Related papers: Online identification of nonlinear time-varying sy…
Online joint estimation of unknown parameters and states in a dynamical system with uncertainty quantification is crucial in many applications. For example, digital twins dynamically update their knowledge of model parameters and states to…
Statistical Relational Learning (SRL) methods for anomaly detection are introduced via a security-related application. Operational requirements for online learning stability are outlined and compared to mathematical definitions as applied…
Bayesian experimental design (BED) provides a principled framework for optimizing data collection by choosing experiments that are maximally informative about unknown parameters. However, existing methods cannot deal with the joint…
Recent technological advances have expanded the availability of high-throughput biological datasets, enabling the reliable design of digital twins of biomedical systems or patients. Such computational tools represent key reaction networks…
Understanding user identity and behavior is central to applications such as personalization, recommendation, and decision support. Most existing approaches rely on deterministic embeddings or black-box predictive models, offering limited…
This work shows how adaptivity can enhance value realization of digital twins in civil engineering. We focus on adapting the state transition models within digital twins represented through probabilistic graphical models. The bi-directional…
A novel procedure for the online identification of a class of discrete-time switched linear systems, which simultaneously estimates the parameters and switching manifolds of the systems, is proposed in this paper. Firstly, to estimate the…
Symbolic Regression (SR) is a powerful technique for automatically discovering mathematical expressions from input data. Mainstream SR algorithms search for the optimal symbolic tree in a vast function space, but the increasing complexity…
We consider the problem of online learning in the presence of distribution shifts that occur at an unknown rate and of unknown intensity. We derive a new Bayesian online inference approach to simultaneously infer these distribution shifts…
This work presents a probabilistic digital twin framework for response prediction in dynamical systems governed by misspecified physics. The approach integrates Gaussian Process Latent Force Models (GPLFM) and Bayesian Neural Networks…
Interpretability is crucial for machine learning in many scenarios such as quantitative finance, banking, healthcare, etc. Symbolic regression (SR) is a classic interpretable machine learning method by bridging X and Y using mathematical…
Intelligent real-world systems critically depend on expressive information about their system state and changing operation conditions, e.g., due to variation in temperature, location, wear, or aging. To provide this information, online…
This paper proposes a sparse Bayesian treatment of deep neural networks (DNNs) for system identification. Although DNNs show impressive approximation ability in various fields, several challenges still exist for system identification…
Principled Bayesian deep learning (BDL) does not live up to its potential when we only focus on marginal predictive distributions (marginal predictives). Recent works have highlighted the importance of joint predictives for (Bayesian)…
We extend the recently introduced regularization/Bayesian System Identification procedures to the estimation of time-varying systems. Specifically, we consider an online setting, in which new data become available at given time steps. The…
Simulation-based digital twins must provide accurate, robust and reliable digital representations of their physical counterparts. Quantifying the uncertainty in their predictions plays, therefore, a key role in making better-informed…
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…
This work is concerned with uncertainty quantification in reduced-order dynamical system identification. Reduced-order models for system dynamics are ubiquitous in design and control applications and recent efforts focus on their…
The concept of creating a virtual copy of a complete Cyber-Physical System opens up numerous possibilities, including real-time assessments of the physical environment and continuous learning from the system to provide reliable and precise…
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…