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We propose machine learning methods for solving fully nonlinear partial differential equations (PDEs) with convex Hamiltonian. Our algorithms are conducted in two steps. First the PDE is rewritten in its dual stochastic control…

Computational Finance · Quantitative Finance 2022-05-23 William Lefebvre , Grégoire Loeper , Huyên Pham

Understanding how adult humans learn non-native speech categories such as tone information has shed novel insights into the mechanisms underlying experience-dependent brain plasticity. Scientists have traditionally examined these questions…

Methodology · Statistics 2020-06-16 Giorgio Paulon , Fernando Llanos , Bharath Chandrasekaran , Abhra Sarkar

Learning Bayesian networks is often cast as an optimization problem, where the computational task is to find a structure that maximizes a statistically motivated score. By and large, existing learning tools address this optimization problem…

Machine Learning · Computer Science 2013-01-30 Nir Friedman , Iftach Nachman , Dana Pe'er

Reliable quantum technology requires knowledge of the dynamics governing the underlying system. This problem of characterizing and benchmarking quantum devices or experiments in continuous time is referred to as the Hamiltonian learning…

Quantum Physics · Physics 2023-07-28 Tim Möbus , Andreas Bluhm , Matthias C. Caro , Albert H. Werner , Cambyse Rouzé

Automated model selection is an important application in science and engineering. In this work, we develop a learning approach for identifying structured dynamical systems from undersampled and noisy spatiotemporal data. The learning is…

Machine Learning · Statistics 2023-05-31 Xiaofan Lu , Linan Zhang , Hongjin He

We present an adaptive smoother for linear state-space models with unknown process and measurement noise covariances. The proposed method utilizes the variational Bayes technique to perform approximate inference. The resulting smoother is…

Systems and Control · Computer Science 2023-07-19 Tohid Ardeshiri , Emre Özkan , Umut Orguner , Fredrik Gustafsson

Inspired by recent work on learning with distribution shift, we give a general outlier removal algorithm called iterative polynomial filtering and show a number of striking applications for supervised learning with contamination: (1) We…

Machine Learning · Computer Science 2026-01-13 Adam R. Klivans , Konstantinos Stavropoulos , Kevin Tian , Arsen Vasilyan

Hamiltonian learning is a cornerstone for advancing accurate many-body simulations, improving quantum device performance, and enabling quantum-enhanced sensing. Existing readily deployable quantum metrology techniques primarily focus on…

Quantum Physics · Physics 2025-10-10 Suying Liu , Xiaodi Wu , Murphy Yuezhen Niu

State estimation of dynamical systems is crucial for providing new decision-making and system automation information in different applications. However, the assumptions on the standard computational models for sensor measurements can be…

Systems and Control · Electrical Eng. & Systems 2022-10-25 Aamir Hussain Chughtai , Arslan Majal , Muhammad Tahir , Momin Uppal

Variable clustering is important for explanatory analysis. However, only few dedicated methods for variable clustering with the Gaussian graphical model have been proposed. Even more severe, small insignificant partial correlations due to…

Applications · Statistics 2018-06-18 Daniel Andrade , Akiko Takeda , Kenji Fukumizu

Intuitive human-machine interfaces may be developed using pattern classification to estimate executed human motions from electromyogram (EMG) signals generated during muscle contraction. The continual use of EMG-based interfaces gradually…

Signal Processing · Electrical Eng. & Systems 2023-10-03 Seitaro Yoneda , Akira Furui

This work proposes a general framework for capturing noise-driven transitions in spatially extended non-equilibrium systems and explains the emergence of coherent patterns beyond the instability onset. The framework relies on stochastic…

Dynamical Systems · Mathematics 2024-12-16 Mickaël D. Chekroun , Honghu Liu , James C. McWilliams

The paper has two major themes. The first part of the paper establishes certain general results for infinite-dimensional optimization problems on Hilbert spaces. These results cover the classical representer theorem and many of its variants…

Machine Learning · Statistics 2022-06-01 Arnab Ganguly , Riten Mitra , Jinpu Zhou

Comparing competing mathematical models of complex natural processes is a shared goal among many branches of science. The Bayesian probabilistic framework offers a principled way to perform model comparison and extract useful metrics for…

Recent methods for deep metric learning have been focusing on designing different contrastive loss functions between positive and negative pairs of samples so that the learned feature embedding is able to pull positive samples of the same…

Computer Vision and Pattern Recognition · Computer Science 2022-11-08 Shichao Kan , Zhiquan He , Yigang Cen , Yang Li , Vladimir Mladenovic , Zhihai He

An exciting branch of machine learning research focuses on methods for learning, optimizing, and integrating unknown functions that are difficult or costly to evaluate. A popular Bayesian approach to this problem uses a Gaussian process…

Machine Learning · Statistics 2018-04-02 Anqi Wu , Mikio C. Aoi , Jonathan W. Pillow

In a previous paper (gr-qc/0105100) we derived a set of near-optimal signal detection techniques for gravitational wave detectors whose noise probability distributions contain non-Gaussian tails. The methods modify standard methods by…

General Relativity and Quantum Cosmology · Physics 2009-11-07 Bruce Allen , Jolien D. E. Creighton , Eanna E. Flanagan , Joseph D. Romano

Bayesian models are a powerful tool for studying complex data, allowing the analyst to encode rich hierarchical dependencies and leverage prior information. Most importantly, they facilitate a complete characterization of uncertainty…

Machine Learning · Statistics 2023-04-25 Steven Winter , Trevor Campbell , Lizhen Lin , Sanvesh Srivastava , David B. Dunson

This paper begins with considering the identification of sparse linear time-invariant networks described by multivariable ARX models. Such models possess relatively simple structure thus used as a benchmark to promote further research. With…

Systems and Control · Computer Science 2016-10-03 J. Jin , Y. Yuan , W. Pan , D. L. T. Pham , C. J. Tomlin , A. Webb , J. Goncalves

Bayesian optimization is a sequential method for minimizing objective functions that are expensive to evaluate and about which few assumptions can be made. By using all gathered data to train a Gaussian process model for the function and…

Machine Learning · Computer Science 2026-05-07 Jesse Schneider , William J. Welch