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Stochastic dynamical systems are fundamental in state estimation, system identification and control. System models are often provided in continuous time, while a major part of the applied theory is developed for discrete-time systems.…
Advances in ultra-intense laser technology have increased repetition rates and average power for chirped-pulse laser systems, which offers a promising solution for many applications including energetic proton sources. An important challenge…
By extending the extreme learning machine by additional control inputs, we achieved almost complete reproduction of bifurcation structures of dynamical systems. The learning ability of the proposed neural network system is striking in that…
Astronomy light curves are sparse, gappy, and heteroscedastic. As a result standard time series methods regularly used for financial and similar datasets are of little help and astronomers are usually left to their own instruments and…
Recently, a new algorithm for the computation of covariant Lyapunov vectors and of corresponding local Lyapunov exponents has become available. Here we study the properties of these still unfamiliar quantities for a number of simple models,…
We assume that we are given a time series of data from a dynamical system and our task is to learn the flow map of the dynamical system. We present a collection of results on how to enforce constraints coming from the dynamical system in…
We claim that looking at probability distributions of \emph{finite time} largest Lyapunov exponents, and more precisely studying their large deviation properties, yields an extremely powerful technique to get quantitative estimates of…
We introduce a new training algorithm for deep neural networks that utilize random complex exponential activation functions. Our approach employs a Markov Chain Monte Carlo sampling procedure to iteratively train network layers, avoiding…
We propose a novel explanation method that explains the decisions of a deep neural network by investigating how the intermediate representations at each layer of the deep network were refined during the training process. This way we can a)…
In recent years, machine learning and deep learning have become popular methods for financial data analysis, including financial textual data, numerical data, and graphical data. This paper proposes to use sentiment analysis to extract…
Learning interpretable representations of neural dynamics at a population level is a crucial first step to understanding how observed neural activity relates to perception and behavior. Models of neural dynamics often focus on either…
Motivated by recent progress in data assimilation, we develop an algorithm to dynamically learn the parameters of a chaotic system from partial observations. Under reasonable assumptions, we rigorously establish the convergence of this…
Brains process information through the collective dynamics of large neural networks. Collective chaos was suggested to underlie the complex ongoing dynamics observed in cerebral cortical circuits and determine the impact and processing of…
In this article, we propose a new algorithm for supervised learning methods, by which one can both capture the non-linearity in data and also find the best subset model. To produce an enhanced subset of the original variables, an ideal…
Probabilistic forecasting of high dimensional multivariate time series is a notoriously challenging task, both in terms of computational burden and distribution modeling. Most previous work either makes simple distribution assumptions or…
This paper gives an overview on how to develop a dense and deep neural network for making a time series prediction. First, the history and cornerstones in Artificial Intelligence and Machine Learning will be presented. After a short…
We present a new approach for constructing polytope Lyapunov functions for continuous-time linear switching systems (LSS). This allows us to decide the stability of LSS and to compute the Lyapunov exponent with a good precision in…
While there has been increasing interest in using neural networks to compute Lyapunov functions, verifying that these functions satisfy the Lyapunov conditions and certifying stability regions remain challenging due to the curse of…
Deep learning models operating in the complex domain are used due to their rich representation capacity. However, most of these models are either restricted to the first quadrant of the complex plane or project the complex-valued data into…
This study uses the link between extreme value laws and dynamical systems theory to show that important dynamical quantities as the correlation dimension, the entropy and the Lyapunov exponents can be obtained by fitting observables…