相关论文: Dynamic fault detection and diagnosis for alkaline…
This paper studies the sparse identification problem of unknown sparse parameter vectors in stochastic dynamic systems. Firstly, a novel sparse identification algorithm is proposed, which can generate sparse estimates based on least squares…
One of the outstanding analytical problems in X-ray single particle imaging (SPI) is the classification of structural heterogeneity, which is especially difficult given the low signal-to-noise ratios of individual patterns and that even…
This paper develops a novel, fully automated forecast averaging scheme, which combines LASSO estimation method with Principal Component Averaging (PCA). LASSO-PCA (LPCA) explores a pool of predictions based on a single model but calibrated…
Recent progress in fault detection and identification increasingly relies on sophisticated techniques for fault detection, applied through either centralized or distributed approaches. Instead of increasing the sophistication of the fault…
This paper addresses a class of robust stochastic optimal control problems. Its main contribution lies in the introduction of a general optimization model with variance penalization and an associated solution algorithm that improves…
A novel stability-enhanced Gaussian process variational autoencoder (SEGP-VAE) is proposed for indirectly training a low-dimensional linear time invariant (LTI) system, using high-dimensional video data. The mean and covariance function of…
Sparse Principal Components Analysis (PCA) has been proposed as a way to improve both interpretability and reliability of PCA. However, use of sparse PCA in practice is hindered by the difficulty of tuning the multiple hyperparameters that…
Its conceptual appeal and effectiveness has made latent factor modeling an indispensable tool for multivariate analysis. Despite its popularity across many fields, there are outstanding methodological challenges that have hampered practical…
Reconstructing PDE solutions from sparse observations is a core challenge in scientific computing. We present FM4PDE, a flow-matching generative framework that learns the joint distribution of PDE coefficients (or initial states) and…
Large-scale modern data often involves estimation and testing for high-dimensional unknown parameters. It is desirable to identify the sparse signals, ``the needles in the haystack'', with accuracy and false discovery control. However, the…
This paper presents a novel approach to functional principal component analysis (FPCA) in Bayes spaces in the setting where densities are the object of analysis, but only few individual samples from each density are observed. We use the…
We consider the problem of robust compressed sensing whose objective is to recover a high-dimensional sparse signal from compressed measurements corrupted by outliers. A new sparse Bayesian learning method is developed for robust compressed…
Sparse Principal Component Analysis (sparse PCA) is a fundamental dimension-reduction tool that enhances interpretability in various high-dimensional settings. An important variant of sparse PCA studies the scenario when samples are…
The non-storability of electricity makes it unique among commodity assets, and it is an important driver of its price behaviour in secondary financial markets. The instantaneous and continuous matching of power supply with demand is a key…
This paper presents a novel method for fault detection in vibration/acoustic signals contaminated with non-Gaussian noise, specifically addressing the challenge of random impulsive and wideband disturbances in industrial measurements. While…
This article introduces a new signal analysis method, which can be interpreted as a principal component analysis in sparse decomposition of the signal. The method, called principal basis analysis, is based on a novel criterion:…
Principal component analysis (PCA) has been widely applied to dimensionality reduction and data pre-processing for different applications in engineering, biology and social science. Classical PCA and its variants seek for linear projections…
In recent work, the authors have developed a generic methodology for calibrating the noise in fluid dynamics stochastic partial differential equations where the stochasticity was introduced to parametrize subgrid-scale processes. The…
Dynamic statistical process monitoring methods have been widely studied and applied in modern industrial processes. These methods aim to extract the most predictable temporal information and develop the corresponding dynamic monitoring…
Matrix factorization methods are extensively employed to understand complex data. In this paper, we introduce the cross-product penalized component analysis (XCAN), a sparse matrix factorization based on the optimization of a loss function…