相关论文: Bayesian Nonparametric Mixed-Effect ODEs with Gaus…

Aggregate data often appear in various fields such as socio-economics and public security. The aggregate data are associated not with points but with supports (e.g., spatial regions in a city). Since the supports may have various…

Bayesian learning using Gaussian processes provides a foundational framework for making decisions in a manner that balances what is known with what could be learned by gathering data. In this dissertation, we develop techniques for…

Multiscale dynamical systems, modeled by high-dimensional stiff ordinary differential equations (ODEs) with wide-ranging characteristic timescales, arise across diverse fields of science and engineering, but their numerical solvers often…

We introduce a gradient-free framework for Bayesian Optimal Experimental Design (BOED) in sequential settings, aimed at complex systems where gradient information is unavailable. Our method combines Ensemble Kalman Inversion (EKI) for…

This paper presents a backstepping solution for the output feedback control of general linear heterodirectional hyperbolic PDE-ODE systems with spatially-varying coefficients. Thereby, the coupling in the PDE is in-domain and at the…

Heterogeneous treatment effects, which vary according to individual covariates, are crucial in fields such as personalized medicine and tailored treatment strategies. In many applications, rather than considering the heterogeneity induced…

Real-world observational data often contain existing or emerging heterogeneous subpopulations that deviate from global patterns. The majority of models tend to overlook these underrepresented groups, leading to inaccurate or even harmful…

As power systems transition toward renewable-rich and inverter-dominated operations, accurate time-domain dynamic analysis becomes increasingly critical. Such analysis supports key operational tasks, including transient stability…

Solving parametric partial differential equations (PDEs) presents significant challenges for data-driven methods due to the sensitivity of spatio-temporal dynamics to variations in PDE parameters. Machine learning approaches often struggle…

Variational Autoencoders (VAEs) are a powerful framework for learning latent representations of reduced dimensionality, while Neural ODEs excel in learning transient system dynamics. This work combines the strengths of both to generate fast…

End-to-end learning of dynamical systems with black-box models, such as neural ordinary differential equations (ODEs), provides a flexible framework for learning dynamics from data without prescribing a mathematical model for the dynamics.…

The neural ordinary differential equation (ODE) framework has emerged as a powerful tool for developing accelerated surrogate models of complex physical systems governed by partial differential equations (PDEs). A popular approach for PDE…

Bayesian optimization (BO) is a popular technique for sequential black-box function optimization, with applications including parameter tuning, robotics, environmental monitoring, and more. One of the most important challenges in BO is the…

Ordinary differential equations (ODEs) are widely used to characterize the dynamics of complex systems in real applications. In this article, we propose a novel joint estimation approach for generalized sparse additive ODEs where…

Gaussian Process (GP) regression is a popular and sample-efficient approach for many engineering applications, where observations are expensive to acquire, and is also a central ingredient of Bayesian optimization (BO), a highly prevailing…

Parameter inference of dynamical systems is a challenging task faced by many researchers and practitioners across various fields. In many applications, it is common that only limited variables are observable. In this paper, we propose a…

A Bayesian non-parametric framework for studying time-to-event data is proposed, where the prior distribution is allowed to depend on an additional random source, and may update with the sample size. Such scenarios are natural, for…

In many fields of application, dynamic processes that evolve through time are well described by systems of ordinary differential equations (ODEs). The analytical solution of the ODEs is often not available and different methods have been…

Training dynamic models, such as neural ODEs, on long trajectories is a hard problem that requires using various tricks, such as trajectory splitting, to make model training work in practice. These methods are often heuristics with poor…

We propose a new method for inferring the governing stochastic ordinary differential equations (SODEs) by observing particle ensembles at discrete and sparse time instants, i.e., multiple "snapshots". Particle coordinates at a single time…