相关论文: Non-Markovian Optimal Prediction

In this paper we demonstrate that two commonly used phenomenological post-Markovian quantum master equations can be derived without using any perturbative approximation. A system coupled to an environment characterized by self-classical…

Robust control of complex engineered and biological systems hinges on the integration of feedforward and feedback mechanisms. This is exemplified in neural motor control, where feedforward muscle co-contraction complements sensory-driven…

When considering an unconstrained minimization problem, a standard approach is to solve the optimality system with a Newton method possibly preconditioned by, e.g., nonlinear elimination. In this contribution, we argue that nonlinear…

Generalized master equations provide a theoretically rigorous framework to capture the dynamics of processes ranging from energy harvesting in plants and photovoltaic devices, to qubit decoherence in quantum technologies, and even protein…

Efficient methods to provide sub-optimal solutions to non-convex optimization problems with knowledge of the solution's sub-optimality would facilitate the widespread application of nonlinear optimal control algorithms. To that end,…

While many distributed optimization algorithms have been proposed for solving smooth or convex problems over the networks, few of them can handle non-convex and non-smooth problems. Based on a proximal primal-dual approach, this paper…

Conformal prediction is a distribution-free uncertainty quantification method that has gained popularity in the machine learning community due to its finite-sample guarantees and ease of use. Its most common variant, dubbed split conformal…

We address the problem of identifying the dynamical law governing the evolution of a population of indistinguishable particles, when only aggregate distributions at successive times are observed. Assuming a Markovian evolution on a discrete…

It is shown that due to memory effects the complex behaviour of components in a stochastic system can be transmitted to macroscopic evolution of the system as a whole. Within the Markov approximation widely using in ordinary statistical…

Strong interaction with other particles or feedback from the medium on a Brownian particle entail memory effects in the effective dynamics. We discuss the extension of the fluctuation-dissipation theorem to nonequilibrium Langevin systems…

The problem of selecting the right state-representation in a reinforcement learning problem is considered. Several models (functions mapping past observations to a finite set) of the observations are given, and it is known that for at least…

This paper considers unconstrained convex optimization problems with time-varying objective functions. We propose algorithms with a discrete time-sampling scheme to find and track the solution trajectory based on prediction and correction…

The exact dynamics of a system coupled to an environment can be described by an integro-differential stochastic equation of its reduced density. The influence of the environment is incorporated through a mean-field which is both stochastic…

We study the consequences of adopting the memory dependent, non-Markovian, physics with the memory-less over-damped approximation usually employed to investigate Brownian particles. Due to the finite correlation time scale associated with…

Approximating a function with a finite series, e.g., involving polynomials or trigonometric functions, is a critical tool in computing and data analysis. The construction of such approximations via now-standard approaches like least squares…

We introduce a variational multiscale closure modeling strategy for the numerical stabilization of proper orthogonal decomposition reduced-order models of convection-dominated equations. As a first step, the new model is analyzed and tested…

Non-Markovian open quantum systems represent the most general dynamics when the quantum system is coupled with a bath environment. The quantum dynamics arising from many important applications are non-Markovian. Although for special cases,…

Featuring memory of past inputs is a fundamental requirement for machine learning models processing time-dependent data. In quantum reservoir computing, all architectures proposed so far rely on Markovian dynamics, which, as we prove,…

We study the problem of reinforcement learning in infinite-horizon discounted linear Markov decision processes (MDPs), and propose the first computationally efficient algorithm achieving rate-optimal regret guarantees in this setting. Our…

Data-driven modeling of non-Markovian dynamics is a recent topic of research with applications in many fields such as climate research, molecular dynamics, biophysics, or wind power modeling. In the frequently used standard Langevin…