相关论文: Quantile Fourier regressions for decision making u…

We present a systematic method for dealing with time dependent quantum dynamics, based on the quantum brachistochrone and matrix mechanics. We derive the explicit time dependence of the Hamiltonian operator for a number of constrained…

I develop a theoretical framework for inferring nonequilibrium equations of motion from incomplete experimental data. I focus on genuinely irreversible, Markovian processes, for which the incomplete data are given in the form of snapshots…

We propose a physics-aware machine learning method to time-accurately predict extreme events in a turbulent flow. The method combines two radically different approaches: empirical modelling based on reservoir computing, which learns the…

Understanding and predicting the dynamical properties of systems involving dry friction is a major concern in physics and engineering. It abounds in many mechanical processes, from the sound produced by a violin to the screeching of chalk…

Classical linear regression is considered for a case when regression parameters depend on the external random environment. The last is described as a continuous time Markov chain with finite state space. Here the expected sojourn times in…

We consider the filtering of continuous-time finite-state hidden Markov models, where the rate and observation matrices depend on unknown time-dependent parameters, for which no prior or stochastic model is available. We quantify and…

We study decision timing problems on finite horizon with Poissonian information arrivals. In our model, a decision maker wishes to optimally time her action in order to maximize her expected reward. The reward depends on an unobservable…

Periodically forced turbulence is used as a test case to evaluate the predictions of two-equation and multiple-scale turbulence models in unsteady flows. The limitations of the two-equation model are shown to originate in the basic…

A two-state master equation based decision making model has been shown to generate phase transitions, to be topologically complex and to manifest temporal complexity through an inverse power-law probability distribution function in the…

Probabilistic programs are a powerful and convenient approach to formalise distributions over system executions. A classical verification problem for probabilistic programs is temporal inference: to compute the likelihood that the execution…

We present a numerical method to compute expectations of functionals of a piecewise-deterministic Markov process. We discuss time dependent functionals as well as deterministic time horizon problems. Our approach is based on the…

The influence of a time-periodic forcing on stochastic processes can essentially be emphasized in the large time behaviour of their paths. The statistics of transition in a simple Markov chain model permits to quantify this influence. In…

Biochemical processes in cells are governed by complex networks of many chemical species interacting stochastically in diverse ways and on different time scales. Constructing microscopically accurate models of such networks is often…

We consider a decision-making problem where the environment varies both in space and time. Such problems arise naturally when considering e.g., the navigation of an underwater robot amidst ocean currents or the navigation of an aerial…

We propose a physics-constrained machine learning method-based on reservoir computing- to time-accurately predict extreme events and long-term velocity statistics in a model of turbulent shear flow. The method leverages the strengths of two…

We consider Markov decision processes where the state of the chain is only given at chosen observation times and of a cost. Optimal strategies involve the optimisation of observation times as well as the subsequent action values. We…

We discuss Bayesian model uncertainty analysis and forecasting in sequential dynamic modeling of multivariate time series. The perspective is that of a decision-maker with a specific forecasting objective that guides thinking about relevant…

Complex engineered systems require coordinated design choices across heterogeneous components under multiple conflicting objectives and uncertain specifications. Monotone co-design provides a compositional framework for such problems by…

Quantum theory predicts probabilities as well as relative phases between different alternatives of the system. A unified description of both probabilities and phases comes through a generalisation of the notion of a density matrix for…

Changing some of its parameters over time is a paradigmatic way of driving an otherwise isolated many-body quantum system out of equilibrium, and a vital ingredient for building quantum computers and simulators. Here, we further develop a…