The Event Horizon Telescope (EHT) provides an avenue to study black hole accretion flows on event-horizon scales. Fitting a semi-analytical model to EHT observations requires the construction of synthetic images, which is computationally expensive. This study presents an image generation tool in the form of a generative machine learning model, which extends the capabilities of a variational autoencoder. This tool can rapidly and continuously interpolate between a training set of images and can retrieve the defining parameters of those images. Trained on a set of synthetic black hole images, our tool showcases success in both interpolating black hole images and their associated physical parameters. By reducing the computational cost of generating an image, this tool facilitates parameter estimation and model validation for observations of black hole system.
Inferring parameters of macro-kinetic growth models, typically represented by Ordinary Differential Equations (ODE), from the experimental data is a crucial step in bioprocess engineering. Conventionally, estimates of the parameters are obtained by fitting the mechanistic model to observations. Fitting, however, requires a significant computational power. Specifically, during the development of new bioprocesses that use previously unknown organisms or strains, efficient, robust, and computationally cheap methods for parameter estimation are of great value. In this work, we propose using Deep Neural Networks (NN) for directly predicting parameters of mechanistic models given observations. The approach requires spending computational resources for training a NN, nonetheless, once trained, such a network can provide parameter estimates orders of magnitude faster than conventional methods. We consider a training procedure that combines Neural Networks and mechanistic models. We demonstrate the performance of the proposed algorithms on data sampled from several mechanistic models used in bioengineering describing a typical industrial batch process and compare the proposed method, a typical gradient-based fitting procedure, and the combination of the two. We find that, while Neural Network estimates are slightly improved by further fitting, these estimates are measurably better than the fitting procedure alone.
This paper presents a groundbreaking approach to causal inference by integrating continuous normalizing flows (CNFs) with parametric submodels, enhancing their geometric sensitivity and improving upon traditional Targeted Maximum Likelihood Estimation (TMLE). Our method employs CNFs to refine TMLE, optimizing the Cram\'er-Rao bound and transitioning from a predefined distribution $p_0$ to a data-driven distribution $p_1$. We innovate further by embedding Wasserstein gradient flows within Fokker-Planck equations, thus imposing geometric structures that boost the robustness of CNFs, particularly in optimal transport theory. Our approach addresses the disparity between sample and population distributions, a critical factor in parameter estimation bias. We leverage optimal transport and Wasserstein gradient flows to develop causal inference methodologies with minimal variance in finite-sample settings, outperforming traditional methods like TMLE and AIPW. This novel framework, centered on Wasserstein gradient flows, minimizes variance in efficient influence functions under distribution $p_t$. Preliminary experiments showcase our method's superiority, yielding lower mean-squared errors compared to standard flows, thereby demonstrating the potential of geometry-aware normalizing Wasserstein flows in advancing statistical modeling and inference.
State inference and parameter learning in sequential models can be successfully performed with approximation techniques that maximize the evidence lower bound to the marginal log-likelihood of the data distribution. These methods may be referred to as Dynamical Variational Autoencoders, and our specific focus lies on the deep Kalman filter. It has been shown that the ELBO objective can oversimplify data representations, potentially compromising estimation quality. Tighter Monte Carlo objectives have been proposed in the literature to enhance generative modeling performance. For instance, the IWAE objective uses importance weights to reduce the variance of marginal log-likelihood estimates. In this paper, importance sampling is applied to the DKF framework for learning deep Markov models, resulting in the IW-DKF, which shows an improvement in terms of log-likelihood estimates and KL divergence between the variational distribution and the transition model. The framework using the sampled DKF update rule is also accommodated to address sequential state and parameter estimation when working with highly non-linear physics-based models. An experiment with the 3-space Lorenz attractor shows an enhanced generative modeling performance and also a decrease in RMSE when estimating the model parameters and latent states, indicating that tighter MCOs lead to improved state inference performance.
Recent advancements in adaptive control have equipped deep neural network (DNN)-based controllers with Lyapunov-based adaptation laws that work across a range of DNN architectures to uniquely enable online learning. However, the adaptation laws are based on tracking error, and offer convergence guarantees on only the tracking error without providing conclusions on the parameter estimation performance. Motivated to provide guarantees on the DNN parameter estimation performance, this paper provides the first result on composite adaptation for adaptive Lyapunov-based DNN controllers, which uses the Jacobian of the DNN and a prediction error of the dynamics that is computed using a novel method involving an observer of the dynamics. A Lyapunov-based stability analysis is performed which guarantees the tracking, observer, and parameter estimation errors are uniformly ultimately bounded (UUB), with stronger performance guarantees when the DNN's Jacobian satisfies the persistence of excitation (PE) condition. Comparative simulation results demonstrate a significant performance improvement with the developed composite adaptive Lb-DNN controller in comparison to the tracking error-based Lb-DNN.
