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Model Predictive Control (MPC) is among the most widely adopted and reliable methods for robot control, relying critically on an accurate dynamics model. However, existing dynamics models used in the gradient-based MPC are limited by…
The process of transforming observed data into predictive mathematical models of the physical world has always been paramount in science and engineering. Although data is currently being collected at an ever-increasing pace, devising…
Learned dynamics models combined with both planning and policy learning algorithms have shown promise in enabling artificial agents to learn to perform many diverse tasks with limited supervision. However, one of the fundamental challenges…
Identifying the main features and learning the causal relationships of a dynamic system from time-series of sensor data are key problems in many real-world robot applications. In this paper, we propose an extension of a state-of-the-art…
The data-driven recovery of the unknown governing equations of dynamical systems has recently received an increasing interest. However, the identification of governing equations remains challenging when dealing with noisy and partial…
While diffusion models can successfully generate data and make predictions, they are predominantly designed for static images. We propose an approach for efficiently training diffusion models for probabilistic spatiotemporal forecasting,…
We study the modeling and prediction of dynamical systems based on conventional models derived from measurements. Such algorithms are highly desirable in situations where the underlying dynamics are hard to model from physical principles or…
Dynamical systems are found in innumerable forms across the physical and biological sciences, yet all these systems fall naturally into universal equivalence classes: conservative or dissipative, stable or unstable, compressible or…
Certain neural network architectures, in the infinite-layer limit, lead to systems of nonlinear differential equations. Motivated by this idea, we develop a framework for analyzing time signals based on non-autonomous dynamical equations.…
The data-based discovery of effective, coarse-grained (CG) models of high-dimensional dynamical systems presents a unique challenge in computational physics and particularly in the context of multiscale problems. The present paper offers a…
We present a data-driven machine-learning approach for modeling space-time socioeconomic dynamics. Through coarse-graining fine-scale observations, our modeling framework simplifies these complex systems to a set of tractable mechanistic…
Change points in real-world systems mark significant regime shifts in system dynamics, possibly triggered by exogenous or endogenous factors. These points define regimes for the time evolution of the system and are crucial for understanding…
Discovering governing equations from data is crucial for understanding complex systems in many diverse fields from science to engineering. Yet, there still is a lack of versatile computational toolbox to deal with this long standing…
Time-varying linear state-space models are powerful tools for obtaining mathematically interpretable representations of neural signals. For example, switching and decomposed models describe complex systems using latent variables that evolve…
Physical systems whose dynamics are governed by partial differential equations (PDEs) find applications in numerous fields, from engineering design to weather forecasting. The process of obtaining the solution from such PDEs may be…
This paper presents a new parameter estimation algorithm for the adaptive control of a class of time-varying plants. The main feature of this algorithm is a matrix of time-varying learning rates, which enables parameter estimation error…
Multistage stochastic programming provides a modeling framework for sequential decision-making problems that involve uncertainty. One typically overlooked aspect of this methodology is how uncertainty is incorporated into modeling.…
Predicting chaotic dynamical systems is critical in many scientific fields, such as weather forecasting, but challenging due to the characteristic sensitive dependence on initial conditions. Traditional modeling approaches require extensive…
Time series forecasting is a crucial task in machine learning, as it has a wide range of applications including but not limited to forecasting electricity consumption, traffic, and air quality. Traditional forecasting models rely on rolling…
Multiple time scale stochastic dynamical systems are ubiquitous in science and engineering, and the reduction of such systems and their models to only their slow components is often essential for scientific computation and further analysis.…