相关论文: Nonparametric identification in the dynamic stocha…

Neural network modules conditioned by known priors can be effectively trained and combined to represent systems with nonlinear dynamics. This work explores a novel formulation for data-efficient learning of deep control-oriented nonlinear…

In parametric, nonlinear structural models a classical sufficient condition for local identification, like Fisher (1966) and Rothenberg (1971), is that the vector of moment conditions is differentiable at the true parameter with full rank…

Finite mixture models are useful in applied econometrics. They can be used to model unobserved heterogeneity, which plays major roles in labor economics, industrial organization and other fields. Mixtures are also convenient in dealing with…

System identification is of special interest in science and engineering. This article is concerned with a system identification problem arising in stochastic dynamic systems, where the aim is to estimate the parameters of a system along…

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.…

We analyze the statistical performance of identification of stochastic dynamical systems with non-linear measurement sensors. This includes stochastic Wiener systems, with linear dynamics, process noise and measured by a non-linear sensor…

Block-oriented nonlinear models are popular in nonlinear modeling because of their advantages to be quite simple to understand and easy to use. To increase the flexibility of single branch block-oriented models, such as Hammerstein, Wiener,…

While hidden class models of various types arise in many statistical applications, it is often difficult to establish the identifiability of their parameters. Focusing on models in which there is some structure of independence of some of…

We study non-parametric estimation of choice models, which were introduced to alleviate unreasonable assumptions in traditional parametric models, and are prevalent in several application areas. Existing literature focuses only on the…

Identifiability of parameters is an essential property for a statistical model to be useful in most settings. However, establishing parameter identifiability for Bayesian networks with hidden variables remains challenging. In the context of…

A systematic Bayesian framework is developed for physics constrained parameter inference ofstochastic differential equations (SDE) from partial observations. The physical constraints arederived for stochastic climate models but are…

This paper proposes a probabilistic Bayesian formulation for system identification (ID) and estimation of nonseparable Hamiltonian systems using stochastic dynamic models. Nonseparable Hamiltonian systems arise in models from diverse…

In this article we introduce a general nonparametric point-identification result for nonseparable triangular models with a multivariate first- and second stage. Based on this we prove point-identification of Hedonic models with multivariate…

We develop a general framework for the identification of counterfactual parameters in a class of nonlinear semiparametric panel models with fixed effects and time effects. Our method applies to models for discrete outcomes (e.g., two-way…

We generalize the stochastic block model to the important case in which edges are annotated with weights drawn from an exponential family distribution. This generalization introduces several technical difficulties for model estimation,…

This paper investigates both biomechanical-constrained non-rigid medical image registrations and accurate identifications of material properties for soft tissues, using physics-informed neural networks (PINNs). The complex nonlinear…

Random graphs have been widely used in statistics, for example in network analysis and graphical models. In some applications, the data may contain an inherent hierarchical ordering among its vertices, which prevents directed edges between…

Average partial effects (APEs) are often not point identified in panel models with unrestricted unobserved individual heterogeneity, such as a binary response panel model with fixed effects and logistic errors as a special case. This lack…

In engineering, accurately modeling nonlinear dynamic systems from data contaminated by noise is both essential and complex. Established Sequential Monte Carlo (SMC) methods, used for the Bayesian identification of these systems, facilitate…

Nonparametric identification and maximum likelihood estimation for finite-state hidden Markov models are investigated. We obtain identification of the parameters as well as the order of the Markov chain if the transition probability…