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相关论文: Learning Nonlinear Reduced Order Models using Stat…

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State-space models (SSMs) are powerful probabilistic tools for modeling time-varying systems with latent dynamics. Inference in SSMs involves the estimation of latent states and parameters. In this work, we focus on parameter inference,…

统计计算 · 统计学 2026-05-22 Kostas Tsampourakis , Víctor Elvira

Temporal data modelling techniques with neural networks are useful in many domain applications, including time-series forecasting and control engineering. This paper aims at developing a recurrent version of stochastic configuration…

机器学习 · 计算机科学 2025-04-03 Dianhui Wang , Gang Dang

Reduced order models are computationally inexpensive approximations that capture the important dynamical characteristics of large, high-fidelity computer models of physical systems. This paper applies machine learning techniques to improve…

机器学习 · 计算机科学 2015-11-11 Azam Moosavi , Razvan Stefanescu , Adrian Sandu

Neural network observers (NNOs) are proposed for real-time estimation of fluid flows, addressing a key challenge in flow control: obtaining real-time flow states from a limited set of sparse and noisy sensor data. For this task, we propose…

流体动力学 · 物理学 2025-11-06 Tarcísio C. Déda , William R. Wolf , Scott T. M. Dawson , Brener L. O. Ramos

This paper investigates the reinforcement learning (RL) based disturbance rejection control for uncertain nonlinear systems having non-simple nominal models. An extended state observer (ESO) is first designed to estimate the system state…

动力系统 · 数学 2020-11-25 Maopeng Ran , Juncheng Li , Lihua Xie

Predictive learning for spatio-temporal processes (PL-STP) on complex spatial domains plays a critical role in various scientific and engineering fields, with its essence being the construction of operators between infinite-dimensional…

机器学习 · 计算机科学 2024-09-10 Qinglu Meng , Yingguang Li , Zhiliang Deng , Xu Liu , Gengxiang Chen , Qiutong Wu , Changqing Liu , Xiaozhong Hao

This paper develops a new neural network architecture for modeling spatial distributions (i.e., distributions on R^d) which is computationally efficient and specifically designed to take advantage of the spatial structure of limit order…

交易与市场微观结构 · 定量金融 2016-07-06 Justin Sirignano

We investigate online nonlinear regression with continually running recurrent neural network networks (RNNs), i.e., RNN-based online learning. For RNN-based online learning, we introduce an efficient first-order training algorithm that…

机器学习 · 计算机科学 2021-06-01 N. Mert Vural , Selim F. Yilmaz , Fatih Ilhan , Suleyman S. Kozat

Stochastic variance reduction has proven effective at accelerating first-order algorithms for solving convex finite-sum optimization tasks such as empirical risk minimization. Incorporating second-order information has proven helpful in…

最优化与控制 · 数学 2025-04-30 Michał Dereziński

This paper presents a stochastic model predictive control approach for nonlinear systems subject to time-invariant probabilistic uncertainties in model parameters and initial conditions. The stochastic optimal control problem entails a cost…

最优化与控制 · 数学 2014-10-17 Stefan Streif , Matthias Karl , Ali Mesbah

We present a new data-driven reduced-order modeling approach to efficiently solve parametrized partial differential equations (PDEs) for many-query problems. This work is inspired by the concept of implicit neural representation (INR),…

数值分析 · 数学 2023-11-30 Tianshu Wen , Kookjin Lee , Youngsoo Choi

The deep neural network suffers from many fundamental issues in machine learning. For example, it often gets trapped into a local minimum in training, and its prediction uncertainty is hard to be assessed. To address these issues, we…

机器学习 · 统计学 2022-01-17 Yan Sun , Faming Liang

Recurrent neural networks (RNNs) are a vital modeling technique that rely on internal states learned indirectly by optimization of a supervised, unsupervised, or reinforcement training loss. RNNs are used to model dynamic processes that are…

Recurrent neural networks (RNNs) are more suitable for learning non-linear dependencies in dynamical systems from observed time series data. In practice all the external variables driving such systems are not known a priori, especially in…

We propose a novel approach to select the best model of the data. Based on the exclusive properties of the nested models, we find the most parsimonious model containing the risk minimizer predictor. We prove the existence of probable…

机器学习 · 计算机科学 2024-09-17 Mohammad Ali Hajiani , Babak Seyfe

We introduce a data-driven order reduction method for nonlinear control systems, drawing on recent progress in machine learning and statistical dimensionality reduction. The method rests on the assumption that the nonlinear system behaves…

最优化与控制 · 数学 2016-04-04 Jake Bouvrie , Boumediene Hamzi

We propose SEARNN, a novel training algorithm for recurrent neural networks (RNNs) inspired by the "learning to search" (L2S) approach to structured prediction. RNNs have been widely successful in structured prediction applications such as…

机器学习 · 计算机科学 2018-03-06 Rémi Leblond , Jean-Baptiste Alayrac , Anton Osokin , Simon Lacoste-Julien

This paper applies a custom model order reduction technique to the distribution grid state estimation problem. Specifically, the method targets the situation where, due to pseudo-measurement uncertainty, it is advantageous to run the state…

系统与控制 · 电气工程与系统科学 2021-01-26 Samuel Chevalier , Luca Schenato , Luca Daniel

Several variants of recurrent neural networks (RNNs) with orthogonal or unitary recurrent matrices have recently been developed to mitigate the vanishing/exploding gradient problem and to model long-term dependencies of sequences. However,…

机器学习 · 计算机科学 2019-11-20 Kyle Helfrich , Qiang Ye

We introduce a novel data-driven order reduction method for nonlinear control systems, drawing on recent progress in machine learning and statistical dimensionality reduction. The method rests on the assumption that the nonlinear system…

最优化与控制 · 数学 2011-06-15 Jake Bouvrie , Boumediene Hamzi