相关论文: Model-free Data-Driven Inference

Willems' fundamental lemma enables data-driven analysis and control by characterizing an unknown system's behavior directly in terms of measured data. In this work, we extend a recent frequency-domain variant of this result--previously…

In this paper we consider the problem of detecting a change in the parameters of an autoregressive process, where the moments of the innovation process do not necessarily exist. An empirical likelihood ratio test for the existence of a…

We present a machine learning approach for model-independent new physics searches. The corresponding algorithm is powered by recent large-scale implementations of kernel methods, nonparametric learning algorithms that can approximate any…

Modelling a complex system is almost invariably a challenging task. The incorporation of experimental observations can be used to improve the quality of a model, and thus to obtain better predictions about the behavior of the corresponding…

Inference for the parameters indexing generalised linear models is routinely based on the assumption that the model is correct and a priori specified. This is unsatisfactory because the chosen model is usually the result of a data-adaptive…

We develop a novel data-driven approach to the inverse problem of classical statistical mechanics: given experimental data on the collective motion of a classical many-body system, how does one characterise the free energy landscape of that…

We consider here together the inference questions and the change-point problem in Poisson autoregressions (see Tj{\o}stheim, 2012). The conditional mean (or intensity) of the process is involved as a non-linear function of it past values…

We develop a practical and novel method for inference on intersection bounds, namely bounds defined by either the infimum or supremum of a parametric or nonparametric function, or equivalently, the value of a linear programming problem with…

Despite the successful implementations of physics-informed neural networks in different scientific domains, it has been shown that for complex nonlinear systems, achieving an accurate model requires extensive hyperparameter tuning, network…

State-space models are successfully used in many areas of science, engineering and economics to model time series and dynamical systems. We present a fully Bayesian approach to inference \emph{and learning} (i.e. state estimation and system…

Gaussian process state-space models (GPSSMs) provide a principled and flexible approach to modeling the dynamics of a latent state, which is observed at discrete-time points via a likelihood model. However, inference in GPSSMs is…

I consider the generic situation where a finite number of identical test systems in varying (possibly unknown) initial states are subjected independently to the same unknown process. I show how one can infer from the output data alone…

The goal of Science is to understand phenomena and systems in order to predict their development and gain control over them. In the scientific process of knowledge elaboration, a crucial role is played by models which, in the language of…

This study presents a novel physics informed, data-driven modeling framework for capturing the strongly nonlinear thermo-viscoelastic behavior of soft materials exhibiting stress softening, with emphasis on the Mullins effect. Unlike…

An informative sampling design leads to the selection of units whose inclusion probabilities are correlated with the response variable of interest. Model inference performed on the resulting observed sample will be biased for the population…

This work develops a measurement-driven and model-based formal verification approach, applicable to systems with partly unknown dynamics. We provide a principled method, grounded on reachability analysis and on Bayesian inference, to…

Stochastic processes offer a flexible mathematical formalism to model and reason about systems. Most analysis tools, however, start from the premises that models are fully specified, so that any parameters controlling the system's dynamics…

This paper presents a new data-driven finite element framework that is applicable to a broad range of engineering simulation problems. In the data-driven approach, the conservation laws and boundary conditions are satisfied by means of the…

We investigate a class of methods for selective inference that condition on a selection event. Such methods follow a two-stage process. First, a data-driven (sub)collection of hypotheses is chosen from some large universe of hypotheses.…

The dramatic increase of observational data across industries provides unparalleled opportunities for data-driven decision making and management, including the manufacturing industry. In the context of production, data-driven approaches can…