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Reconstructing PDE-governed fields from sparse and irregular measurements is challenging due to their ill-posed nature. Deterministic surrogates are trained on dense fields that struggle with limited measurements and uncertainty…

Machine Learning · Computer Science 2026-05-18 Hao Zhou , Rui Zhang , Han Wan , Hao Sun

Gaussian processes are a fully Bayesian smoothing technique that allows for the reconstruction of a function and its derivatives directly from observational data, without assuming a specific model or choosing a parameterization. This is…

Cosmology and Nongalactic Astrophysics · Physics 2013-11-27 Marina Seikel , Chris Clarkson

Existing model validation studies in geoscience often disregard or partly account for uncertainties in observations, model choices, and input parameters. In this work, we develop a statistical framework that incorporates a probabilistic…

In this paper, we introduce a new nonlinear evolution partial differential equation for sparse deconvolution problems. The proposed PDE has the form of continuity equation that arises in various research areas, e.g. fluid dynamics and…

Optimization and Control · Mathematics 2011-04-04 Yu Mao , Bin Dong , Stanley Osher

Predictive dynamical models for marine ecosystems are used for a variety of needs. Due to sparse measurements and limited understanding of the myriad of ocean processes, there is however significant uncertainty. There is model uncertainty…

Computational Engineering, Finance, and Science · Computer Science 2023-06-06 Abhinav Gupta , Pierre F. J. Lermusiaux

Plasma diagnostics often employ computerized tomography to estimate emissivity profiles from a finite, and often limited, number of line-integrated measurements. Decades of algorithmic refinement have brought considerable improvements, and…

Plasma Physics · Physics 2026-03-12 D. Hamm , C. Theiler , M. Simeoni , B. P. Duval , T. Debarre , L. Simons , J. R. Queralt

We present a novel method for the classification and reconstruction of time dependent, high-dimensional data using sparse measurements, and apply it to the flow around a cylinder. Assuming the data lies near a low dimensional manifold…

Dynamical Systems · Mathematics 2015-06-03 Ido Bright , Guang Lin , J. Nathan Kutz

In high-dimensional Bayesian statistics, various methods have been developed, including prior distributions that induce parameter sparsity to handle many parameters. Yet, these approaches often overlook the rich spectral structure of the…

Statistics Theory · Mathematics 2025-05-06 Tomoya Wakayama , Masaaki Imaizumi

Bayesian filtering for high-dimensional nonlinear stochastic dynamical systems is a fundamental yet challenging problem in many fields of science and engineering. Existing methods face significant obstacles: Gaussian-based filters struggle…

Numerical Analysis · Mathematics 2025-03-06 Xintong Wang , Xiaofei Guan , Ling Guo , Hao Wu

Often the underlying system of differential equations driving a stochastic dynamical system is assumed to be known, with inference conditioned on this assumption. We present a Bayesian framework for discovering this system of differential…

Methodology · Statistics 2021-01-13 Kushagra Gupta , Dootika Vats , Snigdhansu Chatterjee

This paper proposes a new Bayesian machine learning model that can be applied to large datasets arising in macroeconomics. Our framework sums over many simple two-component location mixtures. The transition between components is determined…

Econometrics · Economics 2023-12-05 Florian Huber

Groundwater flow modeling is commonly used to calculate groundwater heads, estimate groundwater flow paths and travel times, and provide insights into solute transport processes within an aquifer. However, the values of input parameters…

Computational Engineering, Finance, and Science · Computer Science 2023-03-15 Emily A. Baker , Sauro Manenti , Alessandro Reali , Giancarlo Sangalli , Lorenzo Tamellini , Sara Todeschini

Scientists and statisticians often want to learn about the complex relationships that connect two time-varying variables. Recent work on sparse functional historical linear models confirms that they are promising for this purpose, but…

Reconstruction of fine-scale information from sparse data is relevant to many practical fluid dynamic applications where the sensing is typically sparse. Fluid flows in an ideal sense are manifestations of nonlinear multiscale PDE dynamical…

Computational Physics · Physics 2020-10-28 Chen Lu , Balaji Jayaraman

Models under location uncertainty are derived assuming that a component of the velocity is uncorrelated in time. The material derivative is accordingly modified to include an advection correction, inhomogeneous and anisotropic diffusion…

Atmospheric and Oceanic Physics · Physics 2017-05-31 Valentin Resseguier , Etienne Memin , Bertrand Chapron

We investigate solution methods for large-scale inverse problems governed by partial differential equations (PDEs) via Bayesian inference. The Bayesian framework provides a statistical setting to infer uncertain parameters from noisy…

Applications · Statistics 2023-02-08 Mina Karimi , Mehrdad Massoudi , Kaushik Dayal , Matteo Pozzi

A common task in inverse problems and imaging is finding a solution that is sparse, in the sense that most of its components vanish. In the framework of compressed sensing, general results guaranteeing exact recovery have been proven. In…

Numerical Analysis · Mathematics 2021-04-29 Monica Pragliola , Daniela Calvetti , Erkki Somersalo

Data-driven modeling for nonlinear fluid flows using sparse convolution-based mapping into a feature space where the dynamics are Markov linear is explored in this article. The underlying principle of low-order models for fluid systems is…

Fluid Dynamics · Physics 2020-10-28 Chen Lu , Balaji Jayaraman , Joshua Whitman , Girish Chowdhary

Flow and transport in fractured geological media are strongly controlled by aperture heterogeneity and uncertainty in subsurface characterisation, yet most upscaling approaches rely on deterministic representations of fracture permeability.…

Computational Physics · Physics 2026-04-20 Sarah Perez , Florian Doster , Hannah Menke , Ahmed ElSheikh , Andreas Busch

In this paper we propose a Bayesian nonparametric approach to modelling sparse time-varying networks. A positive parameter is associated to each node of a network, which models the sociability of that node. Sociabilities are assumed to…

Machine Learning · Statistics 2022-04-18 Cian Naik , Francois Caron , Judith Rousseau , Yee Whye Teh , Konstantina Palla