相关论文: Kernel Analog Forecasting: Multiscale Test Problem…

The number of methods available for classification of multi-label data has increased rapidly over recent years, yet relatively few links have been made with the related task of classification of sequential data. If labels indices are…

We propose a multiscale approach for predicting quantities in dynamical systems which is explicitly structured to extract information in both fine-to-coarse and coarse-to-fine directions. We envision this method being generally applicable…

Nonlinear dynamical systems are ubiquitous in nature and they are hard to forecast. Not only they may be sensitive to small perturbations in their initial conditions, but they are often composed of processes acting at multiple scales.…

The paper investigates the problems of quickest change detection in Markov models and hidden Markov models (HMMs). Sequential observations are taken from a (hidden) Markov model. At some unknown time, an event occurs in the system and…

Developing feature selection algorithms that move beyond a pure correlational to a more causal analysis of observational data is an important problem in the sciences. Several algorithms attempt to do so by discovering the Markov blanket of…

Accurate forecasting of multivariate time series data is important in many engineering and scientific applications. Recent state-of-the-art works ignore the inter-relations between variates, using their model on each variate independently.…

We consider deep multivariate models for heterogeneous collections of random variables. In the context of computer vision, such collections may e.g. consist of images, segmentations, image attributes, and latent variables. When developing…

This paper presents a kernelized offset-free data-driven predictive control scheme for nonlinear systems. Traditional model-based and data-driven predictive controllers often struggle with inaccurate predictors or persistent disturbances,…

One important problem in constructing the reduced dynamics of molecular systems is the accurate modeling of the non-Markovian behavior arising from the dynamics of unresolved variables. The main complication emerges from the lack of scale…

Heterogeneous computing systems, which combine general-purpose processors with specialized accelerators, are increasingly important for optimizing the performance of modern applications. A central challenge is to decide which parts of an…

While data science is battling to extract information from the enormous explosion of data, many estimators and algorithms are being developed for better prediction. Researchers and data scientists often introduce new methods and evaluate…

Analogs are nearest neighbors of the state of a system. By using analogs and their successors in time, one is able to produce empirical forecasts. Several analog forecasting methods have been used in atmospheric applications and tested on…

Typically, machine learning models are trained and evaluated without making any distinction between users (e.g, using traditional hold-out and cross-validation). However, this produces inaccurate performance metrics estimates in multi-user…

Modeling geophysical processes as low-dimensional dynamical systems and regressing their vector field from data is a promising approach for learning emulators of such systems. We show that when the kernel of these emulators is also learned…

We consider the problem of modeling, estimating, and controlling the latent state of a spatiotemporally evolving continuous function using very few sensor measurements and actuator locations. Our solution to the problem consists of two…

Machine learning models can represent climate processes that are nonlocal in horizontal space, height, and time, often by combining information across these dimensions in highly nonlinear ways. While this can improve predictive skill, it…

In this article, we develop a kernel-based framework for constructing dynamic, pathdependent trading strategies under a mean-variance optimisation criterion. Building on the theoretical results of (Muca Cirone and Salvi, 2025), we…

Traditional hidden Markov models have been a useful tool to understand and model stochastic dynamic data; in the case of non-Gaussian data, models such as mixture of Gaussian hidden Markov models can be used. However, these suffer from the…

Analog forecasting is a nonparametric technique introduced by Lorenz in 1969 which predicts the evolution of states of a dynamical system (or observables defined on the states) by following the evolution of the sample in a historical record…

We study local sensitivity of structured ARX-based data-driven predictive control. Although predictor estimation is linear in the ARX parameters, the lifted multi-step predictor used in MPC depends on them implicitly, which complicates both…