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Approximate variational inference has shown to be a powerful tool for modeling unknown complex probability distributions. Recent advances in the field allow us to learn probabilistic models of sequences that actively exploit spatial and…

Machine Learning · Statistics 2016-06-15 Maximilian Soelch , Justin Bayer , Marvin Ludersdorfer , Patrick van der Smagt

The search for Lyapunov functions is a crucial task in the analysis of nonlinear systems. In this paper, we present a physics-informed neural network (PINN) approach to learning a Lyapunov function that is nearly maximal for a given stable…

Optimization and Control · Mathematics 2026-04-21 Jun Liu , Yiming Meng , Maxwell Fitzsimmons , Ruikun Zhou

First-order methods are often analyzed via their continuous-time models, where their worst-case convergence properties are usually approached via Lyapunov functions. In this work, we provide a systematic and principled approach to find and…

Numerical Analysis · Mathematics 2024-03-12 Céline Moucer , Adrien Taylor , Francis Bach

Sobolev loss is used when training a network to approximate the values and derivatives of a target function at a prescribed set of input points. Recent works have demonstrated its successful applications in various tasks such as…

Machine Learning · Computer Science 2020-08-18 Jorio Cocola , Paul Hand

We provide a novel method for sensitivity analysis of parametric robust Markov chains. These models incorporate parameters and sets of probability distributions to alleviate the often unrealistic assumption that precise probabilities are…

Machine Learning · Computer Science 2023-05-03 Thom Badings , Sebastian Junges , Ahmadreza Marandi , Ufuk Topcu , Nils Jansen

In this paper, we perform the multifractal analysis of the Lyapunov exponent for random conformal graph directed Markov systems introduced by Roy and Urba\'nski (2011). We also generalize Bowen's formula for the limit set of a random…

Dynamical Systems · Mathematics 2026-01-16 Yuya Arima

In this work, we propose a new randomized algorithm for computing a low-rank approximation to a given matrix. Taking an approach different from existing literature, our method first involves a specific biased sampling, with an element being…

Data Structures and Algorithms · Computer Science 2014-10-16 Srinadh Bhojanapalli , Prateek Jain , Sujay Sanghavi

Determining the induced L2 norm of a linear, parameter-varying (LPV) system is an integral part of many analysis and robust control design procedures. Most prior work has focused on efficiently computing upper bounds for the induced L2…

Systems and Control · Computer Science 2014-08-29 Tamas Peni , Peter J. Seiler

In this paper we present an optimization-based view of distributed parameter estimation and observational social learning in networks. Agents receive a sequence of random, independent and identically distributed (i.i.d.) signals, each of…

Machine Learning · Computer Science 2013-09-11 Shahin Shahrampour , Ali Jadbabaie

We train an artificial neural network which distinguishes chaotic and regular dynamics of the two-dimensional Chirikov standard map. We use finite length trajectories and compare the performance with traditional numerical methods which need…

Machine Learning · Computer Science 2020-04-24 Woo Seok Lee , Sergej Flach

Localization of acoustic waves in a one dimensional water duct containing many randomly distributed air filled blocks is studied. Both the Lyapunov exponent and its variance are computed. Their statistical properties are also explored…

Condensed Matter · Physics 2009-11-07 Pi-Gang Luan , Zhen Ye

Multi-agent coordination algorithms with randomized interactions have seen use in a variety of settings in the multi-agent systems literature. In some cases, these algorithms can be random by design, as in a gossip-like algorithm, and in…

Optimization and Control · Mathematics 2017-03-22 Matthew T. Hale , Magnus Egerstedt

Neural networks (NN) have achieved state-of-the-art performance in various applications. Unfortunately in applications where training data is insufficient, they are often prone to overfitting. One effective way to alleviate this problem is…

Machine Learning · Computer Science 2016-11-03 Hao Wang , Xingjian Shi , Dit-Yan Yeung

We consider orthogonally invariant probability measures on $\mathrm{GL}_n(\mathbb{R})$ and compare the mean of the logs of the moduli of eigenvalues of the matrices to the Lyapunov exponents of random matrix products independently drawn…

Dynamical Systems · Mathematics 2022-08-23 Diego Armentano , Gautam Chinta , Siddhartha Sahi , Michael Shub

We introduce a novel approach based on stochastic optimization to find the optimal sampling distribution for the data-driven stability analysis of switched linear systems. Our goal is to address limitations of existing approaches, in…

Optimization and Control · Mathematics 2025-09-01 Alexis Vuille , Guillaume O. Berger , Raphaël M. Jungers

We propose a simple recursive algorithm that allows the computation of the first- and second-order derivatives with respect to the inputs of an arbitrary deep feed forward neural network (DFNN). The algorithm naturally incorporates the…

Computational Physics · Physics 2021-11-16 Simone Rodini

The exact value of the Lyapunov exponents for the random matrix product $P_N = A_N A_{N-1}...A_1$ with each $A_i = \Sigma^{1/2} G_i^{\rm c}$, where $\Sigma$ is a fixed $d \times d$ positive definite matrix and $G_i^{\rm c}$ a $d \times d$…

Probability · Mathematics 2015-06-16 Peter J. Forrester

A Lyapunov-based approach for the trajectory generation of an $N$-dimensional Schr{\"o}dinger equation in whole $\RR^N$ is proposed. For the case of a quantum particle in an $N$-dimensional decaying potential the convergence is precisely…

Analysis of PDEs · Mathematics 2015-05-13 Mazyar Mirrahimi

A new modelling approach for the analysis of weighted networks with ordinal/polytomous dyadic values is introduced. Specifically, it is proposed to model the weighted network connectivity structure using a hierarchical multilayer…

Methodology · Statistics 2019-08-05 Alberto Caimo , Isabella Gollini

Symbolic regression with polynomial neural networks and polynomial neural ordinary differential equations (ODEs) are two recent and powerful approaches for equation recovery of many science and engineering problems. However, these methods…

Machine Learning · Computer Science 2023-08-28 Colby Fronk , Jaewoong Yun , Prashant Singh , Linda Petzold