相关论文: Inference and Learning of Nonlinear LFR State-Spac…
A common pipeline in learning-based control is to iteratively estimate a model of system dynamics, and apply a trajectory optimization algorithm - e.g.~$\mathtt{iLQR}$ - on the learned model to minimize a target cost. This paper conducts a…
In the first part of this work, we develop a novel scheme for solving nonparametric regression problems. That is the approximation of possibly low regular and noised functions from the knowledge of their approximate values given at some…
Many scientific and engineering applications require fitting regression models that are nonlinear in the parameters. Advances in computer hardware and software in recent decades have made it easier to fit such models. Relative to fitting…
The classical sparse parameter identification methods are usually based on the iterative basis selection such as greedy algorithms, or the numerical optimization of regularized cost functions such as LASSO and Bayesian posterior probability…
Neural network have achieved remarkable successes in many scientific fields. However, the interpretability of the neural network model is still a major bottlenecks to deploy such technique into our daily life. The challenge can dive into…
This paper studies the problem of parameter estimation in resonant, acoustic fluid-structure interaction problems over a wide frequency range. Problems with multiple resonances are known to be subjected to local minima, which represents a…
We investigate implicit regularization schemes for gradient descent methods applied to unpenalized least squares regression to solve the problem of reconstructing a sparse signal from an underdetermined system of linear measurements under…
This work aims to improve generalization and interpretability of dynamical systems by recovering the underlying lower-dimensional latent states and their time evolutions. Previous work on disentangled representation learning within the…
We consider initial value problems of nonlinear dynamical systems, which include physical parameters. A quantity of interest depending on the solution is observed. A discretisation yields the trajectories of the quantity of interest in many…
For various applications, the relations between the dependent and independent variables are highly nonlinear. Consequently, for large scale complex problems, neural networks and regression trees are commonly preferred over linear models…
Non-negative matrix factorization (NMF) has become a popular method for representing meaningful data by extracting a non-negative basis feature from an observed non-negative data matrix. Some of the unique features of this method in…
Lancaster (2002} proposes an estimator for the dynamic panel data model with homoskedastic errors and zero initial conditions. In this paper, we show this estimator is invariant to orthogonal transformations, but is inefficient because it…
In several model-based system maintenance problems, parameters are used to represent unknown characteristics of a component, equipment degradation, etc. This allows for modelling constant, slow-varying terms. The identifiability of these…
In this paper we study the problem of recovering a structured but unknown parameter ${\bf{\theta}}^*$ from $n$ nonlinear observations of the form $y_i=f(\langle {\bf{x}}_i,{\bf{\theta}}^*\rangle)$ for $i=1,2,\ldots,n$. We develop a…
Simulation-based inference techniques are indispensable for parameter estimation of mechanistic and simulable models with intractable likelihoods. While traditional statistical approaches like approximate Bayesian computation and Bayesian…
Most data based state and parameter estimation methods require suitable initial values or guesses to achieve convergence to the desired solution, which typically is a global minimum of some cost function. Unfortunately, however, other…
Nonnegative matrix factorization (NMF) has been actively investigated and used in a wide range of problems in the past decade. A significant amount of attention has been given to develop NMF algorithms that are suitable to model time series…
A variety of algorithms have been proposed to address the power system state estimation problem in the presence of uncertainties in the data. However, less emphasis has been given to handling perturbations in the model. In the context of…
We propose computationally efficient methods for estimating stationary multivariate spatial and spatial-temporal spectra from incomplete gridded data. The methods are iterative and rely on successive imputation of data and updating of model…
This paper proposes and analyzes a communication-efficient distributed optimization framework for general nonconvex nonsmooth signal processing and machine learning problems under an asynchronous protocol. At each iteration, worker machines…