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The derivation of multi-step-ahead prediction models from sampled data of a linear system is considered. A dedicated prediction model is built for each future time step of interest. In addition to a nominal model, the set of all models…
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 addresses the problem of estimating multiplicative fault signals in linear time-invariant systems by processing its input and output variables, as well as designing an input signal to maximize the accuracy of such estimates. The…
Many recently introduced enhanced sampling techniques are based on biasing coarse descriptors (collective variables) of a molecular system on the fly. Sometimes the calculation of such collective variables is expensive and becomes a…
A recursive state estimation procedure is derived for a linear time varying system with both parametric uncertainties and stochastic measurement droppings. This estimator has a similar form as that of the Kalman filter with intermittent…
A direct data-driven iterative algorithm is developed to accurately estimate the $H_\infty$ norm of a linear time-invariant system from continuous operation, i.e., without resetting the system. The main technical step involves a…
This article proposes a Model Reference Adaptive Control (MRAC) strategy to achieve fixed-time convergence of parameter estimation and tracking errors for unknown linear time-invariant systems, without relying on the persistence of…
We propose a mathematical model allowing for the alternating pulse and surge pattern of GnRH (Gonadotropin Releasing Hormone) secretion. The model is based on the coupling between two systems running on different time scales. The faster…
Approximate inference in dynamic systems is the problem of estimating the state of the system given a sequence of actions and partial observations. High precision estimation is fundamental in many applications like diagnosis, natural…
An inference procedure is proposed to provide consistent estimators of parameters in a modal regression model with a covariate prone to measurement error. A score-based diagnostic tool exploiting parametric bootstrap is developed to assess…
We extend nonparametric regression smoothing splines to a context where there is endogeneity and instrumental variables are available. Unlike popular existing estimators, the resulting estimator is one-step and relies on a unique…
This paper discusses aspects of the second order hyperbolic partial differential equation associated with the ideal lossless string under tension and it's relationship to two discrete models. These models are finite differencing in the time…
We consider likelihood-based two-step estimation of latent variable models, in which just the measurement model is estimated in the first step and the measurement parameters are then fixed at their estimated values in the second step where…
For biological experiments aiming at calibrating models with unknown parameters, a good experimental design is crucial, especially for those subject to various constraints, such as financial limitations, time consumption and physical…
Major postoperative complications are devastating to surgical patients. Some of these complications are potentially preventable via early predictions based on intraoperative data. However, intraoperative data comprise long and fine-grained…
This paper is concerned with the estimation of time-varying networks for high-dimensional nonstationary time series. Two types of dynamic behaviors are considered: structural breaks (i.e., abrupt change points) and smooth changes. To…
We introduce a double/debiased machine learning estimator for the impulse response function in settings where a time series of interest is subjected to multiple discrete treatments, assigned over time, which can have a causal effect on…
This paper studies the problem of recursively estimating the weighted adjacency matrix of a network out of a temporal sequence of binary-valued observations. The observation sequence is generated from nonlinear networked dynamics in which…
Model-based control techniques have recently been investigated for the recommendation of medication dosages to address thyroid diseases. These techniques often rely on knowledge of internal hormone concentrations that cannot be measured…
We propose a new score-based model with one-step sampling. Previously, score-based models were burdened with heavy computations due to iterative sampling. For substituting the iterative process, we train a standalone generator to compress…