This paper addresses the challenge of transient stability in power systems with missing parameters and uncertainty propagation in swing equations. We introduce a novel application of Physics-Informed Neural Networks (PINNs), specifically an Ensemble of PINNs (E-PINNs), to estimate critical parameters like rotor angle and inertia coefficient with enhanced accuracy and reduced computational load. E-PINNs capitalize on the underlying physical principles of swing equations to provide a robust solution. Our approach not only facilitates efficient parameter estimation but also quantifies uncertainties, delivering probabilistic insights into the system behavior. The efficacy of E-PINNs is demonstrated through the analysis of $1$-bus and $2$-bus systems, highlighting the model's ability to handle parameter variability and data scarcity. The study advances the application of machine learning in power system stability, paving the way for reliable and computationally efficient transient stability analysis.
This paper discusses the application of condition monitoring to a battery system used in a hybrid electric vehicle (HEV). Battery condition management systems (BCMSs) are employed to ensure the safe, efficient, and reliable operation of a battery, ultimately to guarantee the availability of electric power. This is critical for the case of the HEV to ensure greater overall energy efficiency and the availability of reliable electrical supply. This paper considers the use of state and parameter estimation techniques for the condition monitoring of batteries. A comparative study is presented in which the Kalman and the extended Kalman filters (KF/EKF), the particle filter (PF), the quadrature Kalman filter (QKF), and the smooth variable structure filter (SVSF) are used for battery condition monitoring. These comparisons are made based on estimation error, robustness, sensitivity to noise, and computational time.
A mixture of multivariate Poisson-log normal factor analyzers is introduced by imposing constraints on the covariance matrix, which resulted in flexible models for clustering purposes. In particular, a class of eight parsimonious mixture models based on the mixtures of factor analyzers model are introduced. Variational Gaussian approximation is used for parameter estimation, and information criteria are used for model selection. The proposed models are explored in the context of clustering discrete data arising from RNA sequencing studies. Using real and simulated data, the models are shown to give favourable clustering performance. The GitHub R package for this work is available at https://github.com/anjalisilva/mixMPLNFA and is released under the open-source MIT license.
Although linear and quadratic discriminant analysis are widely recognized classical methods, they can encounter significant challenges when dealing with non-Gaussian distributions or contaminated datasets. This is primarily due to their reliance on the Gaussian assumption, which lacks robustness. We first explain and review the classical methods to address this limitation and then present a novel approach that overcomes these issues. In this new approach, the model considered is an arbitrary Elliptically Symmetrical (ES) distribution per cluster with its own arbitrary scale parameter. This flexible model allows for potentially diverse and independent samples that may not follow identical distributions. By deriving a new decision rule, we demonstrate that maximum-likelihood parameter estimation and classification are simple, efficient, and robust compared to state-of-the-art methods.
Registering clothes from 4D scans with vertex-accurate correspondence is challenging, yet important for dynamic appearance modeling and physics parameter estimation from real-world data. However, previous methods either rely on texture information, which is not always reliable, or achieve only coarse-level alignment. In this work, we present a novel approach to enabling accurate surface registration of texture-less clothes with large deformation. Our key idea is to effectively leverage a shape prior learned from pre-captured clothing using diffusion models. We also propose a multi-stage guidance scheme based on learned functional maps, which stabilizes registration for large-scale deformation even when they vary significantly from training data. Using high-fidelity real captured clothes, our experiments show that the proposed approach based on diffusion models generalizes better than surface registration with VAE or PCA-based priors, outperforming both optimization-based and learning-based non-rigid registration methods for both interpolation and extrapolation tests.
