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We consider a sparse high-dimensional varying coefficients model with random effects, a flexible linear model allowing covariates and coefficients to have a functional dependence with time. For each individual, we observe discretely sampled…

Statistics Theory · Mathematics 2021-10-14 Michael Law , Ya'acov Ritov

We present a novel method for generating sequential parameter estimates and quantifying epistemic uncertainty in dynamical systems within a data-consistent (DC) framework. The DC framework differs from traditional Bayesian approaches due to…

Methodology · Statistics 2024-05-15 Carlos del-Castillo-Negrete , Rylan Spence , Troy Butler , Clint Dawson

Structural monitoring for complex built environments often suffers from mismatch between design, laboratory testing, and actual built parameters. Additionally, real-world structural identification problems encounter many challenges. For…

Machine Learning · Computer Science 2022-08-29 Xuyang Li , Hamed Bolandi , Talal Salem , Nizar Lajnef , Vishnu Naresh Boddeti

Temporal variations in biological systems and more generally in natural sciences are typically modelled as a set of Ordinary, Partial, or Stochastic Differential or Difference Equations. Algorithms for learning the structure and the…

Molecular Networks · Quantitative Biology 2019-01-23 Yannis Pantazis , Ioannis Tsamardinos

Active learning is proposed for selection of the next operating points in the design of experiments, for identifying linear parameter-varying systems. We extend existing approaches found in literature to multiple-input multiple-output…

Systems and Control · Electrical Eng. & Systems 2020-05-05 Robert Chin , Alejandro I. Maass , Nalika Ulapane , Chris Manzie , Iman Shames , Dragan Nešić , Jonathan E. Rowe , Hayato Nakada

This study addresses the challenge of predicting network dynamics, such as forecasting disease spread in social networks or estimating species populations in predator-prey networks. Accurate predictions in large networks are difficult due…

Social and Information Networks · Computer Science 2023-08-23 Rui Luo

We examine the linear regression problem in a challenging high-dimensional setting with correlated predictors where the vector of coefficients can vary from sparse to dense. In this setting, we propose a combination of probabilistic…

Methodology · Statistics 2025-05-13 Roman Parzer , Peter Filzmoser , Laura Vana-Gür

It is commonplace to encounter nonstationary data, of which the underlying generating process may change over time or across domains. The nonstationarity presents both challenges and opportunities for causal discovery. In this paper we…

Artificial Intelligence · Computer Science 2016-06-21 Kun Zhang , Biwei Huang , Jiji Zhang , Bernhard Schölkopf , Clark Glymour

Sparse modeling is a powerful framework for data analysis and processing. Traditionally, encoding in this framework is done by solving an l_1-regularized linear regression problem, usually called Lasso. In this work we first combine the…

Information Theory · Computer Science 2010-03-02 Pablo Sprechmann , Ignacio Ramirez , Guillermo Sapiro , Yonina C. Eldar

Having actual models for power system components (such as generators and loads or auxiliary equipment) is vital to correctly assess the power system operating state and to establish stability margins. However, power system operators often…

Signal Processing · Electrical Eng. & Systems 2020-01-22 Artem Mikhalev , Alexander Emchinov , Samuel Chevalier , Yury Maximov , Petr Vorobev

We introduce the concept of programmable feature engineering for time series modeling and propose a feature programming framework. This framework generates large amounts of predictive features for noisy multivariate time series while…

Machine Learning · Computer Science 2023-06-13 Alex Reneau , Jerry Yao-Chieh Hu , Chenwei Xu , Weijian Li , Ammar Gilani , Han Liu

Understanding how complex systems respond to perturbations, such as whether they will remain stable or what their most sensitive patterns are, is a fundamental challenge across science and engineering. Traditional stability and receptivity…

Fluid Dynamics · Physics 2026-04-28 Chengyun Wang , Liwei Chen , Nils Thuerey

In this paper, an evolutionary-based sparse regression algorithm is proposed and applied onto experimental data collected from a Duffing oscillator setup and numerical simulation data. Our purpose is to identify the Coulomb friction terms…

Computational Engineering, Finance, and Science · Computer Science 2020-05-19 Saeideh Khatiry Goharoodi , Kevin Dekemele , Mia Loccufier , Luc Dupre , Guillaume Crevecoeur

Dynamical systems, that are used to model power grids, the brain, and other physical systems, can exhibit coexisting stable states known as attractors. A powerful tool to understand such systems, as well as to better predict when they may…

Dynamical Systems · Mathematics 2023-07-31 George Datseris , Kalel Luiz Rossi , Alexandre Wagemakers

This paper presents a novel approach for estimating the modes of an observed non-stationary mixture signal. A link is first established between the short-time Fourier transform and the sparse sampling theory, where the observations are…

Numerical Analysis · Mathematics 2022-12-23 Quentin Legros , Dominique Fourer

We propose novel parameter estimation algorithms for a class of dynamical systems with nonlinear parametrization. The class is initially restricted to smooth monotonic functions with respect to a linear functional of the parameters. We show…

Dynamical Systems · Mathematics 2007-05-23 Ivan Tyukin , Danil Prokhorov , Cees van Leeuwen

Sparse tensors are prevalent in many data-intensive applications, yet existing differentiable programming frameworks are tailored towards dense tensors. This presents a significant challenge for efficiently computing gradients through…

Programming Languages · Computer Science 2023-03-14 Amir Shaikhha , Mathieu Huot , Shideh Hashemian

This paper presents Sparse Partitioning, a Bayesian method for identifying predictors that either individually or in combination with others affect a response variable. The method is designed for regression problems involving binary or…

Quantitative Methods · Quantitative Biology 2011-08-31 Doug Speed , Simon Tavaré

The parameter space of dynamical systems arising in applications is often found to be high-dimensional and difficult to explore. We construct a fast algorithm to numerically analyze "quantitative features" of dynamical systems depending on…

Numerical Analysis · Mathematics 2008-07-15 Christian Kuehn

The advancement and scaling of quantum technology has made the learning and identification of quantum systems and devices in highly-multidimensional parameter spaces a pressing task for a variety of applications. In many cases, the…

Quantum Physics · Physics 2026-04-20 Federico Belliardo , Erik M. Gauger , Tim H. Taminiau , Yoann Altmann , Cristian Bonato
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