Related papers: Estimating unknown parameters in differential equa…
Particle filters are a frequent choice for inference tasks in nonlinear and non-Gaussian state-space models. They can either be used for state inference by approximating the filtering distribution or for parameter inference by approximating…
We introduce and analyze a method of learning-informed parameter identification for partial differential equations (PDEs) in an all-at-once framework. The underlying PDE model is formulated in a rather general setting with three unknowns:…
This work studies reinforcement learning (RL) in the context of multi-period supply chains subject to constraints, e.g., on production and inventory. We introduce Distributional Constrained Policy Optimization (DCPO), a novel approach for…
We show that several machine learning estimators, including square-root LASSO (Least Absolute Shrinkage and Selection) and regularized logistic regression can be represented as solutions to distributionally robust optimization (DRO)…
Incorporating a priori physics knowledge into machine learning leads to more robust and interpretable algorithms. In this work, we combine deep learning techniques and classic numerical methods for differential equations to address two…
We present a novel framework combining Deep Operator Networks (DeepONets) with Physics-Informed Neural Networks (PINNs) to solve partial differential equations (PDEs) and estimate their unknown parameters. By integrating data-driven…
In this paper we contribute a novel algorithm family, which generalizes many unsupervised techniques including unnormalized and energy models, and allows us to infer different statistical modalities (e.g. data likelihood and ratio between…
Recent work on Path-Dependent Partial Differential Equations (PPDEs) has shown that PPDE solutions can be approximated by a probabilistic representation, implemented in the literature by the estimation of conditional expectations using…
Since the release of Deepseek-R1, reinforcement learning with verifiable rewards (RLVR) has become a central approach for training large language models (LLMs) on reasoning tasks. Recent work has largely focused on modifying loss functions…
Differentiable simulation is a promising toolkit for fast gradient-based policy optimization and system identification. However, existing approaches to differentiable simulation have largely tackled scenarios where obtaining smooth…
Compared to other techniques, particle swarm optimization is more frequently utilized because of its ease of use and low variability. However, it is complicated to find the best possible solution in the search space in large-scale…
While many Particle Swarm Optimization (PSO) algorithms only use fitness to assess the performance of particles, in this work, we adopt Surprisingly Popular Algorithm (SPA) as a complementary metric in addition to fitness. Consequently,…
The present study proposes a new structure selection approach for non-linear system identification based on Two-Dimensional particle swarms (2D-UPSO). The 2D learning framework essentially extends the learning dimension of the conventional…
Machine learning has been successfully applied to various fields of scientific computing in recent years. In this work, we propose a sparse radial basis function neural network method to solve elliptic partial differential equations (PDEs)…
Performative prediction aims to model scenarios where predictive outcomes subsequently influence the very systems they target. The pursuit of a performative optimum (PO) -- minimizing performative risk -- is generally reliant on modeling of…
Particle swarm optimization (PSO) is a search algorithm based on stochastic and population-based adaptive optimization. In this paper, a pathfinding strategy is proposed to improve the efficiency of path planning for a broad range of…
In many areas of science and engineering, discovering the governing differential equations from the noisy experimental data is an essential challenge. It is also a critical step in understanding the physical phenomena and prediction of the…
Recently, machine learning methods have gained significant traction in scientific computing, particularly for solving Partial Differential Equations (PDEs). However, methods based on deep neural networks (DNNs) often lack convergence…
Automated model discovery of partial differential equations (PDEs) usually considers a single experiment or dataset to infer the underlying governing equations. In practice, experiments have inherent natural variability in parameters,…
Partial differential equation (PDE) models are widely used in engineering and natural sciences to describe spatio-temporal processes. The parameters of the considered processes are often unknown and have to be estimated from experimental…