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In this paper, we derive a practical, general framework for creating adaptive iterative (linearization or splitting) algorithms to solve multi-physics problems. This means that, given an iterative method, we derive \textit{a posteriori}…

数值分析 · 数学 2026-01-26 Jakob S. Stokke , Kundan Kumar , Florin A. Radu

The problem of inverting a system in presence of a series-defined output is analyzed. Inverse models are derived that consist of a set of algebraic equations. The inversion is performed explicitly for an output trajectory functional, which…

系统与控制 · 计算机科学 2012-11-27 Jean-Francois Stumper , Ralph Kennel

In applications of nonlinear and complex dynamical systems, a common situation is that the system can be measured but its structure and the detailed rules of dynamical evolution are unknown. The inverse problem is to determine the system…

动力系统 · 数学 2021-09-15 Ying-Cheng Lai

The challenge of electronic component obsolescence is particularly critical in systems with long life cycles. Various obsolescence management methods are employed to mitigate its impact, with obsolescence forecasting being a highly…

机器学习 · 计算机科学 2025-05-05 Elie Saad , Mariem Besbes , Marc Zolghadri , Victor Czmil , Claude Baron , Vincent Bourgeois

This paper proposes a new theory and methodology to tackle the problem of unifying distributed analyses and inferences on shared parameters from multiple sources, into a single coherent inference. This surprisingly challenging problem…

统计方法学 · 统计学 2019-07-22 Hongsheng Dai , Murray Pollock , Gareth Roberts

With large quantities of data typically available nowadays, forecasting models that are trained across sets of time series, known as Global Forecasting Models (GFM), are regularly outperforming traditional univariate forecasting models that…

机器学习 · 计算机科学 2021-09-22 Rakshitha Godahewa , Kasun Bandara , Geoffrey I. Webb , Slawek Smyl , Christoph Bergmeir

While machine learning has witnessed significant advancements, the emphasis has largely been on data acquisition and model creation. However, achieving a comprehensive assessment of machine learning solutions in real-world settings…

This paper presents an integrated framework for estimation and inference from generalized linear models using adjusted score equations that result in mean and median bias reduction. The framework unifies theoretical and methodological…

统计方法学 · 统计学 2019-01-15 Ioannis Kosmidis , Euloge Clovis Kenne Pagui , Nicola Sartori

In this paper, we present a novel general framework grounded in the factor graph theory to solve kinematic and dynamic problems for multi-body systems. Although the motion of multi-body systems is considered to be a well-studied problem and…

机器人学 · 计算机科学 2021-07-27 José-Luis Blanco-Claraco , Antonio Leanza , Giulio Reina

Linearly constrained multiple time series may be encountered in many practical contexts, such as the National Accounts (e.g., GDP disaggregated by Income, Expenditure and Output), and multilevel frameworks where the variables are organized…

统计方法学 · 统计学 2024-12-05 Daniele Girolimetto , Tommaso Di Fonzo

In geophysics, inverse modelling can be applied to a wide range of goals, including, for instance, mapping the distribution of rock physical parameters in applied geophysics and calibrating models to forecast the behaviour of natural…

This paper introduces a novel and scalable framework for uncertainty estimation and separation with applications in data driven modeling in science and engineering tasks where reliable uncertainty quantification is critical. Leveraging an…

机器学习 · 计算机科学 2024-12-19 Navid Ansari , Hans-Peter Seidel , Vahid Babaei

Delay-coordinate embedding is a powerful, time-tested mathematical framework for reconstructing the dynamics of a system from a series of scalar observations. Most of the associated theory and heuristics are overly stringent for real-world…

动力系统 · 数学 2018-05-22 Joshua Garland

In this paper we introduce a sublinear conditional expectation with respect to a family of possibly nondominated probability measures on a progressively enlarged filtration. In this way, we extend the classic reduced-form setting for credit…

数理金融 · 定量金融 2019-08-02 Francesca Biagini , Yinglin Zhang

The non-stationarity characteristic of the solar power renders traditional point forecasting methods to be less useful due to large prediction errors. This results in increased uncertainties in the grid operation, thereby negatively…

机器学习 · 计算机科学 2020-09-15 Sakshi Mishra , Praveen Palanisamy

The differentiable programming paradigm is a cornerstone of modern scientific computing. It refers to numerical methods for computing the gradient of a numerical model's output. Many scientific models are based on differential equations,…

This paper presents a shape-theoretic framework for dynamical analysis of nonlinear dynamical systems which appear frequently in several video-based inference tasks. Traditional approaches to dynamical modeling have included linear and…

计算机视觉与模式识别 · 计算机科学 2016-11-17 Vinay Venkataraman , Pavan Turaga

We develop a unified continuum modeling framework for viscous fluids and hyperelastic solids using the Gibbs free energy as the thermodynamic potential. This framework naturally leads to a pressure primitive variable formulation for the…

计算物理 · 物理学 2020-03-03 Ju Liu , Alison L. Marsden

Microstructural materials design is one of the most important applications of inverse modeling in materials science. Generally speaking, there are two broad modeling paradigms in scientific applications: forward and inverse. While the…

机器学习 · 计算机科学 2021-01-27 Zijiang Yang , Dipendra Jha , Arindam Paul , Wei-keng Liao , Alok Choudhary , Ankit Agrawal

Uniformly regular equilibrium problems are natural generalizations of abstract equilibrium prob lems and they are defined over the uniformly prox-regular nonconvex sets. Some new efficient implicit methods for solving uniformly regular…

最优化与控制 · 数学 2025-02-11 Oday Hazaimah