Related papers: A method for identifying causality in the response…
This paper considers a single-trajectory system identification problem for linear systems under general nonlinear and/or time-varying policies with i.i.d. random excitation noises. The problem is motivated by safe learning-based control for…
We develop an effective description of noise-induced oscillations based on deterministic phase dynamics. The phase equation is constructed to exhibit correct frequency and distribution density of noise-induced oscillations. In the simplest…
This paper studies worst-case robust optimal tracking using noisy input-output data. We utilize behavioral system theory to represent system trajectories, while avoiding explicit system identification. We assume that the recent output data…
This paper introduces a novel parameterization to characterize unknown linear time-invariant systems using noisy data. The presented parameterization describes exactly the set of all systems consistent with the available data. We then…
We study causal inference in a multi-environment setting, in which the functional relations for producing the variables from their direct causes remain the same across environments, while the distribution of exogenous noises may vary. We…
Learning causal relationships between variables is a well-studied problem in statistics, with many important applications in science. However, modeling real-world systems remain challenging, as most existing algorithms assume that the…
Unmeasured confounding is a major challenge for identifying causal relationships from non-experimental data. Here, we propose a method that can accommodate unmeasured discrete confounding. Extending recent identifiability results in deep…
We present a theory of causality in dynamical systems using Koopman operators. Our theory is grounded on a rigorous definition of causal mechanism in dynamical systems given in terms of flow maps. In the Koopman framework, we prove that…
We consider the problem of inferring the causal structure from observational data, especially when the structure is sparse. This type of problem is usually formulated as an inference of a directed acyclic graph (DAG) model. The linear…
Valid causal inference in observational studies often requires controlling for confounders. However, in practice measurements of confounders may be noisy, and can lead to biased estimates of causal effects. We show that we can reduce the…
Mathematical models of real life phenomena are highly nonlinear involving multiple parameters and often exhibiting complex dynamics. Experimental data sets are typically small and noisy, rendering estimation of parameters from such data…
The problem of reconstructing nonlinear and complex dynamical systems from measured data or time series is central to many scientific disciplines including physical, biological, computer, and social sciences, as well as engineering and…
Discovering causal relations among observed variables in a given data set is a major objective in studies of statistics and artificial intelligence. Recently, some techniques to discover a unique causal model have been explored based on…
The network inference problem arises in biological research when one needs to quantitatively choose the best protein-interaction model for explaining a phenotype. The diverse nature of the data and nonlinear dynamics pose significant…
Causal inference and model interpretability research are gaining increasing attention, especially in the domains of healthcare and bioinformatics. Despite recent successes in this field, decorrelating features under nonlinear environments…
The design of reliable indicators to anticipate critical transitions in complex systems is an im portant task in order to detect a coming sudden regime shift and to take action in order to either prevent it or mitigate its consequences. We…
This paper resolves a pivotal open problem on nonparametric inference for nonlinear functionals of volatility matrix. Multiple prominent statistical tasks can be formulated as functionals of volatility matrix, yet a unified statistical…
A new technique is introduced to reconstruct a nonlinear stochastic model of the cardiorespiratory interaction. Its inferential framework uses a set of polynomial basis functions representing the nonlinear force governing the system…
Learning kinetic systems from data is one of the core challenges in many fields. Identifying stable models is essential for the generalization capabilities of data-driven inference. We introduce a computationally efficient framework, called…
In many engineering applications the level of nonlinear distortions in frequency response function (FRF) measurements is quantified using specially designed periodic excitation signals called random phase multisines and periodic noise. The…