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Interpretability and uncertainty quantification in machine learning can provide justification for decisions, promote scientific discovery and lead to a better understanding of model behavior. Symbolic regression provides inherently…

神经与进化计算 · 计算机科学 2022-11-23 G. F. Bomarito , P. E. Leser , N. C. M Strauss , K. M. Garbrecht , J. D. Hochhalter

We investigate the efficient learning of magnetic phases using artificial neural networks trained on synthetic data, combining computational simplicity with physics-informed strategies. Focusing on the diluted Ising model, which lacks an…

强关联电子 · 物理学 2026-04-29 Agustin Medina , Marcelo Arlego , Carlos A. Lamas

In this paper, we propose a novel data-driven framework for discovering probabilistic laws underlying the Feynman-Kac formula. Specifically, we introduce the first stochastic SINDy method formulated under the risk-neutral probability…

数理金融 · 定量金融 2025-11-13 Qi Feng , Guang Lin , Purav Matlia , Denny Serdarevic

Traditional methods for system discovery frequently struggle with efficient data usage and uncertainty quantification. Identifying the governing equations of complex dynamical systems from data presents a significant challenge in scientific…

机器学习 · 统计学 2026-04-14 Cindy Xiangrui Kong , Haoyang Zheng , Guang Lin

We propose a new estimation method for the Stable Trait, Auto Regressive Trait, and State (STARTS) model, which is well known for its frequent occurrence of improper solutions. The proposed approach is implemented through a two-stage…

统计方法学 · 统计学 2026-01-06 Satoshi Usami

In this paper, we present a novel framework to synthesize robust strategies for discrete-time nonlinear systems with random disturbances that are unknown, against temporal logic specifications. The proposed framework is data-driven and…

系统与控制 · 电气工程与系统科学 2025-04-29 Ibon Gracia , Luca Laurenti , Manuel Mazo , Alessandro Abate , Morteza Lahijanian

Statistical (machine learning) tools for equation discovery require large amounts of data that are typically computer generated rather than experimentally observed. Multiscale modeling and stochastic simulations are two areas where learning…

机器学习 · 统计学 2021-03-17 Joseph Bakarji , Daniel M. Tartakovsky

We present a general and flexible framework for detecting regime changes in complex, non-stationary data across multi-trial experiments. Traditional change point detection methods focus on identifying abrupt changes within a single time…

统计方法学 · 统计学 2025-12-08 Anass B. El-Yaagoubi , Jean-Marc Freyermuth , Hernando Ombao

Two non-intrusive uncertainty propagation approaches are proposed for the performance analysis of engineering systems described by expensive-to-evaluate deterministic computer models with parameters defined as interval variables. These…

信号处理 · 电气工程与系统科学 2022-02-15 Alice Cicirello , Filippo Giunta

In this article, we introduce a system of stochastic differential equations (SDEs) consisting of time-dependent covariates and consider both fixed and random effects set-ups. We also allow the functional part associated with the drift…

统计理论 · 数学 2017-10-16 Trisha Maitra , Sourabh Bhattacharya

We propose a new procedure to monitor and forecast the onset of transitions in high dimensional complex systems. We describe our procedure by an application to the Tangled Nature model of evolutionary ecology. The quasi-stable…

适应与自组织系统 · 物理学 2014-12-31 Andrea Cairoli , Duccio Piovani , Henrik Jeldtoft Jensen

This paper proposes a hierarchical, multi-resolution framework for the identification of model parameters and their spatially variability from noisy measurements of the response or output. Such parameters are frequently encountered in…

数学物理 · 物理学 2015-05-13 P. S. Koutsourelakis

System-Theoretic Process Analysis (STPA) is a recommended method for analysing complex systems, capable of identifying thousands of safety requirements often missed by traditional techniques such as Failure Mode and Effects Analysis (FMEA)…

In today's industrial practice, safety, reliability or availability artifacts such as fault trees, Markov models or FMEAs are mainly created manually by experts, often distinctively decoupled from systems engineering activities. Significant…

软件工程 · 计算机科学 2021-06-04 Christof Kaukewitsch , Henrik Papist , Marc Zeller , Martin Rothfelder

This paper introduces a Fault Diagnosis (Detection, Isolation, and Estimation) method using Set-Membership Estimation (SME) designed for a class of nonlinear systems that are linear to the fault parameters. The methodology advances fault…

机器人学 · 计算机科学 2024-11-06 A. Tsolakis , L. Ferranti , V. Reppa

We address the problem of estimating the uncertainty in the solution of power grid inverse problems within the framework of Bayesian inference. We investigate two approaches, an adjoint-based method and a stochastic spectral method. These…

最优化与控制 · 数学 2016-02-15 Noemi Petra , Cosmin G. Petra , Zheng Zhang , Emil M. Constantinescu , Mihai Anitescu

Reliable optimal control is challenging when the dynamics of a nonlinear system are unknown and only infrequent, noisy output measurements are available. This work addresses this setting of limited sensing by formulating a Bayesian prior…

系统与控制 · 电气工程与系统科学 2026-05-21 Robert Lefringhausen , Theodor Springer , Sandra Hirche

Benchmarking tools, including stochastic frontier analysis (SFA), data envelopment analysis (DEA), and its stochastic extension (StoNED) are core tools in economics used to estimate an efficiency envelope and production inefficiencies from…

Recovering dynamical equations from observed noisy data is the central challenge of system identification. We develop a statistical mechanics approach to analyze sparse equation discovery algorithms, which typically balance data fit and…

统计力学 · 物理学 2025-09-16 Andrei A. Klishin , Joseph Bakarji , J. Nathan Kutz , Krithika Manohar

Complex and nonlinear dynamical systems often involve parameters that change with time, accurate tracking of which is essential to tasks such as state estimation, prediction, and control. Existing machine-learning methods require full state…

机器学习 · 计算机科学 2023-11-16 Zheng-Meng Zhai , Mohammadamin Moradi , Bryan Glaz , Mulugeta Haile , Ying-Cheng Lai