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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 study online estimation in latent-variable models by recasting the problem as tracking a moving empirical equilibrium. Standard online EM and stochastic approximation analyses primarily study convergence toward the population parameter…
Binary determination of the presence of objects is one of the problems where humans perform extraordinarily better than computer vision systems, in terms of both speed and preciseness. One of the possible reasons is that humans can skip…
Sequential change-point detection when the distribution parameters are unknown is a fundamental problem in statistics and machine learning. When the post-change parameters are unknown, we consider a set of detection procedures based on…
High order momentum-based parameter update algorithms have seen widespread applications in training machine learning models. Recently, connections with variational approaches have led to the derivation of new learning algorithms with…
We demonstrate a machine learning based approach which can learn the time-dependent electronic excitation dynamics of small molecules subjected to ion irradiation. Ensembles of recurrent neural networks are trained on data generated by…
This paper presents a data-driven algorithm for simultaneous system identification and parameter estimation in control-affine nonlinear systems. Parameter estimation is achieved by training a data-driven predictive model using state-action…
Latent variable models with hidden binary units appear in various applications. Learning such models, in particular in the presence of noise, is a challenging computational problem. In this paper we propose a novel spectral approach to this…
High-order tuners are algorithms that show promise in achieving greater efficiency than classic gradient-based algorithms in identifying the parameters of parametric models and/or in facilitating the progress of a control or optimization…
This article presents a new search algorithm for the NP-hard problem of optimizing functions of binary variables that decompose according to a graphical model. It can be applied to models of any order and structure. The main novelty is a…
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…
Bayesian model calibration is central to digital twins and computer experiments, as it aligns model outputs with field observations by estimating calibration parameters and correcting systematic model bias. Classical Bayesian calibration…
Online classification is a central problem in optimization, statistical learning and data science. Classical algorithms such as the perceptron offer efficient updates and finite mistake guarantees on linearly separable data, but they do not…
Ensuring the reliability of power electronic converters is a matter of great importance, and data-driven condition monitoring techniques are cementing themselves as an important tool for this purpose. However, translating methods that work…
This paper investigates the problem of robust model predictive control (RMPC) of linear-time-invariant (LTI) discrete-time systems subject to structured uncertainty and bounded disturbances. Typically, the constrained RMPC problem with…
Linear regression is arguably the most prominent among statistical inference methods, popular both for its simplicity as well as its broad applicability. On par with data-intensive applications, the sheer size of linear regression problems…
In recent years, adaptive identification methods that can achieve the true value convergence of parameters without requiring persistent excitation (PE) have been widely studied, and concurrent learning has been intensively studied. However,…
We provide a new online learning algorithm which utilizes online passive-aggressive learning (PA) and total-error-rate minimization (TER) for binary classification. The PA learning establishes not only large margin training but also the…
In this work, we propose a non-parametric technique for online modeling of systems with unknown nonlinear Lipschitz dynamics. The key idea is to successively utilize measurements to approximate the graph of the state-update function using…
In this work we combine two distinct machine learning methodologies, sequential Monte Carlo and Bayesian experimental design, and apply them to the problem of inferring the dynamical parameters of a quantum system. We design the algorithm…