Related papers: Iterated INLA for State and Parameter Estimation i…

In this paper, we present the first systematic comparison of Data Assimilation (DA) and Likelihood-Based Inference (LBI) in the context of an Agent-Based Model (ABM). These models generate observable time series driven by evolving,…

We present a nonlinear dynamical approximation method for time-dependent Partial Differential Equations (PDEs). The approach makes use of parametrized decoder functions, and provides a general, and principled way of understanding and…

Consider an imitation learning problem that the imitator and the expert have different dynamics models. Most of the current imitation learning methods fail because they focus on imitating actions. We propose a novel state alignment-based…

Adversarial Imitation Learning (AIL) methods, while effective in settings with limited expert demonstrations, are often considered unstable. These approaches typically decompose into two components: Density Ratio (DR) estimation…

In this article, we introduce parallel-in-time methods for state and parameter estimation in general nonlinear non-Gaussian state-space models using the statistical linear regression and the iterated statistical posterior linearization…

The paper considers the problem of distributed adaptive linear parameter estimation in multi-agent inference networks. Local sensing model information is only partially available at the agents and inter-agent communication is assumed to be…

Variational data assimilation optimizes for an initial state of a dynamical system such that its evolution fits observational data. The physical model can subsequently be evolved into the future to make predictions. This principle is a…

Irregular multivariate time series data is characterized by varying time intervals between consecutive observations of measured variables/signals (i.e., features) and varying sampling rates (i.e., recordings/measurement) across these…

Dynamical modelling lies at the heart of our understanding of physical systems. Its role in science is deeper than mere operational forecasting, in that it allows us to evaluate the adequacy of the mathematical structure of our models.…

Linear discriminant analysis (LDA), a traditional classification tool, suffers from limitations such as sensitivity to noise and computational challenges when dealing with non-invertible within-class scatter matrices. Traditional stepwise…

State-space models have been successfully used for more than fifty years in different areas of science and engineering. We present a procedure for efficient variational Bayesian learning of nonlinear state-space models based on sparse…

In data-based control, dissipativity can be a powerful tool for attaining stability guarantees for nonlinear systems if that dissipativity can be inferred from data. This work provides a tutorial on several existing methods for data-based…

While optimal input design for linear systems has been well-established, no systematic approach exists for nonlinear systems where robustness to extrapolation/interpolation errors is prioritized over minimizing estimated parameter variance.…

We introduce a class of algorithms, termed proximal interacting particle Langevin algorithms (PIPLA), for inference and learning in latent variable models whose joint probability density is non-differentiable. Leveraging proximal Markov…

Data assimilation (DA) improves prediction of chaotic systems by combining model forecasts with sparse, noisy observations. Many DA methods are inherently probabilistic, but accurate probabilistic DA is often computationally expensive…

Automating end-to-end Exploratory Data Analysis (AutoEDA) is a challenging open problem, often tackled through Reinforcement Learning (RL) by learning to predict a sequence of analysis operations (FILTER, GROUP, etc). Defining rewards for…

Using a dynamical model to make predictions about a system has many sources of error. These can include errors in how the model was initialised but also errors in the dynamics of the model itself. For many applications in data assimilation,…

We study prediction-assimilation systems, which have become routine in meteorology and oceanography and are rapidly spreading to other areas of the geosciences and of continuum physics. The long-term, nonlinear stability of such a system…

Iterative methods are ubiquitous in large-scale scientific computing applications, and a number of approaches based on meta-learning have been recently proposed to accelerate them. However, a systematic study of these approaches and how…

The discrete-dipole approximation (DDA) is a flexible technique for computing scattering and absorption by targets of arbitrary geometry. In this paper we perform systematic study of various non-stationary iterative (conjugate gradient)…