Related papers: Relaxation-based schemes for on-the-fly parameter …
In \emph{Guo et al, arXiv:2005.08288}, we propose a decoupled form of the structure-preserving doubling algorithm (dSDA). The method decouples the original two to four coupled recursions, enabling it to solve large-scale algebraic Riccati…
Deep learning techniques have shown promise in many domain applications. This paper proposes a novel deep reservoir computing framework, termed deep recurrent stochastic configuration network (DeepRSCN) for modelling nonlinear dynamic…
Travel time tomography is used to infer the underlying three-dimensional wavespeed structure of the Earth by fitting seismic travel time data collected at surface stations. Data interpolation and denoising techniques are important…
This paper addresses the problem of model-free reinforcement learning for Robust Markov Decision Process (RMDP) with large state spaces. The goal of the RMDP framework is to find a policy that is robust against the parameter uncertainties…
Fast Field-Cycling Nuclear Magnetic Resonance relaxometry is a non-destructive technique to investigate molecular dynamics and structure of systems having a wide range of applications such as environment, biology, and food. Besides a…
We propose a novel framework for learning a low-dimensional representation of data based on nonlinear dynamical systems, which we call dynamical dimension reduction (DDR). In the DDR model, each point is evolved via a nonlinear flow towards…
Model order reduction algorithms for large-scale descriptor systems are proposed using balanced truncation, in which symmetry or block skew symmetry (reciprocity) and the positive realness of the original transfer matrix are preserved. Two…
We introduce a novel optimization algorithm for image recovery under learned sparse and low-rank constraints, which we parameterize as weighted extensions of the $\ell_p^p$-vector and $\mathcal S_p^p$ Schatten-matrix quasi-norms for…
We address the problem of sparse recovery in an online setting, where random linear measurements of a sparse signal are revealed sequentially and the objective is to recover the underlying signal. We propose a reweighted least squares (RLS)…
Simulating turbulence is critical for many societally important applications in aerospace engineering, environmental science, the energy industry, and biomedicine. Large eddy simulation (LES) has been widely used as an alternative to direct…
We propose an unsupervised convolutional neural network (CNN) for relaxation parameter estimation. This network incorporates signal relaxation and Bloch simulations while taking advantage of residual learning and spatial relations across…
We introduce a deep residual recurrent neural network (DR-RNN) as an efficient model reduction technique for nonlinear dynamical systems. The developed DR-RNN is inspired by the iterative steps of line search methods in finding the residual…
We study the performance of sparse regression methods and propose new techniques to distill the governing equations of dynamical systems from data. We first look at the generic methodology of learning interpretable equation forms from data,…
The forecasting and computation of the stability of chaotic systems from partial observations are tasks for which traditional equation-based methods may not be suitable. In this computational paper, we propose data-driven methods to (i)…
We present novel algorithms for simulation optimization using random directions stochastic approximation (RDSA). These include first-order (gradient) as well as second-order (Newton) schemes. We incorporate both continuous-valued as well as…
Robust Principal Component Analysis (RPCA) is a fundamental technique for decomposing data into low-rank and sparse components, which plays a critical role for applications such as image processing and anomaly detection. Traditional RPCA…
Forecasting complex system dynamics, particularly for long-term predictions, is persistently hindered by error accumulation and computational burdens. This study presents RefreshNet, a multiscale framework developed to overcome these…
In this work, we develop a distributed least squares approximation (DLSA) method that is able to solve a large family of regression problems (e.g., linear regression, logistic regression, and Cox's model) on a distributed system. By…
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…
Robotic imitation learning typically assumes access to optimal demonstrations, yet real-world data collection often yields suboptimal, exploratory, or even failed trajectories. Discarding such data wastes valuable information about…