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In recent years, machine learning (ML) has been proposed to devise data-driven parametrisations of unresolved processes in dynamical numerical models. In most cases, the ML training leverages high-resolution simulations to provide a dense,…
This work addresses inverse linear optimization where the goal is to infer the unknown cost vector of a linear program. Specifically, we consider the data-driven setting in which the available data are noisy observations of optimal…
Regularization plays an important role in solving ill-posed problems by adding extra information about the desired solution, such as sparsity. Many regularization terms usually involve some vector norm, e.g., $L_1$ and $L_2$ norms. In this…
Multiple systems estimation strategies have recently been applied to quantify hard-to-reach populations, particularly when estimating the number of victims of human trafficking and modern slavery. In such contexts, it is not uncommon to see…
The transfer matrix and matrix multiplication ansatz, when applied to nonequilibrium steady states in asymmetric exclusion processed and traffic models, has given many exact results for phase diagrams, bulk densities and fluxes, as well as…
This paper studies the sparse identification problem of unknown sparse parameter vectors in stochastic dynamic systems. Firstly, a novel sparse identification algorithm is proposed, which can generate sparse estimates based on least squares…
Motivated by the need to study the molecular mechanism underlying Type 1 Diabetes (T1D) with the gene expression data collected from both the patients and healthy controls at multiple time points, we propose an innovative method for jointly…
Integrative learning of multiple datasets has the potential to mitigate the challenge of small $n$ and large $p$ that is often encountered in analysis of big biomedical data such as genomics data. Detection of weak yet important signals can…
Mixtures of matrix Gaussian distributions provide a probabilistic framework for clustering continuous matrix-variate data, which are becoming increasingly prevalent in various fields. Despite its widespread adoption and successful…
This thesis is interested in the application of statistical physics methods and inference to sparse linear estimation problems. The main tools are the graphical models and approximate message-passing algorithm together with the cavity…
Optimal control models have been successful in describing many aspects of human movement. The interpretation of such models regarding neuronal implementation of the human motor system is not clear. An important aspects of optimal control…
Data scarcity is a major challenge in medical imaging, particularly for deep learning models. While data pooling (combining datasets from multiple sources) and data addition (adding more data from a new dataset) have been shown to enhance…
We study the robustness of system estimation to parametric perturbations in system dynamics and initial conditions. We define the problem of sensitivity-based parametric uncertainty quantification in dynamical system estimation. The main…
In many practical applications such as direction-of-arrival (DOA) estimation and line spectral estimation, the sparsifying dictionary is usually characterized by a set of unknown parameters in a continuous domain. To apply the conventional…
Missing data is a common concern in health datasets, and its impact on good decision-making processes is well documented. Our study's contribution is a methodology for tackling missing data problems using a combination of synthetic dataset…
This work introduces a new method to efficiently solve optimization problems constrained by partial differential equations (PDEs) with uncertain coefficients. The method leverages two sources of inexactness that trade accuracy for speed:…
In using data assimilation to import information from observations to estimate parameters and state variables of a model, one must assume a distribution for the noise in the measurements and in the model errors. Using the path integral…
A learning task, understood as the problem of fitting a parametric model from supervised data, fundamentally requires the dataset to be large enough to be representative of the underlying distribution of the source. When data is limited,…
We consider continuous-time sparse stochastic processes from which we have only a finite number of noisy/noiseless samples. Our goal is to estimate the noiseless samples (denoising) and the signal in-between (interpolation problem). By…
A novel elastic time distance for sparse multivariate functional data is proposed and used to develop a robust distance-based two-layer partition clustering method. With this proposed distance, the new approach not only can detect correct…