相关论文: MAntRA: A framework for model agnostic reliability…

We study sequential Bayesian inference in stochastic kinetic models with latent factors. Assuming continuous observation of all the reactions, our focus is on joint inference of the unknown reaction rates and the dynamic latent states,…

This paper proposes a novel low-rank approximation to the multivariate State-Space Model. The Stochastic Partial Differential Equation (SPDE) approach is applied component-wise to the independent-in-time Mat\'ern Gaussian innovation term in…

This report proposes a novel framework for a rigorous robustness analysis of stochastic biochemical systems. The technique is based on probabilistic model checking. We adapt the general definition of robustness introduced by Kitano to the…

We introduce a new approach for prudent risk evaluation based on stochastic dominance, which will be called the model aggregation (MA) approach. In contrast to the classic worst-case risk (WR) approach, the MA approach produces not only a…

Robust inference for stochastic dynamical systems is often hampered by sparse sampling and the absence of closed-form likelihoods. We introduce a Monte Carlo path-inference framework that leverages full-path statistics and bridge processes…

Mechanistic Interpretability (MI) aims to reverse-engineer model behaviors by identifying functional sub-networks. Yet, the scientific validity of these findings depends on their stability. In this work, we argue that circuit discovery is…

In this paper we present a framework for risk-sensitive model predictive control (MPC) of linear systems affected by stochastic multiplicative uncertainty. Our key innovation is to consider a time-consistent, dynamic risk evaluation of the…

In many problems of data-driven modeling for dynamical systems, the governing equations are not known a priori and must be selected phenomenologically from a large set of candidate interactions and basis functions. In such situations, point…

Complex simulator-based models are now routinely used to perform inference across the sciences and engineering, but existing inference methods are often unable to account for outliers and other extreme values in data which occur due to…

Inference on unknown quantities in dynamical systems via observational data is essential for providing meaningful insight, furnishing accurate predictions, enabling robust control, and establishing appropriate designs for future…

Extracting governing physics from data is a key challenge in many areas of science and technology. The existing techniques for equations discovery are dependent on both input and state measurements; however, in practice, we only have access…

We consider the problem of selecting deterministic or stochastic models for a biological, ecological, or environmental dynamical process. In most cases, one prefers either deterministic or stochastic models as candidate models based on…

In this paper, we present a Bayesian view on model-based reinforcement learning. We use expert knowledge to impose structure on the transition model and present an efficient learning scheme based on variational inference. This scheme is…

Deterministic hydrological models with uncertain, but inferred-to-be-time-invariant parameters typically show time-dependent model structural errors. Such errors can occur if a hydrological process is active in certain time periods in…

We consider systems under uncertainty whose dynamics are partially unknown. Our aim is to study satisfaction of temporal logic properties by trajectories of such systems. We express these properties as signal temporal logic formulas and…

Models defined by stochastic differential equations (SDEs) allow for the representation of random variability in dynamical systems. The relevance of this class of models is growing in many applied research areas and is already a standard…

Bayesian methods have been very successful in quantifying uncertainty in physics-based problems in parameter estimation and prediction. In these cases, physical measurements y are modeled as the best fit of a physics-based model…

We propose a Bayesian nonparametric mixture model for the reconstruction and prediction from observed time series data, of discretized stochastic dynamical systems, based on Markov Chain Monte Carlo methods (MCMC). Our results can be used…

This paper presents extensions of finite-time stability results to some prototypical adaptive control and estimation frameworks. First, we present a novel scheme of online parameter estimation that guarantees convergence of the estimation…

In this paper, we introduce a new single model maneuvering target tracking approach using stochastic differential equation (SDE) based on GARCH volatility. The traditional input estimation (IE) techniques assume constant acceleration level…