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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,878 papers · 148 categories

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12.5%25.0%37.5%50.0% · May 199319922001200920172026
48 results for Data-Driven Systems

Data-driven approach learns effective equations for phase field interfaces.

problem Learning accurate equations for phase field interface dynamics.
method Data-driven identification of partial differential equations from phase field data.
result Data-driven equations outperform analytical approximations in certain regimes.

InVAErt networks use data-driven methods for system synthesis and identifiability analysis.

problem Model synthesis and identifiability analysis for complex systems.
method Deterministic encoder and decoder, normalizing flow, variational encoder, loss function penalty coefficients, latent space sampling.
result Validation through various system types, demonstrating effectiveness of the framework.

RCUKF combines data-driven modeling and Bayesian estimation for accurate system state estimation.

problem Challenges in obtaining reliable process models for complex systems.
method Integrates reservoir computing with unscented Kalman filtering.
result Demonstrated effectiveness on benchmark problems and real-time vehicle trajectory estimation.

Framework improves data-driven ROMs for complex systems using Bayesian operator inference.

problem Improving the quality of data-driven reduced-order models for complex dynamical systems.
method Develops an active learning framework using Bayesian operator inference to identify and select training parameters.
result The proposed adaptive sampling strategy consistently yields more stable and accurate ROMs than random sampling.

Data-driven method approximates Koopman generator for system identification and control.

problem Approximating Koopman generator for system identification and control.
method gEDMD (extended dynamic mode decomposition) for deterministic and stochastic systems.
result Data-driven approximation of Koopman generator for system identification and control.

New method handles complex systems with discontinuous, heavy-tailed noise.

problem Handling discontinuous, heavy-tailed Lévy noise in stochastic systems.
method Developed nonlocal Kramers-Moyal formulas for SDEs with multiplicative Lévy noise.
result Validated framework for discovering interpretable SDE models from data.

We propose a method to clean covariance matrices of nonstationary systems by using time-independent eigenvalues.

problem Noise in covariance matrices of nonstationary systems with time-independent eigenvalues.
method Data-driven approach to use independent eigenvalues encoding long-term influence of future on present.
result Our method outperforms optimal stationary methods for filtering covariance matrix and its inverse.

The paper tackles data-driven optimal control of unknown nonlinear systems using RKHS.

problem Unknown nonlinear dynamics and stage cost functions.
method Embed state densities into RKHS, learn Markov operators, solve Hamilton-Jacobi-Bellman recursions.
result Solves a wide range of nonlinear control problems, including depth regulation.

Most of Markov Chain Monte Carlo (MCMC) and sequential Monte Carlo (SMC) algorithms in existing probabilistic programming systems suboptimally use only model priors as proposal distributions. In this work, we describe an approach for training a discriminative model, namely a neural network, in order to approximate the …

2015-12-14abs ↗pdf ↗

Paper learns hidden dynamics of partially observed chaotic systems for forecasting.

problem Data-driven identification of latent dynamical representations of partially-observed chaotic systems.
method Neural-network-based augmented state-space model for ODE representation learning.
result Reveals relevance to state-of-the-art approaches in short-term and long-term forecasting.

Method learns dynamics of slow variables from stochastic data.

problem Modeling unknown multiscale stochastic systems with limited data.
method Data-driven approach to learn effective dynamics from bursts of observation data.
result Generative model accurately captures effective dynamics of slow variables.

End-to-end algorithm for controlling bilinear systems with probabilistic noise.

problem Controlling bilinear systems with noisy data.
method Proposes an end-to-end algorithm using statistical learning theory and robust controller design.
result Derived finite sample identification error bounds and structurally suitable for control.

Data-driven control of robotic systems using Koopman operators with error bounds.

problem Real-time control of nonlinear robotic systems with unknown dynamics.
method Constructing a Koopman operator-based linear representation using higher-order derivatives of nonlinear dynamics, with error bounds derived from Taylor series accuracy analysis.
result The Koopman model provides marginally better performance than competing nonlinear modeling methods and can be efficiently controlled using linear control design tools.

