
This article introduces an iterative distributed computing estimator for the multinomial logistic regression model with large choice sets. Compared to the maximum likelihood estimator, the proposed iterative distributed estimator achieves…
We consider and analyze applying a spectral inverse iteration algorithm and its subspace iteration variant for computing eigenpairs of an elliptic operator with random coefficients. With these iterative algorithms the solution is sought…
Dealing with uncertainty is essential for efficient reinforcement learning. There is a growing literature on uncertainty estimation for deep learning from fixed datasets, but many of the most popular approaches are poorly-suited to…
Researchers have demonstrated state-of-the-art performance in sequential decision making problems (e.g., robotics control, sequential prediction) with deep neural network models. One often has access to near-optimal oracles that achieve…