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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.…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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,…
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…
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…
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…
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…
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…
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…
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.…
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…
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…