中文
相关论文

相关论文: Computing subsignatures of systems with exchangeab…

200 篇论文

Signatory is a library for calculating and performing functionality related to the signature and logsignature transforms. The focus is on machine learning, and as such includes features such as CPU parallelism, GPU support, and…

机器学习 · 计算机科学 2021-02-09 Patrick Kidger , Terry Lyons

Previous publications by the authors put forward the argument that Lifelike Cellular Automata can be treated as a bona fide example of livingness in and of themselves, not simply a toy analogue to biological life. Traits known to be…

元胞自动机与格子气 · 物理学 2026-04-21 Terence P Kee , James mcCrum

We explore the concept of a consistent exchangeable survival process - a joint distribution of survival times in which the risk set evolves as a continuous-time Markov process with homogeneous transition rates. We show a correspondence with…

统计理论 · 数学 2015-08-10 Walter Dempsey , Peter McCullagh

Identifiability is a necessary condition for successful parameter estimation of dynamic system models. A major component of identifiability analysis is determining the identifiable parameter combinations, the functional forms for the…

定量方法 · 定量生物学 2013-10-07 Marisa C. Eisenberg , Michael A. L. Hayashi

Extensions of {\omega}-automata to infinite alphabets typically rely on symbolic guards to keep the transition relation finite, and on registers or memory cells to preserve information from past symbols. Symbolic transitions alone are…

形式语言与自动机理论 · 计算机科学 2025-12-03 Luca Di Stefano

In the last decade, the concept of path signature has achieved significant success in data science applications. It offers a powerful set of features that effectively capture and describe the characteristics of paths or sequential data.…

环与代数 · 数学 2025-01-13 Ilya Chevyrev , Joscha Diehl , Kurusch Ebrahimi-Fard , Nikolas Tapia

Signature methods have been widely and effectively used as a tool for feature extraction in statistical learning methods, notably in mathematical finance. They lack, however, interpretability: in the general case, it is unclear why…

数理金融 · 定量金融 2025-03-04 Hari P. Krishnan , Stephan Sturm

The standard engineering approach to modelling of complex systems is highly compositional. In order to be able to understand (or to control) the behavior of a complex dynamical systems, it is often desirable, if not necessary, to view this…

系统与控制 · 计算机科学 2013-07-01 Antoine Girard

We provide a data-driven algorithm to classify market regimes for time series. We utilise the path signature, encoding time series into easy-to-describe objects, and provide a metric structure which establishes a connection between…

风险管理 · 定量金融 2021-07-02 Paul Bilokon , Antoine Jacquier , Conor McIndoe

Classic control techniques typically rely on a model of the system's response to external inputs, which is difficult to obtain from first principles especially if the unknown dynamics are nonlinear. In this paper, we address this issue by…

系统与控制 · 电气工程与系统科学 2025-04-28 Anna Scampicchio , Melanie N. Zeilinger

We propose a novel method for fast and scalable evaluation of periodic solutions of systems of ordinary differential equations for a given set of parameter values and initial conditions. The equations governing the system dynamics are…

动力系统 · 数学 2016-05-30 I. Yu. Tyukin , A. N. Gorban , T. A. Tyukina , J. Al Ameri , Yu. A. Korablev

This paper introduces a novel approach to user event reconstruction by showing the practicality of generating and implementing signature-based analysis methods to reconstruct high-level user actions from a collection of low-level traces…

密码学与安全 · 计算机科学 2013-02-13 Joshua I. James , Pavel Gladyshev , Yuandong Zhu

We present an approach to the verification of systems for whose description some elements - constants or functions - are underspecified and can be regarded as parameters, and, in particular, describe a method for automatically generating…

计算机科学中的逻辑 · 计算机科学 2023-10-30 Dennis Peuter , Philipp Marohn , Viorica Sofronie-Stokkermans

In this paper, we investigate various stochastic orderings for series and parallel systems with independent and heterogeneous components having lifetimes following the proportional odds model. We also investigate comparisons between system…

统计理论 · 数学 2020-07-28 Pradip Kundu , Nil Kamal Hazra , Asok K. Nanda

Quantifying the complexity of systems consisting of many interacting parts has been an important challenge in the field of complex systems in both abstract and applied contexts. One approach, the complexity profile, is a measure of the…

斑图形成与孤子 · 物理学 2013-06-03 Yavni Bar-Yam , Dion Harmon , Yaneer Bar-Yam

This paper establishes problem-specific sample complexity lower bounds for linear system identification problems. The sample complexity is defined in the PAC framework: it corresponds to the time it takes to identify the system parameters…

系统与控制 · 计算机科学 2019-03-26 Yassir Jedra , Alexandre Proutiere

When identifying electrical, mechanical, or biological systems, parametric continuous-time identification methods can lead to interpretable and parsimonious models when the model structure aligns with the physical properties of the system.…

系统与控制 · 电气工程与系统科学 2024-09-26 Rodrigo A. González , Koen Classens , Cristian R. Rojas , James S. Welsh , Tom Oomen

We investigate how to model exchangeability with choice functions. Exchangeability is a structural assessment on a sequence of uncertain variables. We show how such assessments are a special indifference assessment, and how that leads to a…

人工智能 · 计算机科学 2017-03-07 Arthur Van Camp , Gert de Cooman

Predicting the remaining useful life of machinery, infrastructure, or other equipment can facilitate preemptive maintenance decisions, whereby a failure is prevented through timely repair or replacement. This allows for a better decision…

机器学习 · 计算机科学 2019-07-22 Mathias Kraus , Stefan Feuerriegel

Scalable and automatic formal verification for concurrent systems is always demanding. In this paper, we propose a verification framework to support automated compositional reasoning for concurrent programs with shared variables. Our…

形式语言与自动机理论 · 计算机科学 2018-03-28 Fuyuan Zhang , Yongwang Zhao , David Sanan , Yang Liu , Alwen Tiu , Shang-Wei Lin , Jun Sun