Related papers: A Model-Free Kullback-Leibler Divergence Filter fo…
A novel dynamic mode decomposition (DMD) method based on a Kalman filter is proposed. This paper explains the fast algorithm of the proposed Kalman filter DMD (KFDMD) in combination with truncated proper orthogonal decomposition for…
Detecting an abrupt and persistent change in the underlying distribution of online data streams is an important problem in many applications. This paper proposes a new robust score-based algorithm called RSCUSUM, which can be applied to…
Finding the proper entropy-like Lyapunov functional associated with the inelastic Boltzmann equation for an isolated freely cooling granular gas is a still unsolved challenge. The original $H$-theorem hypotheses do not fit here and the…
Inferring and comparing complex, multivariable probability density functions is fundamental to problems in several fields, including probabilistic learning, network theory, and data analysis. Classification and prediction are the two faces…
In this paper, we develop a new elegant framework relying on the Kullback-Leibler Information Criterion to address the design of one-stage adaptive detection architectures for multiple hypothesis testing problems. Specifically, at the…
Most current anomaly detection methods suffer from the curse of dimensionality when dealing with high-dimensional data. We propose an anomaly detection algorithm that can scale to high-dimensional data using concepts from the theory of…
In data assimilation, the model may be subject to uncertainties and errors. The weak-constraint data assimilation framework enables incorporating model uncertainty in the dynamics of the governing equations. We propose a new framework for…
KKL (Kazantzis-Kravaris/Luenberger) observers are based on the idea of immersing a given nonlinear system into a target system that is a linear stable filter of the measured output. In the present paper, we extend this theory by allowing…
This work is concerned with robust filtering of nonlinear sampled-data systems with and without exact discrete-time models. A linear matrix inequality (LMI) based approach is proposed for the design of robust $H_{\infty}$ observers for a…
Kullback-Leibler (KL) divergence is a fundamental concept in information theory that quantifies the discrepancy between two probability distributions. In the context of Variational Autoencoders (VAEs), it serves as a central regularization…
The Kullback-Leibler divergence or relative entropy is an information-theoretic measure between statistical models that play an important role in measuring a distance between random variables. In the study of complex systems, random fields…
Kullback--Leibler (KL) divergence is a fundamental measure of the dissimilarity between two probability distributions, but it can become unstable in high-dimensional settings due to its sensitivity to mismatches in distributional support.…
Label-noise learning (LNL) aims to increase the model's generalization given training data with noisy labels. To facilitate practical LNL algorithms, researchers have proposed different label noise types, ranging from class-conditional to…
Although spatial information of images usually enhance the robustness of the Fuzzy C-Means (FCM) algorithm, it greatly increases the computational costs for image segmentation. To achieve a sound trade-off between the segmentation…
We propose a method to measure real-valued time series irreversibility which combines two differ- ent tools: the horizontal visibility algorithm and the Kullback-Leibler divergence. This method maps a time series to a directed network…
Detecting outliers which are grossly different from or inconsistent with the remaining dataset is a major challenge in real-world KDD applications. Existing outlier detection methods are ineffective on scattered real-world datasets due to…
We propose a non-parametric anomaly detection algorithm for high dimensional data. We score each datapoint by its average $K$-NN distance, and rank them accordingly. We then train limited complexity models to imitate these scores based on…
In the present era of large scale surveys, big data presents new challenges to the discovery process for anomalous data. Such data can be indicative of systematic errors, extreme (or rare) forms of known phenomena, or most interestingly,…
Statistical distances (SDs), which quantify the dissimilarity between probability distributions, are central to machine learning and statistics. A modern method for estimating such distances from data relies on parametrizing a variational…
Complex devices are connected daily and eagerly generate vast streams of multidimensional state measurements. These devices often operate in distinct modes based on external conditions (day/night, occupied/vacant, etc.), and to prevent…