Related papers: Neural Network-Based Parameter Estimation for Non-…
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…
We present a numerical framework for approximating unknown governing equations using observation data and deep neural networks (DNN). In particular, we propose to use residual network (ResNet) as the basic building block for equation…
Analysis and synthesis of safety-critical autonomous systems are carried out using models which are often dynamic. Two central features of these dynamic systems are parameters and unmodeled dynamics. This paper addresses the use of a…
We present a novel end-to-end deep learning-based adaptation control algorithm for frequency-domain adaptive system identification. The proposed method exploits a deep neural network to map observed signal features to corresponding…
This paper addresses the problem of estimating the modes of an observed non-stationary mixture signal in the presence of an arbitrary distributed noise. A novel Bayesian model is introduced to estimate the model parameters from the…
We propose new machine learning schemes for solving high dimensional nonlinear partial differential equations (PDEs). Relying on the classical backward stochastic differential equation (BSDE) representation of PDEs, our algorithms estimate…
The estimation of model parameters with uncertainties from observed data is a ubiquitous inverse problem in science and engineering. In this paper, we suggest an inexpensive and easy to implement parameter estimation technique that uses a…
The hydrogen trapping behaviour of metallic alloys is generally characterised using Thermal Desorption Spectroscopy (TDS). However, as an indirect method, extracting key parameters (trap binding energies and densities) remains a significant…
Scientific machine learning has been successfully applied to inverse problems and PDE discovery in computational physics. One caveat concerning current methods is the need for large amounts of ("clean") data, in order to characterize the…
Attributes, such as metadata and profile, carry useful information which in principle can help improve accuracy in recommender systems. However, existing approaches have difficulty in fully leveraging attribute information due to practical…
Deep neural networks (DNNs) have made a revolution in numerous fields during the last decade. However, in tasks with high safety requirements, such as medical or autonomous driving applications, providing an assessment of the models…
We describe a novel algorithm for solving general parametric (nonlinear) eigenvalue problems. Our method has two steps: first, high-accuracy solutions of non-parametric versions of the problem are gathered at some values of the parameters;…
Physics Informed Neural Networks is a numerical method which uses neural networks to approximate solutions of partial differential equations. It has received a lot of attention and is currently used in numerous physical and engineering…
The Heston model is a well-known two-dimensional financial model. Because the Heston model contains implicit parameters that cannot be determined directly from real market data, calibrating the parameters to real market data is challenging.…
We develop a theory of evolutionary spectra for heteroskedasticity and autocorrelation robust (HAR) inference when the data may not satisfy second-order stationarity. Nonstationarity is a common feature of economic time series which may…
This paper provides the relevant literature with a complete toolkit for conducting robust estimation and inference about the parameters of interest involved in a high-dimensional panel data framework. Specifically, (1) we allow for…
Deep Neural Networks (DNN) have been successful in en- hancing noisy speech signals. Enhancement is achieved by learning a nonlinear mapping function from the features of the corrupted speech signal to that of the reference clean speech…
We propose a machine learning framework to accelerate numerical computations of time-dependent ODEs and PDEs. Our method is based on recasting (generalizations of) existing numerical methods as artificial neural networks, with a set of…
Physics-informed neural networks (PINNs) were recently proposed in [1] as an alternative way to solve partial differential equations (PDEs). A neural network (NN) represents the solution while a PDE-induced NN is coupled to the solution NN,…
To accurately reproduce measurements from the real world, simulators need to have an adequate model of the physical system and require the parameters of the model be identified. We address the latter problem of estimating parameters through…