相关论文: Set Identified Dynamic Economies and Robustness to…

Forecasting accuracy is routinely optimised in financial prediction tasks even though investment and risk-management decisions are executed under transaction costs, market impact, capacity limits, and binding risk constraints. This paper…

This paper is concerned with identifying linear system dynamics without the knowledge of individual system trajectories, but from the knowledge of the system's reachable sets observed at different times. Motivated by a scenario where the…

Machine learning (ML) and deep learning models are extensively used for parameter optimization and regression problems. However, not all inverse problems in ML are ``identifiable,'' indicating that model parameters may not be uniquely…

Algorithms are increasingly common components of high-impact decision-making, and a growing body of literature on adversarial examples in laboratory settings indicates that standard machine learning models are not robust. This suggests that…

Physics-informed neural networks have emerged as a powerful tool in the scientific machine learning community, with applications to both forward and inverse problems. While they have shown considerable empirical success, significant…

The value of unknown parameters of multibody systems is crucial for prediction, monitoring, and control, sometimes estimated using a biased physics-based model leading to incorrect outcomes. Discovering motion equations of multibody systems…

This work is concerned with uncertainty quantification in reduced-order dynamical system identification. Reduced-order models for system dynamics are ubiquitous in design and control applications and recent efforts focus on their…

Turbulent dynamical systems are characterized by nonlinear interactions and stochastic effects that generate coupled statistical quantities, such as non-zero higher-order moments, which are difficult to capture from data with accuracy. We…

Nonlinear dynamic models are widely used for characterizing functional forms of processes that govern complex biological pathway systems. Over the past decade, validation and further development of these models became possible due to data…

Purpose: The article aims to visualise in a single graph fish and meat processing company groups in Spain with respect to long-term solvency, energy, waste and water intensity and gender employment gap. Design/methodology/approach: The…

Safe motion planning for robotic systems in dynamic environments is nontrivial in the presence of uncertain obstacles, where estimation of obstacle uncertainties is crucial in predicting future motions of dynamic obstacles. The worst-case…

We propose a stylized model of a complex economy to explore the economic tradeoffs imposed by the so called "green transition" -- the shift towards more sustainable production paradigms -- using tools from the Statistical Mechanics of…

Using a semi-structural approach, the paper identifies how heterogeneity and financial frictions affect the transmission of aggregate shocks. Approximating a heterogeneous agent model around the representative agent allocation can…

In order to examine the influence of system dynamics on sliding friction, we introduce the so-called micro-walking machine. This model consists of a rigid body with a number of elastic contact spots that is pulled by a constantly moving…

This paper develops a dynamic factor model that uses euro area (EA) country-specific information on output and inflation to estimate an area-wide measure of the output gap. Our model assumes that output and inflation can be decomposed into…

We propose a tractable unified framework to study the evolution and interaction of model-misspecification concerns and complexity aversion in repeated decision problems. This aims to capture environments where decision makers worry that…

We consider the application of deep generative models in propagating uncertainty through complex physical systems. Specifically, we put forth an implicit variational inference formulation that constrains the generative model output to…

We develop a machine-learning-based method, Principal Smooth-Dynamics Analysis (PriSDA), to identify patterns in economic development and to automate the development of new theory of economic dynamics. Traditionally, economic growth is…

The paper algorithmizes the problem of regime change point identification for data measured in a system exhibiting impulsive behaviors. This is a fundamental challenge for annotation of measurement data relevant, e.g., for designing…

Adaptive dynamical systems arise in a multitude of contexts, e.g., optimization, control, communications, signal processing, and machine learning. A precise characterization of their fundamental limitations is therefore of paramount…