Learning tasks play an increasingly prominent role in quantum information and computation. They range from fundamental problems such as state discrimination and metrology over the framework of quantum probably approximately correct (PAC) learning, to the recently proposed shadow variants of state tomography. However, the many directions of quantum learning theory have so far evolved separately. We propose a general mathematical formalism for describing quantum learning by training on classical-quantum data and then testing how well the learned hypothesis generalizes to new data. In this framework, we prove bounds on the expected generalization error of a quantum learner in terms of classical and quantum information-theoretic quantities measuring how strongly the learner's hypothesis depends on the specific data seen during training. To achieve this, we use tools from quantum optimal transport and quantum concentration inequalities to establish non-commutative versions of decoupling lemmas that underlie recent information-theoretic generalization bounds for classical machine learning. Our framework encompasses and gives intuitively accessible generalization bounds for a variety of quantum learning scenarios such as quantum state discrimination, PAC learning quantum states, quantum parameter estimation, and quantumly PAC learning classical functions. Thereby, our work lays a foundation for a unifying quantum information-theoretic perspective on quantum learning.
In this paper, we consider the problem of distributed parameter estimation in sensor networks. Each sensor makes successive observations of an unknown $d$-dimensional parameter, which might be subject to Gaussian random noises. The sensors aim to infer the true value of the unknown parameter by cooperating with each other. To this end, we first generalize the so-called dynamic regressor extension and mixing (DREM) algorithm to stochastic systems, with which the problem of estimating a $d$-dimensional vector parameter is transformed to that of $d$ scalar ones: one for each of the unknown parameters. For each of the scalar problem, both combine-then-adapt (CTA) and adapt-then-combine (ATC) diffusion-based estimation algorithms are given, where each sensor performs a combination step to fuse the local estimates in its in-neighborhood, alongside an adaptation step to process its streaming observations. Under weak conditions on network topology and excitation of regressors, we show that the proposed estimators guarantee that each sensor infers the true parameter, even if any individual of them cannot by itself. Specifically, it is required that the union of topologies over an interval with fixed length is strongly connected. Moreover, the sensors must collectively satisfy a cooperative persistent excitation (PE) condition, which relaxes the traditional PE condition. Numerical examples are finally provided to illustrate the established results.
This study examines the discharge behaviour of a cylindrical LiFeS2 cell to evaluate the parameters that can be used to predict and estimate the nonlinear dynamic response of a battery. A linear model is developed to simulate the discharge behaviour and examine the thermal behaviour. In particular, a commercial-grade battery is discharged with the industry-standard hybrid power pulsing characterization (HPPC) test and the current and voltage responses are recorded. The dynamic system is modelled with the equivalent circuit model (ECM) through MATLAB Simulink. A block diagram representation of the equivalent circuit model governing equations was developed. The parameter estimation tool was utilized to reduce the error and fit the simulation results to the experimental voltage responses, in order to obtain state of charge dependent dynamic parameters. Those parameters were then used in a Dual-Potential Multi-Scale Multi-Domain (MSMD) Battery Model solved in ANSYS Fluent to analyze the thermal behaviour by acquiring the temperature profiles and the temperature distribution within the cell. The nonlinear behaviour of the battery was characterized and the equivalent circuit model parameters were identified and are shown to agree with the experimental voltage responses. Furthermore, it is found that the battery temperature increased by 7.35 deg and was distributed uniformly within the cell.
Maximizing the log-likelihood is a crucial aspect of learning latent variable models, and variational inference (VI) stands as the commonly adopted method. However, VI can encounter challenges in achieving a high log-likelihood when dealing with complicated posterior distributions. In response to this limitation, we introduce a novel variational importance sampling (VIS) approach that directly estimates and maximizes the log-likelihood. VIS leverages the optimal proposal distribution, achieved by minimizing the forward $\chi^2$ divergence, to enhance log-likelihood estimation. We apply VIS to various popular latent variable models, including mixture models, variational auto-encoders, and partially observable generalized linear models. Results demonstrate that our approach consistently outperforms state-of-the-art baselines, both in terms of log-likelihood and model parameter estimation.
Computational modeling of cancer can help unveil dynamics and interactions that are hard to replicate experimentally. Thanks to the advancement in cancer databases and data analysis technologies, these models have become more robust than ever. There are many mathematical models which investigate cancer through different approaches, from sub-cellular to tissue scale, and from treatment to diagnostic points of view. In this study, we lay out a step-by-step methodology for a data-driven mechanistic model of the tumor microenvironment. We discuss data acquisition strategies, data preparation, parameter estimation, and sensitivity analysis techniques. Furthermore, we propose a possible approach to extend mechanistic ODE models to PDE models coupled with mechanical growth. The workflow discussed in this article can help understand the complex temporal and spatial interactions between cells and cytokines in the tumor microenvironment and their effect on tumor growth.
