相关论文: Manifold-constrained Gaussian process inference fo…

Many modern time-series datasets contain large numbers of output response variables sampled for prolonged periods of time. For example, in neuroscience, the activities of 100s-1000's of neurons are recorded during behaviors and in response…

Modeling dynamic, large-scale urban scenes is challenging due to their highly intricate geometric structures and unconstrained dynamics in both space and time. Prior methods often employ high-level architectural priors, separating static…

Probabilistic Manifold Decomposition (PMD)\cite{doi:10.1137/25M1738863}, developed in our earlier work, provides a nonlinear model reduction by embedding high-dimensional dynamics onto low-dimensional probabilistic manifolds. The PMD has…

Efficient operator scheduling is a fundamental challenge in software compilation and hardware synthesis. While recent differentiable approaches have sought to replace traditional ones like exact solvers or heuristics with gradient-based…

In real-world scenarios like traffic and energy, massive time-series data with missing values and noises are widely observed, even sampled irregularly. While many imputation methods have been proposed, most of them work with a local…

Models of discrete-valued outcomes are easily misspecified if the data exhibit zero-inflation, overdispersion or contamination. Without additional knowledge about the existence and nature of this misspecification, model inference and…

We introduce a Gaussian process-based model for handling of non-stationarity. The warping is achieved non-parametrically, through imposing a prior on the relative change of distance between subsequent observation inputs. The model allows…

We propose a data segmentation methodology for the high-dimensional linear regression problem where regression parameters are allowed to undergo multiple changes. The proposed methodology, MOSEG, proceeds in two stages: first, the data are…

Spin-lattice relaxation time ($T_1$) is an important biomarker in cardiac parametric mapping for characterizing myocardial tissue and diagnosing cardiomyopathies. Conventional Modified Look-Locker Inversion Recovery (MOLLI) acquires 11…

Bayesian filtering approximates the true underlying behavior of a time-varying system by inverting an explicit generative model to convert noisy measurements into state estimates. This process typically requires either storage, inversion,…

Motivated by applications to mathematical biology, we study the averaging problem for slow-fast systems, {\em in the case in which the fast dynamics is a stochastic process with multiple invariant measures}. We consider both the case in…

Our ability to predict, control, and ultimately understand complex systems rests on discovering the equations that govern their dynamics. Identifying these equations directly from noisy, limited observations has therefore become a central…

Inference for mechanistic models is challenging because of nonlinear interactions between model parameters and a lack of identifiability. Here we focus on a specific class of mechanistic models, which we term stable differential equations.…

The paper proposes a time-varying parameter global vector autoregressive (TVP-GVAR) framework for predicting and analysing developed region economic variables. We want to provide an easily accessible approach for the economy application…

Dynamical system state estimation and parameter calibration problems are ubiquitous across science and engineering. Bayesian approaches to the problem are the gold standard as they allow for the quantification of uncertainties and enable…

Graphical models are ubiquitous tools to describe the interdependence between variables measured simultaneously such as large-scale gene or protein expression data. Gaussian graphical models (GGMs) are well-established tools for…

We investigate a generalised version of the recently proposed ordinal partition time series to network transformation algorithm. Firstly we introduce a fixed time lag for the elements of each partition that is selected using techniques from…

Neural ODEs (NODEs) have emerged as powerful tools for modeling time series data, offering the flexibility to adapt to varying input scales and capture complex dynamics. However, they face significant challenges: first, their reliance on…

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…

This paper deals with the identification of linear stochastic dynamical systems, where the unknowns include system coefficients and noise variances. Conventional approaches that rely on the maximum likelihood estimation (MLE) require…