QENDy learns quadratic dynamics from nonlinear systems data.

problem Identifying governing equations of highly nonlinear dynamical systems.
method QENDy embeds nonlinear dynamics into a quadratic feature space, requiring trajectory data and preselected basis functions.
result QENDy accurately identifies quadratic dynamics and outperforms SINDy and deep learning methods.

Method extracts stochastic systems with Lévy noise from data.

problem Identifying stochastic dynamical systems with Lévy noise from short data.
method Estimate Lévy jump measure and noise intensity, approximate drift coefficient.
result Accurate and effective method for discovering stochastic laws.

Modeling air pollutants using data-driven techniques and sparse identification of nonlinear dynamics.

problem Predicting concentrations of air pollutants using hidden physical laws.
method Sparse identification of nonlinear dynamics (SINDy) for parsimonious systems of ordinary differential equations.
result More than half of the critical points are saddle points, indicating system instability.

Paper proposes a hybrid model-based and data-driven approach for one-bit compressive autoencoding.

problem Designing efficient one-bit compressive autoencoding models for complex systems.
method Hybrid model-based and data-driven methodology for one-bit sparse signal recovery.
result Significant improvement in one-bit compressive autoencoding compared to state-of-the-art algorithms.

DD-SP uses ML to improve SP for Lorenz 96 systems, outperforming LR and DD-P.

problem Improving computational efficiency in weather/climate modeling.
method Data-driven super-parameterization using recurrent neural networks.
result DD-SP is more accurate and cheaper than SP, especially with scale separation.

Proposes data-driven methods for estimating conditional expectations.

problem Estimating conditional expectations when underlying density is unknown.
method Data-driven techniques to directly estimate conditional expectations from training data.
result Extends data-driven method to solve nonlinear equations in stochastic optimization.

Proposes a physics-informed VAE for disentangling physics from confounding influences.

problem Challenges in inferring and predicting physical systems under partial knowledge.
method Physics-informed variational autoencoder with adversarial training.
result Model successfully disentangles known physics from confounding influences.

Develops a data-driven fault diagnosis framework for time-series data.

problem Fault diagnosis of dynamic systems using imbalanced and unknown fault classes.
method Kullback-Leibler divergence, data-driven fault classification, open-set classification.
result Framework handles imbalanced datasets, class overlapping, and unknown faults.

Develops a new method to discover stochastic systems with non-Gaussian noise.

problem Discovering governing laws from complex systems with non-Gaussian noise.
method Theoretical framework and numerical algorithm to extract stochastic differential equations with Gaussian and non-Gaussian noise.
result Demonstrated the efficacy and accuracy of the approach on various systems.

Paper examines vulnerabilities in data-driven pricing schemes.

problem Vulnerability of clustering-oriented pricing schemes to malicious user behavior.
method Defined a notion of disguising to identify strategic behaviors of malicious users, characterized sensitivity zones to evaluate malicious user percentages, conducted cost benefit analysis.
result Concluded with a vulnerability analysis of data-driven pricing schemes.

Physics-guided neural network improves power flow analysis.

problem Infeasibility of traditional numerical approaches due to outdated or unavailable PF equations.
method Proposes a physics-guided neural network to learn PF mappings from historical data while constraining by physical laws.
result Physics-guided neural network achieves better performance and generalizability than unconstrained data-driven approaches.

The paper tackles robust control with uncertain dependence using data-driven methods.

problem Nonparametric robust control under dependence uncertainty in multi-period stochastic systems.
method Nonparametric adaptive robust control framework using stochastic gradient descent ascent algorithm.
result The controller benefits from knowing more about the uncertain model.

A machine learning framework simulates complex multibody dynamics systems.

problem Simulating complex multibody dynamics systems accurately and efficiently.
method Employing deep neural networks to generate a data-driven meta-model of multibody systems.
result The meta-model accurately predicts motion data of multibody systems without solving equations of motion.