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This work is devoted to the development of a distributionally robust active fault diagnosis approach for a class of nonlinear systems, which takes into account any ambiguity in distribution information of the uncertain model parameters.…

Optimization and Control · Mathematics 2021-08-12 Ioannis Tzortzis , Marios M. Polycarpou

There is a great need for technologies that can predict the mortality of patients in intensive care units with both high accuracy and accountability. We present joint end-to-end neural network architectures that combine long short-term…

Computation and Language · Computer Science 2017-09-12 Yohan Jo , Lisa Lee , Shruti Palaskar

This paper develops a granular regime-switching framework to model mortality deviations from seasonal baseline trends driven by temperature and epidemic shocks. The framework features three states: (1) a baseline state that captures…

Applications · Statistics 2025-03-10 Jens Robben , Karim Barigou , Torsten Kleinow

We present Latent Diffeomorphic Dynamic Mode Decomposition (LDDMD), a new data reduction approach for the analysis of non-linear systems that combines the interpretability of Dynamic Mode Decomposition (DMD) with the predictive power of…

Machine Learning · Computer Science 2025-08-04 Willem Diepeveen , Jon Schwenk , Andrea Bertozzi

Recent years have witnessed a booming interest in data-driven control of dynamical systems. However, the implicit data-driven output predictors are vulnerable to uncertainty such as process disturbance and measurement noise, causing…

Optimization and Control · Mathematics 2024-07-08 Yibo Wang , Keyou You , Dexian Huang , Chao Shang

With a changing climate, the frequency and intensity of extreme weather events are likely to increase, posing a threat to infrastructure systems' resilience. The response of infrastructure systems to localised failures depends on whether…

Systems and Control · Electrical Eng. & Systems 2022-11-21 Qianqian Li , Giuliano Punzo , Craig Robson , Hadi Arbabi , Martin Mayfield

Road traffic accidents (RTA) pose a significant public health threat worldwide, leading to considerable loss of life and economic burdens. This is particularly acute in developing countries like Bangladesh. Building reliable models to…

Machine Learning · Computer Science 2024-09-19 Md. Asif Khan Rifat , Ahmedul Kabir , Armana Sabiha Huq

We propose a semi-partitioned Generalized Method of Moments (GMM) framework for analyzing longitudinal data with time-dependent covariates, within a marginal modeling paradigm. This approach addresses limitations of both aggregated and…

Methodology · Statistics 2026-03-04 Niloofar Ramezani , Jeffrey R. Wilson

Data-driven predictive control based on the fundamental lemma by Willems et al. is frequently considered for deterministic LTI systems subject to measurement noise. However, little has been done on data-driven stochastic control. In this…

Systems and Control · Electrical Eng. & Systems 2023-08-04 Guanru Pan , Ruchuan Ou , Timm Faulwasser

Medical conditions due to acute cell injury, such as stroke and heart attack, are of tremendous impact and have attracted huge amounts of research effort. The biomedical research that seeks cures for these conditions has been dominated by a…

Cell Behavior · Quantitative Biology 2019-11-25 Donald J. DeGracia , Doaa Taha , Fika Tri Anggraini , Zhi-Feng Huang

Extreme precipitation shows non-stationary behavior over time, but also with respect to other large-scale variables. While this effect is often neglected, we propose a model including the influence of North Atlantic Oscillation, time,…

Atmospheric and Oceanic Physics · Physics 2022-11-09 Felix S. Fauer , Henning W. Rust

This paper describes a general approach for stochastic modeling of assets returns and liability cash-flows of a typical pensions insurer. On the asset side, we model the investment returns on equities and various classes of fixed-income…

Risk Management · Quantitative Finance 2020-05-27 Sergio Alvares Maffra , John Armstrong , Teemu Pennanen

In discrete choice modeling (DCM), model misspecifications may lead to limited predictability and biased parameter estimates. In this paper, we propose a new approach for estimating choice models in which we divide the systematic part of…

Machine Learning · Statistics 2020-09-23 Brian Sifringer , Virginie Lurkin , Alexandre Alahi

Logistic models are studied as a tool to convert output from numerical weather forecasting systems (deterministic and ensemble) into probability forecasts for binary events. A logistic model obtains by putting the logarithmic odds ratio…

Atmospheric and Oceanic Physics · Physics 2009-01-29 Jochen Bröcker

Latent dynamics models have emerged as powerful tools for modeling and interpreting neural population activity. Recently, there has been a focus on incorporating simultaneously measured behaviour into these models to further disentangle…

Neurons and Cognition · Quantitative Biology 2021-10-29 Cole Hurwitz , Akash Srivastava , Kai Xu , Justin Jude , Matthew G. Perich , Lee E. Miller , Matthias H. Hennig

We introduce an additive stochastic mortality model which allows joint modelling and forecasting of underlying death causes. Parameter families for mortality trends can be chosen freely. As model settings become high dimensional, Markov…

Risk Management · Quantitative Finance 2017-05-02 Jonas Hirz , Uwe Schmock , Pavel V. Shevchenko

A deterministic multiscale toy model is studied in which a chaotic fast subsystem triggers rare transitions between slow regimes, akin to weather or climate regimes. Using homogenization techniques, a reduced stochastic parametrization…

Data Analysis, Statistics and Probability · Physics 2012-04-11 Lewis Mitchell , Georg A. Gottwald

Actions taken immediately following a life-threatening personal health incident are critical for the survival of the sufferer. The timely arrival of specialist ambulance crew in particular often makes the difference between life and death.…

Computers and Society · Computer Science 2018-12-11 Marcus Poulton , Anastasios Noulas , David Weston , George Roussos

Joint models initially dedicated to a single longitudinal marker and a single time-to-event need to be extended to account for the rich longitudinal data of cohort studies. Multiple causes of clinical progression are indeed usually…

Applications · Statistics 2016-01-26 Cécile Proust-Lima , Jean-François Dartigues , Hélène Jacqmin-Gadda

We propose a learning-based robust predictive control algorithm that compensates for significant uncertainty in the dynamics for a class of discrete-time systems that are nominally linear with an additive nonlinear component. Such systems…

Systems and Control · Electrical Eng. & Systems 2022-12-05 Rohan Sinha , James Harrison , Spencer M. Richards , Marco Pavone