相关论文: An updated look on the convergence and consistency…
Research on control using models based on machine-learning methods has now shifted to the practical engineering stage. Achieving high performance and theoretically guaranteeing the safety of the system is critical for such applications. In…
In contexts where data samples represent a physically stable state, it is often assumed that the data points represent the local minima of an energy landscape. In control theory, it is well-known that energy can serve as an effective…
Data-driven model identification strategies can be used to obtain phenomenological models that capture the temporal evolution of observable data. While it is usually straightforward to obtain such a model from time series data, for instance…
Mathematical models are vital to the field of metrology, playing a key role in the derivation of measurement results and the calculation of uncertainties from measurement data, informed by an understanding of the measurement process. These…
Data-driven modeling is useful for reconstructing nonlinear dynamical systems when the underlying process is unknown or too expensive to compute. Having reliable uncertainty assessment of the forecast enables tools to be deployed to predict…
We present a deep transformation model for probabilistic regression. Deep learning is known for outstandingly accurate predictions on complex data but in regression tasks, it is predominantly used to just predict a single number. This…
We present existence and discrete-time approximation results on optimal control policies for continuous-time stochastic control problems under a variety of information structures. These include fully observed models, partially observed…
Forecasting the evolution of contagion dynamics is still an open problem to which mechanistic models only offer a partial answer. To remain mathematically or computationally tractable, these models must rely on simplifying assumptions,…
The paper investigates dynamical systems for which the derivative of some positive-definite function along the solutions of this system depends on so-called density function. In turn, such dynamical systems are called density systems. The…
Recent years have seen rapid progress at the intersection between causality and machine learning. Motivated by scientific applications involving high-dimensional data, in particular in biomedicine, we propose a deep neural architecture for…
Statistical learning theory is the foundation of machine learning, providing theoretical bounds for the risk of models learned from a (single) training set, assumed to issue from an unknown probability distribution. In actual deployment,…
Machine learning has made important headway in helping to improve the treatment of quantum many-body systems. A domain of particular relevance are correlated inhomogeneous systems. What has been missing so far is a general, scalable…
Consistent Recalibration models (CRC) have been introduced to capture in necessary generality the dynamic features of term structures of derivatives' prices. Several approaches have been suggested to tackle this problem, but all of them,…
Model-based methods are the dominant paradigm for controlling robotic systems, though their efficacy depends heavily on the accuracy of the model used. Deep neural networks have been used to learn models of robot dynamics from data, but…
Probabilistic model checking for systems with large or unbounded state space is a challenging computational problem in formal modelling and its applications. Numerical algorithms require an explicit representation of the state space, while…
Established recurrent neural networks are well-suited to solve a wide variety of prediction tasks involving discrete sequences. However, they do not perform as well in the task of dynamical system identification, when dealing with…
We propose and study a general method for construction of consistent statistical tests on the basis of possibly indirect, corrupted, or partially available observations. The class of tests devised in the paper contains Neyman's smooth…
Researchers develop models to explain the unknowns. These models typically involve parameters that capture tangible quantities, the estimation of which is desired. Parameter identifiability investigates the recoverability of the unknown…
Learning-based control methods typically assume stationary system dynamics, an assumption often violated in real-world systems due to drift, wear, or changing operating conditions. We study reinforcement learning for control under…
This work provides a framework for data-driven control of discrete time systems with unknown input-output dynamics and outputs controllable by the inputs. This framework leads to stable and robust real-time control of the system such that a…