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We consider a nonparametric regression model with continuous endogenous independent variables when only discrete instruments are available that are independent of the error term. Although this framework is very relevant for applied…

Econometrics · Economics 2024-10-18 Samuele Centorrino , Frédérique Fève , Jean-Pierre Florens

In this paper, an attack-resilient estimation algorithm is presented for linear discrete-time stochastic systems with state and input constraints. It is shown that the state estimation errors of the proposed estimation algorithm are…

Optimization and Control · Mathematics 2019-03-21 Wenbin Wan , Hunmin Kim , Naira Hovakimyan , Petros G. Voulgaris

The method of instrumental variables provides a fundamental and practical tool for causal inference in many empirical studies where unmeasured confounding between the treatments and the outcome is present. Modern data such as the genetical…

Methodology · Statistics 2022-10-28 Ziang Niu , Yuwen Gu , Wei Li

One-shot devices analysis involves an extreme case of interval censoring, wherein one can only know whether the failure time is either before or after the test time. Some kind of one-shot devices do not get destroyed when tested, and so can…

Methodology · Statistics 2022-04-26 Narayanaswamy Balakrishnan , Elena Castilla , María Jaenada , Leandro Pardo

We propose novel parameter estimation algorithms for a class of dynamical systems with nonlinear parametrization. The class is initially restricted to smooth monotonic functions with respect to a linear functional of the parameters. We show…

Dynamical Systems · Mathematics 2007-05-23 Ivan Tyukin , Danil Prokhorov , Cees van Leeuwen

The bootstrap procedure has emerged as a general framework to construct prediction intervals for future observations in autoregressive time series models. Such models with outlying data points are standard in real data applications,…

Methodology · Statistics 2020-11-17 Ufuk Beyaztas , Han Lin Shang

Complex time series models such as (the sum of) ARMA$(p,q)$ models with additional noise, random walks, rounding errors and/or drifts are increasingly used for data analysis in fields such as biology, ecology, engineering and economics…

Methodology · Statistics 2020-01-14 Stéphane Guerrier , Roberto Molinari , Maria-Pia Victoria-Feser , Haotian Xu

How can we explain the predictions of a machine learning model? When the data is structured as a multivariate time series, this question induces additional difficulties such as the necessity for the explanation to embody the time dependency…

Machine Learning · Computer Science 2021-06-11 Jonathan Crabbé , Mihaela van der Schaar

Despite their strong performances on many generative tasks, diffusion models require a large number of sampling steps in order to generate realistic samples. This has motivated the community to develop effective methods to distill…

Computer Vision and Pattern Recognition · Computer Science 2024-10-23 Weijian Luo , Zemin Huang , Zhengyang Geng , J. Zico Kolter , Guo-jun Qi

Time series forecasting involves collecting and analyzing past observations to develop a model to extrapolate such observations into the future. Forecasting of future events is important in many fields to support decision making as it…

Machine Learning · Computer Science 2020-09-22 Igor Ilic , Berk Gorgulu , Mucahit Cevik , Mustafa Gokce Baydogan

Impulsive systems are a very flexible class of systems that can be used to represent switched and sampled-data systems. We propose to extend here the previously obtained results on deterministic impulsive systems to the stochastic setting.…

Optimization and Control · Mathematics 2016-08-02 Corentin Briat

Biological structure and function depend on complex regulatory interactions between many genes. A wealth of gene expression data is available from high-throughput genome-wide measurement technologies, but effective gene regulatory network…

Molecular Networks · Quantitative Biology 2016-03-28 Arwen Vanice Bradley , Ye Henry Li , Bokyung Choi , Wing Hung Wong

In this article we consider a simple step stress set up under the cumulative exposure model assumption. At each stress level the lifetime distribution of the experimental units are assumed to follow the generalized exponential distribution.…

Applications · Statistics 2017-07-18 Debashis Samanta , Debasis Kundu , Ayon Ganguly

The endocrine control of the reproductive function is often studied from the analysis of luteinizing hormone (LH) pulsatile secretion by the pituitary gland. Whereas measurements in the cavernous sinus cumulate anatomical and technical…

Dynamical Systems · Mathematics 2012-07-24 Alexandre Vidal , Qinghua Zhang , Claire Médigue , Stéphane Fabre , Frédérique Clément

One of the main challenges in the field of embodied artificial intelligence is the open-ended autonomous learning of complex behaviours. Our approach is to use task-independent, information-driven intrinsic motivation(s) to support…

Artificial Intelligence · Computer Science 2013-09-27 Keyan Zahedi , Georg Martius , Nihat Ay

This paper presents a method for modeling biological systems which combines formal techniques on intervals, numerical simulations and satisfaction of Signal Temporal Logic (STL) formulas. The main modeling challenge addressed by this…

Computational Engineering, Finance, and Science · Computer Science 2013-09-05 Nicolas Mobilia , Alexandre Donzé , Jean Marc Moulis , Éric Fanchon

Stability analysis and control of linear impulsive systems is addressed in a hybrid framework, through the use of continuous-time time-varying discontinuous Lyapunov functions. Necessary and sufficient conditions for stability of impulsive…

Optimization and Control · Mathematics 2013-11-15 Corentin Briat

For a wide variety of problems, creating detailed continuous models of (continuous) physical systems is, at the very least, impractical. Hybrid models can abstract away short transient behaviour (thus introducing discontinuities) in order…

Numerical Analysis · Computer Science 2017-02-15 Cláudio Gomes , Yentl Van Tendeloo , Joachim Denil , Paul De Meulenaere , Hans Vangheluwe

We consider a class of systems with time-varying parameters, which are written as linear regressions with bounded disturbances. The task is to estimate such parameters under the condition that the regressor is finitely exciting (FE).…

Systems and Control · Electrical Eng. & Systems 2021-11-24 Anton Glushchenko , Konstantin Lastochkin

Verification of temporal logic properties plays a crucial role in proving the desired behaviors of continuous systems. In this paper, we propose an interval method that verifies the properties described by a bounded signal temporal logic.…

Logic in Computer Science · Computer Science 2016-02-09 Daisuke Ishii , Naoki Yonezaki , Alexandre Goldsztejn