Related papers: Neural Network-Based Parameter Estimation for Non-…
The estimation of unknown values of parameters (or hidden variables, control variables) that characterise a physical system often relies on the comparison of measured data with synthetic data produced by some numerical simulator of the…
This work applies concepts of artificial neural networks to identify the parameters of a mathematical model based on phase fields for damage and fracture. Damage mechanics is the part of the continuum mechanics that models the effects of…
The neural Ordinary Differential Equation (ODE) model has shown success in learning complex continuous-time processes from observations on discrete time stamps. In this work, we consider the modeling and forecasting of time series data that…
In this article we propose a new deep learning approach to approximate operators related to parametric partial differential equations (PDEs). In particular, we introduce a new strategy to design specific artificial neural network (ANN)…
In this paper, we propose a phase shift deep neural network (PhaseDNN), which provides a uniform wideband convergence in approximating high frequency functions and solutions of wave equations. The PhaseDNN makes use of the fact that common…
Currently there is great interest in the utility of deep neural networks (DNNs) for the physical layer of radio frequency (RF) communications. In this manuscript, we describe a custom DNN specially designed to solve problems in the RF…
Neural network based methods have emerged as a promising paradigm for scientific computing, yet they face critical bottlenecks in high frequency function approximation and partial differential equation (PDE) solving.
High-dimensional partial differential equations (PDE) appear in a number of models from the financial industry, such as in derivative pricing models, credit valuation adjustment (CVA) models, or portfolio optimization models. The PDEs in…
We present a numerical framework for deep neural network (DNN) modeling of unknown time-dependent partial differential equations (PDE) using their trajectory data. Unlike the recent work of [Wu and Xiu, J. Comput. Phys. 2020], where the…
Automated analysis of complex systems based on multiple readouts remains a challenge. Change point detection algorithms are aimed to locating abrupt changes in the time series behaviour of a process. In this paper, we present a novel change…
In recent years, deep learning has led to impressive results in many fields. In this paper, we introduce a multi-scale artificial neural network for high-dimensional non-linear maps based on the idea of hierarchical nested bases in the fast…
Learning time-dependent partial differential equations (PDEs) that govern evolutionary observations is one of the core challenges for data-driven inference in many fields. In this work, we propose to capture the essential dynamics of…
In this paper, we consider the problem of distributed parameter estimation in sensor networks. Each sensor makes successive observations of an unknown $d$-dimensional parameter, which might be subject to Gaussian random noises. They aim to…
In this paper, we investigate several techniques for modeling the one-dimensional advection equation for a specific class of problems with discontinuous initial and boundary conditions using physics-informed neural networks (PINNs). To…
Whether stochastic or parametric, the Pareto/NBD model can only be utilized for an in-sample prediction rather than an out-of-sample prediction. This research thus provides a neural network based extension of the Pareto/NBD model to…
Parameterized partial differential equations (PDEs) underpin the mathematical modeling of complex systems in diverse domains, including engineering, healthcare, and physics. A central challenge in using PDEs for real-world applications is…
Randomized neural network (RaNN) methods have been proposed for solving various partial differential equations (PDEs), demonstrating high accuracy and efficiency. However, initializing the fixed parameters remains challenging. Additionally,…
State-of-the-art speech recognition systems typically employ neural network acoustic models. However, compared to Gaussian mixture models, deep neural network (DNN) based acoustic models often have many more model parameters, making it…
The use of neural networks to approximate partial differential equations (PDEs) has gained significant attention in recent years. However, the approximation of PDEs with localised phenomena, e.g., sharp gradients and singularities, remains…
In this paper we propose a new method of estimation for discrete choice demand models when individual level data are available. The method employs a two-step procedure. Step 1 predicts the choice probabilities as functions of the observed…