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We propose a method for learning dynamical systems from high-dimensional empirical data that combines variational autoencoders and (spatio-)temporal attention within a framework designed to enforce certain scientifically-motivated…
We consider the certification of temporal quantum correlations using the pseudo-density matrix (PDM), an extension of the density matrix to the time domain, where negative eigenvalues are key indicators of temporal correlations.…
Diffusion models have garnered significant attention since they can effectively learn complex multivariate Gaussian distributions, resulting in diverse, high-quality outcomes. They introduce Gaussian noise into training data and reconstruct…
The recent explosion in the availability of echosounder data from diverse ocean platforms has created unprecedented opportunities to observe the marine ecosystems at broad scales. However, the critical lack of methods capable of…
This paper introduces sparse dynamic chain graph models for network inference in high dimensional non-Gaussian time series data. The proposed method parametrized by a precision matrix that encodes the intra time-slice conditional…
We measure the influence of different time-scales on the dynamics of financial market data. This is obtained by decomposing financial time series into simple oscillations associated with distinct time-scales. We propose two new time-varying…
We propose the time-delayed transformer (TD-TF), a simplified transformer architecture for data-driven modeling of unsteady spatio-temporal dynamics. TD-TF bridges linear operator-based methods and deep sequence models by showing that a…
Nonlinear dynamical systems are ubiquitous in nature and they are hard to forecast. Not only they may be sensitive to small perturbations in their initial conditions, but they are often composed of processes acting at multiple scales.…
This paper addresses the data-driven identification of latent dynamical representations of partially-observed systems, i.e., dynamical systems for which some components are never observed, with an emphasis on forecasting applications,…
Using the density matrix formalism, we prove an existence theorem of the periodic steady-state for an arbitrary periodically-driven system. This state has the same period as the modulated external influence, and it is realized as an…
In this work, we address the problem of identifying sparse continuous-time dynamical systems when the spacing between successive samples (the sampling period) is not constant over time. The proposed approach combines the…
We propose a neural network based approach for extracting models from dynamic data using ordinary and partial differential equations. In particular, given a time-series or spatio-temporal dataset, we seek to identify an accurate governing…
Motivated by the needs of online large-scale recommender systems, we specialize the decoupled extended Kalman filter (DEKF) to factorization models, including factorization machines, matrix and tensor factorization, and illustrate the…
We address the problem of learning the dynamics of an unknown non-parametric system linking a target and a feature time series. The feature time series is measured on a sparse and irregular grid, while we have access to only a few points of…
Model-free data-driven computational mechanics replaces phenomenological constitutive functions by numerical simulations based on data sets of representative samples in stress-strain space. The distance of strain and stress pairs from the…
A new model for time series with a specific oscillation pattern is proposed. The model consists of a hidden phase process controlling the speed of polling and a nonparametric curve characterizing the pattern, leading together to a…
In this paper we investigate data-driven predictive control of discrete-time linear descriptor systems. Specifically, we give a tailored variant of Willems' fundamental lemma, which shows that for descriptor systems the non-parametric…
We propose a dynamic multiplicative factor model for process data, which arise from complex problem-solving items, an emerging testing mode in large-scale educational assessment. The proposed model can be viewed as an extension of the…
A new approach for the parallel forward modeling of transient electromagnetic (TEM) fields is presented. It is based on a family of uniform-in-time rational approximants to the matrix exponential that share a common denominator independent…
Time series forecasting models are becoming increasingly prevalent due to their critical role in decision-making across various domains. However, most existing approaches represent the coupled temporal patterns, often neglecting the…