相关论文: Data-driven prediction of multistable systems from…

Learning governing equations allows for deeper understanding of the structure and dynamics of data. We present a random sampling method for learning structured dynamical systems from under-sampled and possibly noisy state-space…

Stochastic reduced-order models are widely used to represent the effective dynamics of complex systems, but estimating their drift and diffusion coefficients from data remains challenging. Standard approaches often rely on short-time…

Machine learning (ML) is redefining what is possible in data-intensive fields of science and engineering. However, applying ML to problems in the physical sciences comes with a unique set of challenges: scientists want physically…

We apply two data assimilation (DA) methods, a smoother and a filter, and a model-free machine learning (ML) shallow network to forecast two weakly turbulent systems. We analyse the effect of the spatial sparsity of observations on accuracy…

We introduce a novel approach based on stochastic optimization to find the optimal sampling distribution for the data-driven stability analysis of switched linear systems. Our goal is to address limitations of existing approaches, in…

Minimizing sum of two functions under a linear constraint is what we called splitting problem. This convex optimization has wide applications in machine learning problems, such as Lasso, Group Lasso and Sparse logistic regression. A recent…

We introduce a statistical physics inspired supervised machine learning algorithm for classification and regression problems. The method is based on the invariances or stability of predicted results when known data is represented as…

This article proposes diffusion LMS strategies for distributed estimation over adaptive networks that are able to exploit sparsity in the underlying system model. The approach relies on convex regularization, common in compressive sensing,…

We present a data-driven approach to efficiently approximate nonlinear transient dynamics in solid-state systems. Our proposed machine-learning model combines a dimensionality reduction stage with a nonlinear vector autoregression scheme.…

This study presents the extension of the data-driven optimal prediction approach to the dynamical system with control. The optimal prediction is used to analyze dynamical systems in which the states consist of resolved and unresolved…

We propose a novel data-driven stochastic model predictive control framework for uncertain linear systems with noisy output measurements. Our approach leverages multi-step predictors to efficiently propagate uncertainty, ensuring chance…

We propose a principled method for projecting an arbitrary square matrix to the non-convex set of asymptotically stable matrices. Leveraging ideas from large deviations theory, we show that this projection is optimal in an…

We study the performance of sparse regression methods and propose new techniques to distill the governing equations of dynamical systems from data. We first look at the generic methodology of learning interpretable equation forms from data,…

This paper proposes a data-driven control framework to regulate an unknown, stochastic linear dynamical system to the solution of a (stochastic) convex optimization problem. Despite the centrality of this problem, most of the available…

Automated model selection is an important application in science and engineering. In this work, we develop a learning approach for identifying structured dynamical systems from undersampled and noisy spatiotemporal data. The learning is…

Adaptive causal representation learning from observational data is presented, integrated with an efficient sample splitting technique within the semiparametric estimating equation framework. The support points sample splitting (SPSS), a…

The paper proposes a systematic framework for building data-driven stochastic differential equation (SDE) models from sparse, noisy observations. Unlike traditional parametric approaches, which assume a known functional form for the drift,…

The combination of machine learning (ML) and sparsity-promoting techniques is enabling direct extraction of governing equations from data, revolutionizing computational modeling in diverse fields of science and engineering. The discovered…

Sparse learning is a very important tool for mining useful information and patterns from high dimensional data. Non-convex non-smooth regularized learning problems play essential roles in sparse learning, and have drawn extensive attentions…

Predictive control, which is based on a model of the system to compute the applied input optimizing the future system behavior, is by now widely used. If the nominal models are not given or are very uncertain, data-driven model predictive…