Historically, the interpolation of large geophysical datasets has been tackled using methods like Optimal Interpolation (OI) or model-based data assimilation schemes. However, the recent connection between Stochastic Partial Differential Equations (SPDE) and Gaussian Markov Random Fields (GMRF) introduced a novel approach to handle large datasets making use of sparse precision matrices in OI. Recent advancements in deep learning also addressed this issue by incorporating data assimilation into neural architectures: it treats the reconstruction task as a joint learning problem involving both prior model and solver as neural networks. Though, it requires further developments to quantify the associated uncertainties. In our work, we leverage SPDEbased Gaussian Processes to estimate complex prior models capable of handling nonstationary covariances in space and time. We develop a specific architecture able to learn both state and SPDE parameters as a neural SPDE solver, while providing the precisionbased analytical form of the SPDE sampling. The latter is used as a surrogate model along the data assimilation window. Because the prior is stochastic, we can easily draw samples from it and condition the members by our neural solver, allowing flexible estimation of the posterior distribution based on large ensemble. We demonstrate this framework on realistic Sea Surface Height datasets. Our solution improves the OI baseline, aligns with neural prior while enabling uncertainty quantification and online parameter estimation.
NoMoPy is a code for fitting, analyzing, and generating noise modeled as a hidden Markov model (HMM) or, more generally, factorial hidden Markov model (FHMM). This code, written in Python, implements approximate and exact expectation maximization (EM) algorithms for performing the parameter estimation process, model selection procedures via cross-validation, and parameter confidence region estimation. Here, we describe in detail the functionality implemented in NoMoPy and provide examples of its use and performance on example problems.
Latent variable models (LVMs) are commonly used to capture the underlying dependencies, patterns, and hidden structure in observed data. Source duplication is a by-product of the data hankelisation pre-processing step common to single channel LVM applications, which hinders practical LVM utilisation. In this article, a Python package titled spectrally-regularised-LVMs is presented. The proposed package addresses the source duplication issue via the addition of a novel spectral regularisation term. This package provides a framework for spectral regularisation in single channel LVM applications, thereby making it easier to investigate and utilise LVMs with spectral regularisation. This is achieved via the use of symbolic or explicit representations of potential LVM objective functions which are incorporated into a framework that uses spectral regularisation during the LVM parameter estimation process. The objective of this package is to provide a consistent linear LVM optimisation framework which incorporates spectral regularisation and caters to single channel time-series applications.
Social networks often exert social pressure, causing individuals to adapt their expressed opinions to conform to their peers. An agent in such systems can be modeled as having a (true and unchanging) inherent belief while broadcasting a declared opinion at each time step based on her inherent belief and the past declared opinions of her neighbors. An important question in this setting is parameter estimation: how to disentangle the effects of social pressure to estimate inherent beliefs from declared opinions. This is useful for forecasting when agents' declared opinions are influenced by social pressure while real-world behavior only depends on their inherent beliefs. To address this, Jadbabaie et al. formulated the Interacting P\'olya Urn model of opinion dynamics under social pressure and studied it on complete-graph social networks using an aggregate estimator, and found that their estimator converges to the inherent beliefs unless majority pressure pushes the network to consensus. In this work, we studythis model on arbitrary networks, providing an estimator which converges to the inherent beliefs even in consensus situations. Finally, we bound the convergence rate of our estimator in both consensus and non-consensus scenarios; to get the bound for consensus scenarios (which converge slower than non-consensus) we additionally found how quickly the system converges to consensus.
Cognitive Radar Networks were proposed by Simon Haykin in 2006 to address problems with large legacy radar implementations - primarily, single-point vulnerabilities and lack of adaptability. This work proposes to leverage the adaptability of cognitive radar networks to trade between active radar observation, which uses high power and risks interception, and passive signal parameter estimation, which uses target emissions to gain side information and lower the power necessary to accurately track multiple targets. The goal of the network is to learn over many target tracks both the characteristics of the targets as well as the optimal action choices for each type of target. In order to select between the available actions, we utilize a multi-armed bandit model, using current class information as prior information. When the active radar action is selected, the node estimates the physical behavior of targets through the radar emissions. When the passive action is selected, the node estimates the radio behavior of targets through passive sensing. Over many target tracks, the network collects the observed behavior of targets and forms clusters of similarly-behaved targets. In this way, the network meta-learns the target class distributions while learning the optimal mode selections for each target class.