相关论文: Panel data analysis via mechanistic models

Large scale dynamical systems (e.g. many nonlinear coupled differential equations) can often be summarized in terms of only a few state variables (a few equations), a trait that reduces complexity and facilitates exploration of behavioral…

Impulsive systems are a very flexible class of systems that can be used to represent switched and sampled-data systems. We propose to extend here the previously obtained results on deterministic impulsive systems to the stochastic setting.…

This paper proposes a correlated random coefficient linear panel data model, where regressors can be correlated with time-varying and individual-specific random coefficients through both a fixed effect and a time-varying random shock. I…

Machine learning (ML) has emerged as a powerful tool for tackling complex regression and classification tasks, yet its success often hinges on the quality of training data. This study introduces an ML paradigm inspired by domain knowledge…

Given (small amounts of) time-series' data from a high-dimensional, fine-grained, multiscale dynamical system, we propose a generative framework for learning an effective, lower-dimensional, coarse-grained dynamical model that is predictive…

Automata expressiveness is an essential feature in understanding which of the formalisms available should be chosen for modelling a particular problem. Probabilistic and stochastic automata are suitable for modelling systems exhibiting…

A new method is proposed which allows a reconstruction of time series based on higher order multiscale statistics given by a hierarchical process. This method is able to model the time series not only on a specific scale but for a range of…

While existing mathematical descriptions can accurately account for phenomena at microscopic scales (e.g. molecular dynamics), these are often high-dimensional, stochastic and their applicability over macroscopic time scales of physical…

We introduce graphical time series models for the analysis of dynamic relationships among variables in multivariate time series. The modelling approach is based on the notion of strong Granger causality and can be applied to time series…

This paper extends the subjects dicussed in the Data Analysis and Dynamical Systems courses by looking at the subject of modelling data. This task is nontrivial as the underlying process could be non-linear. In the paper some common…

State-space models are dynamical systems defined by a latent and an observed process. In ecology, stochastic state-space models in discrete time are most often used to describe the imperfectly observed dynamics of population sizes or animal…

Multinomial choice models are fundamental for empirical modeling of economic choices among discrete alternatives. We analyze identification of binary and multinomial choice models when the choice utilities are nonseparable in observed…

Count time series are widely encountered in practice. As with continuous valued data, many count series have seasonal properties. This paper uses a recent advance in stationary count time series to develop a general seasonal count time…

Complex data usually results from the interaction of objects produced by different generating mechanisms. Here we introduce a universal, unsupervised and parameter-free model-oriented approach, based upon the seminal concept of algorithmic…

We describe a computational framework for modeling and statistical inference on high-dimensional stochastic dynamic systems. Our primary motivation is the investigation of metapopulation dynamics arising from a collection of spatially…

We present a numerical method for learning the dynamics of slow components of unknown multiscale stochastic dynamical systems. While the governing equations of the systems are unknown, bursts of observation data of the slow variables are…

Most methods proposed to uncover communities in complex networks rely on combinatorial graph properties. Usually an edge-counting quality function, such as modularity, is optimized over all partitions of the graph compared against a null…

We present a new method for statistical verification of quantitative properties over a partially unknown system with actions, utilising a parameterised model (in this work, a parametric Markov decision process) and data collected from…

We consider identification, inference and validation of linear panel data models when both factors and factor loadings are accounted for by a nonparametric function. This general specification encompasses rather popular models such as the…

We study a class of multi-stage stochastic programs, which incorporate modeling features from Markov decision processes (MDPs). This class includes structured MDPs with continuous action and state spaces. We extend policy graphs to include…