相关论文: On the Identifiability Conditions in Some Nonlinea…

Time series data is prevalent in a wide variety of real-world applications and it calls for trustworthy and explainable models for people to understand and fully trust decisions made by AI solutions. We consider the problem of building…

The paper considers the problem to estimate non-causal graphical models whose edges encode smoothing relations among the variables. We propose a new covariance extension problem and show that the solution minimizing the transportation…

Data-driven modeling of dynamical systems often faces numerous data-related challenges. A fundamental requirement is the existence of a unique set of parameters for a chosen model structure, an issue commonly referred to as identifiability.…

In this paper, we consider the problem of estimating the marginal density in some nonlinear autoregressive time series models for which the conditional mean and variance have a parametric specification. Under some regularity conditions, we…

We prove identifiability of parameters for a broad class of random graph mixture models. These models are characterized by a partition of the set of graph nodes into latent (unobservable) groups. The connectivities between nodes are…

The identifiability problem for interventions aims at assessing whether the total effect of some given interventions can be written with a do-free formula, and thus be computed from observational data only. We study this problem,…

We develop a new methodology for the fitting of nonstationary time series that exhibit nonlinearity, asymmetry, local persistence and changes in location scale and shape of the underlying distribution. In order to achieve this goal, we…

Many real-world problems encountered in several disciplines deal with the modeling of time-series containing different underlying dynamical regimes, for which probabilistic approaches are very often employed. In this paper we describe…

Transparent models, which provide inherently interpretable predictions, are receiving significant attention in high-stakes domains. However, despite much real-world data being collected as time series, there is a lack of studies on…

Standard GPs offer a flexible modelling tool for well-behaved processes. However, deviations from Gaussianity are expected to appear in real world datasets, with structural outliers and shocks routinely observed. In these cases GPs can fail…

This paper is concerned with some properties of the generalized GARCH models, obtained by extending GARCH models with exogenous variables, the so-called GARCH extended (GARCHX) models. For these, we establish sufficient conditions for some…

A mathematical model is identifiable if its parameters can be recovered from data. Here, we focus on a particular class of model, linear compartmental models, which are used to represent the transfer of substances in a system. We analyze…

A parameter of a mathematical model is structurally identifiable if it can be determined from noiseless experimental data. Here, we examine the identifiability properties of two important classes of linear compartmental models:…

Real-world data often exhibits sequential dependence, across diverse domains such as human behavior, medicine, finance, and climate modeling. Probabilistic methods capture the inherent uncertainty associated with prediction in these…

In this study, we present a novel constraint-based algorithm for causal structure learning specifically designed for nonlinear autoregressive time series. Our algorithm significantly reduces computational complexity compared to existing…

We derive generalization error bounds for traditional time-series forecasting models. Our results hold for many standard forecasting tools including autoregressive models, moving average models, and, more generally, linear state-space…

Observability is a modelling property that describes the possibility of inferring the internal state of a system from observations of its output. A related property, structural identifiability, refers to the theoretical possibility of…

Mixture models have been widely used in modeling of continuous observations. For the possibility to estimate the parameters of a mixture model consistently on the basis of observations from the mixture, identifiability is a necessary…

Dynamical systems modeling is a core pillar of scientific inquiry across natural and life sciences. Increasingly, dynamical system models are learned from data, rendering identifiability a paramount concept. For systems that are not…

In this paper we propose a solution to the problem of parameter estimation of nonlinearly parameterized regressions--continuous or discrete time--and apply it for system identification and adaptive control. We restrict our attention to…