相关论文: A robust spectral method for finding lumpings and …
We address the problem of detecting the number of complex exponentials and estimating their parameters from a noisy signal using the Matrix Pencil (MP) method. We introduce the MP modes and present their informative spectral structure. We…
Markov state models (MSMs) have been demonstrated to be a powerful method for computationally studying intramolecular processes such as protein folding and macromolecular conformational changes. In this article, we present a new approach to…
The embedding problem for Markov chains is a famous problem in probability theory and only partial results are available up till now. In this paper, we propose a variant of the embedding problem called the reversible embedding problem which…
We consider the problem of estimating from sample paths the absolute spectral gap $\gamma_*$ of a reversible, irreducible and aperiodic Markov chain $(X_t)_{t \in \mathbb{N}}$ over a finite state space $\Omega$. We propose the ${\tt UCPI}$…
We present a method to determine fixed points in spatiotemporal signals. A 144-dimensioanl simulated signal, similar to a Kueppers-Lortz instability, is analyzed and its fixed points are reconstructed.
This paper considers a sampling-based approach to stability verification for piecewise continuous nonlinear systems via Lyapunov functions. Depending on the system dynamics, the candidate Lyapunov function and the set of initial states of…
Lyapunov functions provide a tool to analyze the stability of nonlinear systems without extensively solving the dynamics. Recent advances in sum-of-squares methods have enabled the algorithmic computation of Lyapunov functions for…
We review criteria for comparing the efficiency of Markov chain Monte Carlo (MCMC) methods with respect to the asymptotic variance of estimates of expectations of functions of state, and show how such criteria can justify ways of combining…
Recently, there has been a surge of interest in using spectral methods for estimating latent variable models. However, it is usually assumed that the distribution of the observations conditioned on the latent variables is either discrete or…
In this article, we prove that a small random perturbation of dynamical system with multiple stable equilibria converges to a Markov chain whose states are neighborhoods of the deepest stable equilibria, under a suitable time-rescaling,…
In this paper, we develop a general theory for the estimation of the transition probabilities of reversible Markov chains using the maximum entropy principle. A broad range of physical models can be studied within this approach. We use…
We consider the maximum entropy Markov chain inference approach to characterize the collective statistics of neuronal spike trains, focusing on the statistical properties of the inferred model. We review large deviations techniques useful…
An alternative approach for minimum and mode-dependent dwell-time characterization for switched systems is derived. The proposed technique is related to Lyapunov looped-functionals, a new type of functionals leading to stability conditions…
This paper presents a nonlinear mixing model for joint hyperspectral image unmixing and nonlinearity detection. The proposed model assumes that the pixel reflectances are linear combinations of known pure spectral components corrupted by an…
We consider the problem of embedding a dynamic network, to obtain time-evolving vector representations of each node, which can then be used to describe changes in behaviour of individual nodes, communities, or the entire graph. Given this…
We present a straightforward and reliable continuous method for computing the full or a partial Lyapunov spectrum associated with a dynamical system specified by a set of differential equations. We do this by introducing a stability…
Identification of complicated quantum environments lies in the core of quantum engineering, which systematically constructs an environment model with the aim of accurate control of quantum systems. In this paper, we present an…
Hidden Markov Models (HMMs) can be accurately approximated using co-occurrence frequencies of pairs and triples of observations by using a fast spectral method in contrast to the usual slow methods like EM or Gibbs sampling. We provide a…
We study stability issue of reset and impulsive switched systems. We find time constraints (dwell time and flee time) on switching signals which stabilize a given reset switched system. For a given collection of matrices, we find an…
We study the nonlinear response of non-integrable 1D spin models using infinite matrix-product state techniques. As a benchmark and demonstration of the method, we first calculate the 2D coherent spectroscopy for the exactly soluble…