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Sparse functional/longitudinal data have attracted widespread interest due to the prevalence of such data in social and life sciences. A prominent scenario where such data are routinely encountered are accelerated longitudinal studies,…

Methodology · Statistics 2024-06-24 Yidong Zhou , Hans-Georg Müller

We study contextual stochastic optimization problems, where we leverage rich auxiliary observations (e.g., product characteristics) to improve decision making with uncertain variables (e.g., demand). We show how to train forest decision…

Optimization and Control · Mathematics 2022-03-17 Nathan Kallus , Xiaojie Mao

Deep forest is a non-differentiable deep model which has achieved impressive empirical success across a wide variety of applications, especially on categorical/symbolic or mixed modeling tasks. Many of the application fields prefer…

Machine Learning · Computer Science 2023-05-02 Yi-Xiao He , Shen-Huan Lyu , Yuan Jiang

Incorporating a priori physics knowledge into machine learning leads to more robust and interpretable algorithms. In this work, we combine deep learning techniques and classic numerical methods for differential equations to address two…

Machine Learning · Computer Science 2026-05-04 Caitlin Ho , Andrea Arnold

Comparative and evolutive ecologists are interested in the distribution of quantitative traits among related species. The classical framework for these distributions consists of a random process running along the branches of a phylogenetic…

Applications · Statistics 2017-08-24 Paul Bastide , Mahendra Mariadassou , Stéphane Robin

Ecosystems display a complex spatial organization. Ecologists have long tried to characterize them by looking at how different measures of biodiversity change across spatial scales. Ecological neutral theory has provided simple predictions…

Populations and Evolution · Quantitative Biology 2017-12-13 Simone Pigolotti , Massimo Cencini , Daniel Molina , Miguel A. Muñoz

In this study, we develop a stochastic optimal control approach with reinforcement learning structure to learn the unknown parameters appeared in the drift and diffusion terms of the stochastic differential equation. By choosing an…

Optimization and Control · Mathematics 2023-08-22 Shuzhen Yang

Inference on unknown quantities in dynamical systems via observational data is essential for providing meaningful insight, furnishing accurate predictions, enabling robust control, and establishing appropriate designs for future…

Methodology · Statistics 2018-02-06 M. Chung , M. Binois , R. B. Gramacy , D. J. Moquin , A. P. Smith , A. M. Smith

Stochastic differential equations (SDEs) are popular tools to analyse time series data in many areas, such as mathematical finance, physics, and biology. They provide a mechanistic description of the phenomeon of interest, and their…

Methodology · Statistics 2021-02-01 Théo Michelot , Richard Glennie , Catriona Harris , Len Thomas

Uncertainties are abundant in complex systems. Mathematical models for these systems thus contain random effects or noises. The models are often in the form of stochastic differential equations, with some parameters to be determined by…

Numerical Analysis · Mathematics 2015-03-13 Jiarui Yang , Jinqiao Duan

Statistical (machine learning) tools for equation discovery require large amounts of data that are typically computer generated rather than experimentally observed. Multiscale modeling and stochastic simulations are two areas where learning…

Machine Learning · Statistics 2021-03-17 Joseph Bakarji , Daniel M. Tartakovsky

Atmospheric models used for weather and climate prediction are traditionally formulated in a deterministic manner. In other words, given a particular state of the resolved scale variables, the most likely forcing from the sub-grid scale…

Machine Learning · Computer Science 2024-02-16 Hannah M. Christensen , Salah Kouhen , Greta Miller , Raghul Parthipan

Humans use UAVs to monitor changes in forest environments since they are lightweight and provide a large variety of surveillance data. However, their information does not present enough details for understanding the scene which is needed to…

Computer Vision and Pattern Recognition · Computer Science 2024-03-12 Bianca-Cerasela-Zelia Blaga , Sergiu Nedevschi

We identify an issue in recent approaches to learning-based control that reformulate systems with uncertain dynamics using a stochastic differential equation. Specifically, we discuss the approximation that replaces a model with fixed but…

Systems and Control · Electrical Eng. & Systems 2021-11-12 Thomas Lew , Apoorva Sharma , James Harrison , Edward Schmerling , Marco Pavone

Understanding historical forest dynamics, specifically changes in forest biomass and carbon stocks, has become critical for assessing current forest climate benefits and projecting future benefits under various policy, regulatory, and…

Applications · Statistics 2023-08-29 Lucas K. Johnson , Michael J. Mahoney , Madeleine L. Desrochers , Colin M. Beier

This paper introduces a novel nonparametric method for estimating high-dimensional dynamic covariance matrices with multiple conditioning covariates, leveraging random forests and supported by robust theoretical guarantees. Unlike…

Machine Learning · Statistics 2025-05-20 Shuguang Yu , Fan Zhou , Yingjie Zhang , Ziqi Chen , Hongtu Zhu

Dryland vegetation ecosystems are known to be susceptible to critical transitions between alternative stable states when subjected to external forcing. Such transitions are often discussed through the framework of bifurcation theory, but…

Computational Physics · Physics 2025-05-16 Daniel Dylewsky , Sonia Kéfi , Madhur Anand , Chris T. Bauch

Parameter estimation in structural dynamics generally involves inferring the values of physical, geometric, or even customized parameters based on first principles or expert knowledge, which is challenging for complex structural systems. In…

Computational Engineering, Finance, and Science · Computer Science 2025-04-08 Mingyuan Zhou , Haoze Song , Wenjing Ye , Wei Wang , Zhilu Lai

This article shows how to specify and construct a discrete, stochastic, continuous-time model specifically for ecological systems. The model is more broad than typical chemical kinetics models in two ways. First, using time-dependent hazard…

Populations and Evolution · Quantitative Biology 2015-06-30 Andrew J. Dolgert

We present a numerical method for learning the dynamics of slow components of unknown multiscale stochastic dynamical systems. While the governing equations of the systems are unknown, bursts of observation data of the slow variables are…

Machine Learning · Computer Science 2024-08-28 Yuan Chen , Dongbin Xiu