Related papers: Online experiment design for continuous-time syste…
Determining the causal structure of a set of variables is critical for both scientific inquiry and decision-making. However, this is often challenging in practice due to limited interventional data. Given that randomized experiments are…
In this article a new algorithm for the design of stationary input sequences for system identification is presented. The stationary input signal is generated by optimizing an approximation of a scalar function of the information matrix,…
Analyzing sequential data is crucial in many domains, particularly due to the abundance of data collected from the Internet of Things paradigm. Time series classification, the task of categorizing sequential data, has gained prominence,…
Compressive sensing (CS) is a promising technology for realizing energy-efficient wireless sensors for long-term health monitoring. In this paper, we propose a data-driven CS framework that learns signal characteristics and individual…
With the growing needs of online A/B testing to support the innovation in industry, the opportunity cost of running an experiment becomes non-negligible. Therefore, there is an increasing demand for an efficient continuous monitoring…
Bayesian filtering is a key tool in many problems that involve the online processing of data, including data assimilation, optimal control, nonlinear tracking and others. Unfortunately, the implementation of filters for nonlinear, possibly…
This paper is concerned with sequential state filtering in the presence of nonlinearity, non-Gaussianity and model uncertainty. For this problem, the Bayesian model averaged particle filter (BMAPF) is perhaps one of the most efficient…
Recommender Systems have become an integral part of online e-Commerce platforms, driving customer engagement and revenue. Most popular recommender systems attempt to learn from users' past engagement data to understand behavioral traits of…
This work explores the query complexity of property testing for general piecewise functions on the real line, in the active and passive property testing settings. The results are proven under an abstract zero-measure crossings condition,…
Stability analysis of the Kalman filter under randomly lost measurements has been widely studied. We revisit this problem in a general continuous-time framework, where both the measurement matrix and noise covariance evolve as random…
Ordinary differential equation models are used to describe dynamic processes across biology. To perform likelihood-based parameter inference on these models, it is necessary to specify a statistical process representing the contribution of…
The quality of numerical reconstructions for unknown parameters in inverse problems depends fundamentally on the selection of experimental data. To ensure a robust reconstruction, it is crucial to select data that are sensitive to the…
The widespread adoption of online randomized controlled experiments (A/B Tests) for decision-making has created ongoing capacity constraints which necessitate interim analyses. As a consequence, platform users are increasingly motivated to…
Control laws for continuous-time dynamical systems are most often implemented via digital controllers using a sample-and-hold technique. Numerical discretization of the continuous system is an integral part of subsequent analysis. Feedback…
We present a numerical framework for recovering unknown non-autonomous dynamical systems with time-dependent inputs. To circumvent the difficulty presented by the non-autonomous nature of the system, our method transforms the solution state…
The effectiveness of the machine learning methods for real-world tasks depends on the proper structure of the modeling pipeline. The proposed approach is aimed to automate the design of composite machine learning pipelines, which is…
This paper introduces a scheme for data stream processing which is robust to batch duration. Streaming frameworks process streams in batches retrieved at fixed time intervals. In a common setting a pattern recognition algorithm is applied…
The modeling of complicated time-evolving physical dynamics from partial observations is a long-standing challenge. Particularly, observations can be sparsely distributed in a seemingly random or unstructured manner, making it difficult to…
Imagine you are a teacher attempting to assess a student's level in a particular subject. If you design a test with only hard questions, and the student fails, this mostly proves that the student does not understand the more advanced…
This paper considers the problem of designing a continuous-time dynamical system that solves a constrained nonlinear optimization problem and makes the feasible set forward invariant and asymptotically stable. The invariance of the feasible…