Related papers: Identifying Lebesgue-sampled Continuous-time Impul…
Non-parametric representations of dynamical systems based on the image of a Hankel matrix of data are extensively used for data-driven control. However, if samples of data are missing, obtaining such representations becomes a difficult…
We provide a new method to approximate a (possibly discontinuous) function using Christoffel-Darboux kernels. Our knowledge about the unknown multivariate function is in terms of finitely many moments of the Young measure supported on the…
We discuss and compare various approaches to the problem of bandwidth selection for kernel estimators of intensity functions of spatial point processes. We also propose a new method based on the Campbell formula applied to the reciprocal…
We propose a novel sampled-data output-feedback controller for nonlinear systems of arbitrary relative degree that ensures reference tracking within prescribed error bounds. We provide explicit bounds on the maximum input signal and the…
Measures of discrepancy between probability distributions (statistical distance) are widely used in the fields of artificial intelligence and machine learning. We describe how certain measures of statistical distance can be implemented as…
We propose statistical inferential procedures for panel data models with interactive fixed effects in a kernel ridge regression framework.Compared with traditional sieve methods, our method is automatic in the sense that it does not require…
No matter the nature of the response and/or explanatory variables in a regression model, some basic issues such as the existence of an effect of the predictor on the response, or the assessment of a common shape across groups of…
In the spatial point process context, kernel intensity estimation has been mainly restricted to exploratory analysis due to its lack of consistency. Different methods have been analysed to overcome this problem, and the inclusion of…
We investigate stability analysis and controller design of unknown continuous-time systems under state-feedback with aperiodic sampling, using only noisy data but no model knowledge. We first derive a novel data-dependent parametrization of…
This paper applies the classical prediction error method (PEM) to the estimation of nonlinear discrete-time models of neuronal systems subject to input-additive noise. While the nonlinear system exhibits excitability, bifurcations, and…
Model inference for dynamical systems aims to estimate the future behaviour of a system from observations. Purely model-free statistical methods, such as Artificial Neural Networks, tend to perform poorly for such tasks. They are therefore…
Kernel regression is a popular non-parametric fitting technique. It aims at learning a function which estimates the targets for test inputs as precise as possible. Generally, the function value for a test input is estimated by a weighted…
As a highly expressive generative model, diffusion models have demonstrated exceptional success across various domains, including image generation, natural language processing, and combinatorial optimization. However, as data distributions…
This paper proposes nonparametric kernel-smoothing estimation for panel data to examine the degree of heterogeneity across cross-sectional units. We first estimate the sample mean, autocovariances, and autocorrelations for each unit and…
In this paper, we propose a variable selection method for general nonparametric kernel-based estimation. The proposed method consists of two-stage estimation: (1) construct a consistent estimator of the target function, (2) approximate the…
We propose a new method for input variable selection in nonlinear regression. The method is embedded into a kernel regression machine that can model general nonlinear functions, not being a priori limited to additive models. This is the…
Models that contain intersample behavior are important for control design of systems with slow-rate outputs. The aim of this paper is to develop a system identification technique for fast-rate models of systems where only slow-rate output…
This paper presents a new perspective on the identification at infinity for the intercept of the sample selection model as identification at the boundary via a transformation of the selection index. This perspective suggests generalizations…
We introduce a data-driven order reduction method for nonlinear control systems, drawing on recent progress in machine learning and statistical dimensionality reduction. The method rests on the assumption that the nonlinear system behaves…
Limit cycle oscillations are phenomena arising in nonlinear dynamical systems and characterized by periodic, locally-stable, and self-sustained state trajectories. Systems controlled in a closed loop along a periodic trajectory can also be…