Robust Sparse Approximations for Stochastic Dynamical Systems

Christopher J. Quinn; Ali Pinar; Jing Gao; Lu Su

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Robust Sparse Approximations for Stochastic Dynamical Systems

机译：随机动力系统的鲁棒稀疏近似

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Inferring the exact topology of the interactions in a large, stochastic dynamical system from time-series data can often be prohibitive computationally and statistically without strong side information. One alternative is to seek approximations of the system topology that nonetheless describe the data well. In recent works, algorithms were proposed to identify sparse approximations which are optimal in terms of Kullback-Leibler divergence. Those algorithms relied on point estimates of statistics from the data. In this work, we investigate the more practical setting where point estimates are not reliable. We propose an algorithm to identify sparse, connected approximations that are robust to estimation error.

机译：从时序数据推断大型随机动力学系统中相互作用的确切拓扑通常在没有强大辅助信息的情况下在计算和统计上都是令人望而却步的。一种替代方法是寻求仍然能很好描述数据的系统拓扑的近似值。在最近的工作中，提出了用于识别稀疏近似的算法，该稀疏近似在Kullback-Leibler发散方面是最佳的。这些算法依赖于数据的统计点估计。在这项工作中，我们研究了点估计不可靠的更实际的设置。我们提出了一种算法，该算法可识别对估计误差具有鲁棒性的稀疏连通近似。

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《IFAC PapersOnLine》 |2017年第1期|共6页
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Christopher J. Quinn; Ali Pinar; Jing Gao; Lu Su;
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中图分类自动化技术、计算机技术;
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1. Robust Sparse Approximations for Stochastic Dynamical Systems [J] . Christopher J. Quinn, Ali Pinar, Jing Gao, IFAC PapersOnLine . 2017,第1期

机译：随机动力系统的鲁棒稀疏近似
2. Sparse grids-based stochastic approximations with applications to aerodynamics sensitivity analysis [J] . Resmini A., Peter J., Lucor D. International Journal for Numerical Methods in Engineering . 2016,第1期

机译：基于稀疏网格的随机近似在空气动力学灵敏度分析中的应用
3. Invariant measures of stochastic perturbations of dynamical systems using fourier approximations [J] . Islam M.S., Góra P. International journal of bifurcation and chaos in applied sciences and engineering . 2011,第1期

机译：使用傅立叶逼近的动力系统随机摄动不变量
4. Robust Sparse Approximations for Stochastic Dynamical Systems [C] . Christopher J. Quinn, Ali Pinar, Jing Gao, IFAC World Congress . 2018

机译：随机动力系统的强大稀疏近似
5. Sparse Representations and Quadratic Approximations in Path Integral Techniques for Stochastic Response Analysis of Diverse Systems/Structures [D] . Psaros Andriopoulos, Apostolos. 2019

机译：不同系统/结构随机响应分析的路径积分技术的稀疏表示和二次近似
6. BWM*: A Novel Provable Ensemble-based Dynamic Programming Algorithm for Sparse Approximations of Computational Protein Design [O] . Jonathan D. Jou, Swati Jain, Ivelin S. Georgiev, -1

机译：BWM *：一种新颖的可证明的基于集合的动态规划算法用于计算蛋白质设计的稀疏近似
7. DIGITAL CONTROL SYSTEMS IMPLEMENTATION TECHNIQUES, VOLUME 70 OF CONTROL AND DYNAMIC SYSTEMS: ADVANCES IN THEORY AND APPLICATIONS, C. Leondes (ed), Academic Press, San Diego, 1995, 390 pp., ISBN 0-12-0127702, $99.00 DISCRETE-TIME CONTROL SYSTEM ANALYSIS AND DESIGN, VOLUME 71 OF CONTROL AND DYNAMIC SYSTEMS: ADVANCES IN THEORY AND APPLICATIONS, C. Leondes (ed), Academic Press, San Diego, 1995, 410 pp., ISBN 0-12-0127715, $99.00 DISCRETE-TIME CONTROL SYSTEM IMPLEMENTATION TECHNIQUES, VOLUME 72 OF CONTROL AND DYNAMIC SYSTEMS: ADVANCES IN THEORY AND APPLICATIONS, C. Leondes (ed), Academic Press, San Diego, 1995, 388 pp., ISBN 0-12-0127725, $99.00 TECHNIQUES IN DISCRETE-TIME STOCHASTIC CONTROL SYSTEMS, VOLUME 73 OF CONTROL AND DYNAMIC SYSTEMS: ADVANCES IN THEORY AND APPLICATIONS, C. Leondes (ed), Academic Press, San Diego, 1995, 380 pp., ISBN 0-12-0127734, $99.00 TECHNIQUES IN DISCRETE AND CONTINUOUS ROBUST SYSTEMS, VOLUME 74 OF CONTROL AND DYNAMIC SYSTEMS: ADVANCES IN THEORY AND APPLICATIONS, C. Leondes (ed), Academic Press, San Diego, 1995, 412 pp., ISBN 0-12-0127741, $99.00 [O] . D. SUBBARAM NAIDU 1997

机译：数字控制系统的实施技术，控制和动态系统的第70卷：理论和应用的进步，C.丝丝（ED），学术出版社，圣地亚哥，1995,390 PP，ISBN 0-12-0127702，99.00美元离散时间控制系统分析和设计，控制和动态系统的第71卷：理论和应用的进步，C.丝丝（ED），学术出版社，圣地亚哥，1995,410 PP，ISBN 0-12-0127715，99.00美元离散时间控制系统实现技术，控制和动态系统的第72卷：理论和应用的进步，C.丝丝（ED），学术出版社，圣地亚哥，1995,388 pp，ISBN 0-12-0127725，99.00美元的离散 - 时间随机控制系统，控制和动态系统的VOLUME 73：前进，理论与应用，C Leondes（ED），学术出版社，圣地亚哥，1995年，380页，ISBN 0-12-0127734，在离散和$ 99.00技术。连续稳健的系统，控制和动态系统的第74卷：理论和应用的进步，C. leondes（ed），学术出版社，圣地亚哥，1995,412 pp。，ISBN 0-12-0127741，99.00美元
8. Collaborative Research: Robust Climate Projections and Stochastic Stability of Dynamical Systems. [R] . Ghill, M., McWilliams, J. C., Neelin, D., 2011

机译：协同研究：强大的气候预测和动力系统的随机稳定性。

Robust Sparse Approximations for Stochastic Dynamical Systems

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