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This paper leverages recent advances in high derivatives reconstruction from noisy-time series and sparse multivariate polynomial identification in order to improve the process of parsimoniously identifying, from a small amount of data,…
This paper studies the sparse identification problem of unknown sparse parameter vectors in stochastic dynamic systems. Firstly, a novel sparse identification algorithm is proposed, which can generate sparse estimates based on least squares…
Although various distributed machine learning schemes have been proposed recently for pure linear models and fully nonparametric models, little attention has been paid on distributed optimization for semi-paramemetric models with…
This paper presents a machine learning framework for Bayesian systems identification from noisy, sparse and irregular observations of nonlinear dynamical systems. The proposed method takes advantage of recent developments in differentiable…
In this paper, we study the system identification problem for sparse linear time-invariant systems. We propose a sparsity promoting block-regularized estimator to identify the dynamics of the system with only a limited number of input-state…
A novel approach to the problem of partial state estimation of nonlinear systems is proposed. The main idea is to translate the state estimation problem into one of estimation of constant, unknown parameters related to the systems initial…
Multivariable parametric models are critical for designing, controlling, and optimizing the performance of engineered systems. The main aim of this paper is to develop a parametric identification strategy that delivers accurate and…
Data-driven discovery of model equations is a powerful approach for understanding the behavior of dynamical systems in many scientific fields. In particular, the ability to learn mathematical models from data would benefit systems biology,…
Data-driven discovery of partial differential equations (PDEs) has attracted increasing attention in recent years. Although significant progress has been made, certain unresolved issues remain. For example, for PDEs with high-order…
In the context of dynamical systems, nonlinearity measures quantify the strength of nonlinearity by means of the distance of their input-output behaviour to a set of linear input-output mappings. In this paper, we establish a framework to…
In this paper, we study the estimation of partially linear models for spatial data distributed over complex domains. We use bivariate splines over triangulations to represent the nonparametric component on an irregular two-dimensional…
We investigate a data-driven approach to constructing uncertainty sets for robust optimization problems, where the uncertain problem parameters are modeled as random variables whose joint probability distribution is not known. Relying only…
We consider the nonparametric regression and the classification problems for $\psi$-weakly dependent processes. This weak dependence structure is more general than conditions such as, mixing, association, $\ldots$. A penalized estimation…
Identifying the governing equations of a nonlinear dynamical system is key to both understanding the physical features of the system and constructing an accurate model of the dynamics that generalizes well beyond the available data. We…
Semiparametric models are useful in econometrics, social sciences and medicine application. In this paper, a new estimator based on least square methods is proposed to estimate the direction of unknown parameters in semi-parametric models.…
We consider a class of uncertain linear time-invariant overparametrized systems affected by bounded disturbances, which are described by a known exosystem with unknown initial conditions. For such systems an exponentially stable extended…
In applications of nonlinear and complex dynamical systems, a common situation is that the system can be measured but its structure and the detailed rules of dynamical evolution are unknown. The inverse problem is to determine the system…
Combining simple elements from the literature, we define a linear model that is geared toward sparse data, in particular implicit feedback data for recommender systems. We show that its training objective has a closed-form solution, and…
Many real world systems exhibit a quasi linear or weakly nonlinear behavior during normal operation, and a hard saturation effect for high peaks of the input signal. In this paper, a methodology to identify a parsimonious discrete-time…
In this work we are interested in the problems of supervised learning and variable selection when the input-output dependence is described by a nonlinear function depending on a few variables. Our goal is to consider a sparse nonparametric…