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A nonparametric method to predict non-Markovian time series of partially observed dynamics is developed. The prediction problem we consider is a supervised learning task of finding a regression function that takes a delay embedded…

统计方法学 · 统计学 2021-01-14 Faheem Gilani , Dimitrios Giannakis , John Harlim

In order to fully utilize "big data", it is often required to use "big models". Such models tend to grow with the complexity and size of the training data, and do not make strong parametric assumptions upfront on the nature of the…

机器学习 · 统计学 2015-04-17 Vikas Sindhwani , Haim Avron

Hamiltonian dynamics describe a wide range of physical systems. As such, data-driven simulations of Hamiltonian systems are important for many scientific and engineering problems. In this work, we propose kernel-based methods for…

A precise understanding of the influence of a quantum system's environment on its dynamics, which is at the heart of the theory of open quantum systems, is crucial for further progress in the development of controllable large-scale quantum…

量子物理 · 物理学 2022-10-10 I. A. Luchnikov , E. O. Kiktenko , M. A. Gavreev , H. Ouerdane , S. N. Filippov , A. K. Fedorov

We develop scalable randomized kernel methods for jointly associating data from multiple sources and simultaneously predicting an outcome or classifying a unit into one of two or more classes. The proposed methods model nonlinear…

统计方法学 · 统计学 2023-04-11 Sandra E. Safo , Han Lu

We propose kernel-based approaches for the construction of a single-step and multi-step predictor of the velocity form of nonlinear (NL) systems, which describes the time-difference dynamics of the corresponding NL system and admits a…

系统与控制 · 电气工程与系统科学 2024-08-02 Chris Verhoek , Roland Tóth

Differential equations are a ubiquitous tool to study dynamics, ranging from physical systems to complex systems, where a large number of agents interact through a graph with non-trivial topological features. Data-driven approximations of…

统计力学 · 物理学 2024-04-26 Vaiva Vasiliauskaite , Nino Antulov-Fantulin

Nanoscale devices - either biological or artificial - operate in a regime where the usual assumptions of a structureless, Markovian, bath do not hold. Being able to predict and study the dynamics of such systems is crucial and is usually…

量子物理 · 物理学 2021-11-17 Thibaut Lacroix , Angus Dunnett , Dominic Gribben , Brendon W. Lovett , Alex Chin

For the application of MPC design in on-line regulation or tracking control problems, several studies have attempted to develop an accurate model, and realize adequate uncertainty description of linear or non-linear plants of the processes.…

最优化与控制 · 数学 2019-04-03 Yuanqiang Zhou , Dewei Li , Yugeng Xi , Zhongxue Gan

We discuss Bayesian model uncertainty analysis and forecasting in sequential dynamic modeling of multivariate time series. The perspective is that of a decision-maker with a specific forecasting objective that guides thinking about relevant…

统计方法学 · 统计学 2022-06-07 Isaac Lavine , Michael Lindon , Mike West

Deep neural networks are increasingly being used for the analysis of medical images. However, most works neglect the uncertainty in the model's prediction. We propose an uncertainty-aware deep kernel learning model which permits the…

机器学习 · 计算机科学 2021-06-11 Zhiliang Wu , Yinchong Yang , Jindong Gu , Volker Tresp

Nowadays, the rapid increases of the scale and complexity of the controlled plants bring new challenges such as computing power and storage for conventional control systems. Cloud computing is concerned as a powerful solution to handle the…

系统与控制 · 电气工程与系统科学 2023-03-06 Runze Gao , Yuanqing Xia , Li Dai , Zhongqi Sun

In this paper, we propose a kernel principal component analysis model for multi-variate time series forecasting, where the training and prediction schemes are derived from the multi-view formulation of Restricted Kernel Machines. The…

机器学习 · 计算机科学 2023-01-25 Arun Pandey , Hannes De Meulemeester , Bart De Moor , Johan A. K. Suykens

We study the split Conformal Prediction method when applied to Markovian data. We quantify the gap in terms of coverage induced by the correlations in the data (compared to exchangeable data). This gap strongly depends on the mixing…

机器学习 · 计算机科学 2024-07-23 Frédéric Zheng , Alexandre Proutiere

The data driven extrapolation requires the definition of a functional model depending on the available data and has the application scope of providing reliable predictions on the unknown dynamics. Since data might be scattered, we drive our…

数值分析 · 数学 2020-12-24 Rosanna Campagna , Emma Perracchione

Kernel-based multivariate statistical process control (K-MSPC) extends classical monitoring to nonlinear industrial processes. Its performance depends critically on kernel parameters such as lengthscales and variance terms. In current…

Computational multiscale methods for analyzing and deriving constitutive responses have been used as a tool in engineering problems because of their ability to combine information at different length scales. However, their application in a…

This paper proposes a new methodology for performing Bayesian inference in imaging inverse problems where the prior knowledge is available in the form of training data. Following the manifold hypothesis and adopting a generative modelling…

统计方法学 · 统计学 2021-03-19 Matthew Holden , Marcelo Pereyra , Konstantinos C. Zygalakis

Data-driven control algorithms use observations of system dynamics to construct an implicit model for the purpose of control. However, in practice, data-driven techniques often require excessive sample sizes, which may be infeasible in…

系统与控制 · 电气工程与系统科学 2023-01-10 Adam J. Thorpe , Cyrus Neary , Franck Djeumou , Meeko M. K. Oishi , Ufuk Topcu

The equations of complex dynamical systems may not be identified by expert knowledge, especially if the underlying mechanisms are unknown. Data-driven discovery methods address this challenge by inferring governing equations from…

机器学习 · 计算机科学 2026-02-05 Amit K. Chakraborty , Hao Wang , Pouria Ramazi