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This paper deals with a new accelerated path integral method, which iteratively searches optimal controls with a small number of iterations. This study is based on the recent observations that a path integral method for reinforcement…

Systems and Control · Computer Science 2019-10-08 Masashi Okada , Tadahiro Taniguchi

Neural Ordinary Differential Equations (Neural ODEs) represent a significant breakthrough in deep learning, promising to bridge the gap between machine learning and the rich theoretical frameworks developed in various mathematical fields…

Machine Learning · Computer Science 2024-09-24 Jaouad Dabounou

The deployment of learning-based models in safety-critical control systems demands mathematical guarantees that standard regression architectures cannot provide. This paper presents an integrated framework that bridges Neural Ordinary…

Systems and Control · Electrical Eng. & Systems 2026-05-26 Lin Feng , Xin He

We consider Bayesian inference for large scale inverse problems, where computational challenges arise from the need for repeated evaluations of an expensive forward model. This renders most Markov chain Monte Carlo approaches infeasible,…

Numerical Analysis · Mathematics 2022-08-12 Daniel Zhengyu Huang , Jiaoyang Huang , Sebastian Reich , Andrew M. Stuart

This paper proposes a novel inverse kinematics (IK) solver of articulated robotic systems for path planning. IK is a traditional but essential problem for robot manipulation. Recently, data-driven methods have been proposed to quickly solve…

Robotics · Computer Science 2022-09-02 Suhan Park , Mathew Schwartz , Jaeheung Park

Many computer vision and image processing problems can be posed as solving partial differential equations (PDEs). However, designing PDE system usually requires high mathematical skills and good insight into the problems. In this paper, we…

Computer Vision and Pattern Recognition · Computer Science 2011-09-07 Risheng Liu , Zhouchen Lin , Wei Zhang , Kewei Tang , Zhixun Su

This work demonstrates that neural operator learning provides a powerful and flexible framework for building fast, accurate emulators of moving boundary systems, enabling their integration into digital twin platforms. To this end, a Deep…

Machine Learning · Computer Science 2025-12-24 Marco A. Iglesias , Michael. E. Causon , Mikhail Y. Matveev , Andreas Endruweit , Michael . V. Tretyakov

The Ensemble Kalman filter (EnKF) was introduced by Evensen in 1994 [10] as a novel method for data assimilation: state estimation for noisily observed time-dependent problems. Since that time it has had enormous impact in many application…

Optimization and Control · Mathematics 2013-04-08 Marco A. Iglesias , Kody J. H. Law , Andrew M. Stuart

The use of ensemble methods to solve inverse problems is attractive because it is a derivative-free methodology which is also well-adapted to parallelization. In its basic iterative form the method produces an ensemble of solutions which…

Numerical Analysis · Mathematics 2018-05-09 Neil K. Chada , Marco A. Iglesias , Lassi Roininen , Andrew M. Stuart

Does the use of auto-differentiation yield reasonable updates for deep neural networks (DNNs)? Specifically, when DNNs are designed to adhere to neural ODE architectures, can we trust the gradients provided by auto-differentiation? Through…

Machine Learning · Computer Science 2026-03-31 Yewei Xu , Shi Chen , Qin Li

We investigate the application of ensemble transform approaches to Bayesian inference of logistic regression problems. Our approach relies on appropriate extensions of the popular ensemble Kalman filter and the feedback particle filter to…

Numerical Analysis · Mathematics 2021-09-27 Jakiw Pidstrigach , Sebastian Reich

We propose to formulate MRI image reconstruction as an optimization problem and model the optimization trajectory as a dynamic process using ordinary differential equations (ODEs). We model the dynamics in ODE with a neural network and…

Image and Video Processing · Electrical Eng. & Systems 2020-09-16 Eric Z. Chen , Terrence Chen , Shanhui Sun

The ensemble Kalman inversion is widely used in practice to estimate unknown parameters from noisy measurement data. Its low computational costs, straightforward implementation, and non-intrusive nature makes the method appealing in various…

Numerical Analysis · Mathematics 2019-09-04 Dirk Blömker , Claudia Schillings , Philipp Wacker , Simon Weissmann

Differential equations in general and neural ODEs in particular are an essential technique in continuous-time system identification. While many deterministic learning algorithms have been designed based on numerical integration via the…

Machine Learning · Computer Science 2021-10-18 Lenart Treven , Philippe Wenk , Florian Dörfler , Andreas Krause

This paper analyzes a popular computational framework to solve infinite-dimensional Bayesian inverse problems, discretizing the prior and the forward model in a finite-dimensional weighted inner product space. We demonstrate the benefit of…

Numerical Analysis · Mathematics 2024-02-22 Daniel Sanz-Alonso , Nathan Waniorek

Likelihood-free (a.k.a. simulation-based) inference problems are inverse problems with expensive, or intractable, forward models. ODE inverse problems are commonly treated as likelihood-free, as their forward map has to be numerically…

Machine Learning · Statistics 2020-07-01 Hans Kersting , Nicholas Krämer , Martin Schiegg , Christian Daniel , Michael Tiemann , Philipp Hennig

Variational inference (VI) combined with Bayesian nonlinear filtering produces state-of-the-art results for latent time-series modeling. A body of recent work has focused on sequential Monte Carlo (SMC) and its variants, e.g., forward…

Machine Learning · Statistics 2021-11-10 Tsuyoshi Ishizone , Tomoyuki Higuchi , Kazuyuki Nakamura

Nonlinear optimal control is vital for numerous applications but remains challenging for unknown systems due to the difficulties in accurately modelling dynamics and handling computational demands, particularly in high-dimensional settings.…

Systems and Control · Electrical Eng. & Systems 2024-12-03 Zhexuan Zeng , Ruikun Zhou , Yiming Meng , Jun Liu

In recent years, implicit deep learning has emerged as a method to increase the effective depth of deep neural networks. While their training is memory-efficient, they are still significantly slower to train than their explicit…

Machine Learning · Computer Science 2023-03-13 Zaccharie Ramzi , Florian Mannel , Shaojie Bai , Jean-Luc Starck , Philippe Ciuciu , Thomas Moreau

Quantum algorithms offer an exponential advantage with respect to the number of dependent variables for solving certain nonlinear ordinary differential equations (ODEs). These algorithms typically begin by transforming the original…

Quantum Physics · Physics 2025-12-09 Judd Katz , Gopikrishnan Muraleedharan , Abhijeet Alase
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