Related papers: Propagating Kernel Ambiguity Sets in Nonlinear Dat…
The Koopman operator framework can be used to identify a data-driven model of a nonlinear system. Unfortunately, when the data is corrupted by noise, the identified model can be biased. Additionally, depending on the choice of lifting…
Structural equation models (SEMs) have been widely adopted for inference of causal interactions in complex networks. Recent examples include unveiling topologies of hidden causal networks over which processes such as spreading diseases, or…
The Koopman operator provides a linear framework to study nonlinear dynamical systems. Its spectra offer valuable insights into system dynamics, but the operator can exhibit both discrete and continuous spectra, complicating direct…
Many scientific problems involve data exhibiting both temporal and cross-sectional dependencies. While linear dependencies have been extensively studied, the theoretical analysis of regression estimators under nonlinear dependencies remains…
The Koopman operator has emerged as a powerful tool for the analysis of nonlinear dynamical systems as it provides coordinate transformations to globally linearize the dynamics. While recent deep learning approaches have been useful in…
In this paper, we consider discrete-time non-linear stochastic dynamical systems with additive process noise in which both the initial state and noise distributions are uncertain. Our goal is to quantify how the uncertainty in these…
In the presence of modeling errors, the mainstream Bayesian methods seldom give a realistic account of uncertainties as they commonly underestimate the inherent variability of parameters. This problem is not due to any misconception in the…
We present a novel distributionally robust framework for dynamic programming that uses kernel methods to design feedback control policies. Specifically, we leverage kernel mean embedding to map the transition probabilities governing the…
Nonlinearity in dynamics has long been a major challenge in robotics, often causing significant performance degradation in existing control algorithms. For example, the navigation of bipedal robots can exhibit nonlinear behaviors even under…
In this paper, we propose a data-driven approach for uncertainty propagation and reachability analysis in a dynamical system. The proposed approach relies on the linear lifting of a nonlinear system using linear Perron-Frobenius (P-F) and…
This paper builds Wasserstein ambiguity sets for the unknown probability distribution of dynamic random variables leveraging noisy partial-state observations. The constructed ambiguity sets contain the true distribution of the data with…
Providing efficient and accurate parametrizations for model reduction is a key goal in many areas of science and technology. Here we present a strong link between data-driven and theoretical approaches to achieving this goal. Formal…
Kaplan--Meier curves are widely used in medical research to evaluate the performance of biomarkers and predict patient outcomes. These curves are often shown without error bands, and even when error bands are provided, they typically only…
Data-driven model identification strategies can be used to obtain phenomenological models that capture the temporal evolution of observable data. While it is usually straightforward to obtain such a model from time series data, for instance…
We propose a neural network-based model for nonlinear dynamics in continuous time that can impose inductive biases on decay rates and/or frequencies. Inductive biases are helpful for training neural networks especially when training data…
We propose a novel framework for safe navigation in dynamic environments by integrating Koopman operator theory with conformal prediction. Our approach leverages data-driven Koopman approximation to learn nonlinear dynamics and employs…
Networks are landmarks of many complex phenomena where interweaving interactions between different agents transform simple local rule-sets into nonlinear emergent behaviors. While some recent studies unveil associations between the network…
Data-driven techniques for analysis, modeling, and control of complex dynamical systems are on the uptake. Koopman theory provides the theoretical foundation for the popular kernel extended dynamic mode decomposition (kEDMD). In this work,…
We study a problem of simultaneous system identification and model predictive control of nonlinear systems. Particularly, we provide an algorithm for systems with unknown residual dynamics that can be expressed by Koopman operators. Such…
Precise control under uncertainty requires a good understanding and characterization of the noise affecting the system. This paper studies the problem of steering state distributions of dynamical systems subject to partially known…