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One of the pivotal tasks in scientific machine learning is to represent underlying dynamical systems from time series data. Many methods for such dynamics learning explicitly require the derivatives of state data, which are not directly…

Machine Learning · Computer Science 2024-04-17 Dongwei Ye , Mengwu Guo

Traditional partial differential equations with constant coefficients often struggle to capture abrupt changes in real-world phenomena, leading to the development of variable coefficient PDEs and Markovian switching models. Recently,…

Machine Learning · Statistics 2024-09-02 Yi Zhang , Zhikun Zhang , Xiangjun Wang

A Bayesian non-parametric framework for studying time-to-event data is proposed, where the prior distribution is allowed to depend on an additional random source, and may update with the sample size. Such scenarios are natural, for…

Methodology · Statistics 2025-05-06 Martin Bladt , Jorge González Cázares

Sparsity-promoting priors have become increasingly popular over recent years due to an increased number of regression and classification applications involving a large number of predictors. In time series applications where observations are…

Methodology · Statistics 2012-03-02 François Caron , Luke Bornn , Arnaud Doucet

When working with PDEs the reconstruction of a previous state often proves difficult. Good prior knowledge and fast computational methods are crucial to build a working reconstruction. We want to identify the heat sources on a three…

Numerical Analysis · Mathematics 2021-09-08 Alexandra Bünger , Martin Stoll

We propose a general algorithmic framework for Bayesian model selection. A spike-and-slab Laplacian prior is introduced to model the underlying structural assumption. Using the notion of effective resistance, we derive an EM-type algorithm…

Methodology · Statistics 2020-06-19 Youngseok Kim , Chao Gao

Data dispersed across multiple files are commonly integrated through probabilistic linkage methods, where even minimal error rates in record matching can significantly contaminate subsequent statistical analyses. In regression problems, we…

Statistics Theory · Mathematics 2024-09-18 Abhisek Chakraborty , Saptati Datta

The structure of the nonlinear inverse problem arising from capillarity-driven imbibition in porous media is investigated, considering a degenerate parabolic PDE with compactly supported diffusivity and boundary-driven fluxes as the…

Dynamical Systems · Mathematics 2026-04-01 Paola Stolfi , Elia Onofri , Gabriella Bretti

Estimating the parameters of mathematical models is a common problem in almost all branches of science. However, this problem can prove notably difficult when processes and model descriptions become increasingly complex and an explicit…

Machine Learning · Statistics 2024-02-09 Stefan T. Radev , Ulf K. Mertens , Andreas Voss , Lynton Ardizzone , Ullrich Köthe

A nonparametric Bayesian sparse graph linear dynamical system (SGLDS) is proposed to model sequentially observed multivariate data. SGLDS uses the Bernoulli-Poisson link together with a gamma process to generate an infinite dimensional…

Machine Learning · Statistics 2018-02-22 Rahi Kalantari , Joydeep Ghosh , Mingyuan Zhou

We develop a Bayesian framework for sensing which adapts the sensing time and/or basis functions to the instantaneous sensing quality measured in terms of the expected posterior mean-squared error. For sparse Gaussian sources a significant…

Information Theory · Computer Science 2018-02-12 Ralf R. Müller , Ali Bereyhi , Christoph F. Mecklenbräuker

An inverse elastic source problem with sparse measurements is of concern. A generic mathematical framework is proposed which incorporates a low- dimensional manifold regularization in the conventional source reconstruction algorithms…

Optimization and Control · Mathematics 2018-05-29 Jaejun Yoo , Abdul Wahab , Jong Chul Ye

Several approximate inference methods have been proposed for deep discrete latent variable models. However, non-parametric methods which have previously been successfully employed for classical sparse coding models have largely been…

Machine Learning · Computer Science 2023-03-16 Arunesh Mittal , Kai Yang , Paul Sajda , John Paisley

Estimating subsurface dielectric properties is essential for applications ranging from environmental surveys of soils to nondestructive evaluation of concrete in infrastructure. Conventional wave inversion methods typically assume few…

Signal Processing · Electrical Eng. & Systems 2025-10-30 Ishfaq Aziz , Mohamad Alipour

The application of Stochastic Differential Equations (SDEs) to the analysis of temporal data has attracted increasing attention, due to their ability to describe complex dynamics with physically interpretable equations. In this paper, we…

Machine Learning · Statistics 2017-08-09 Constantino A. García , Abraham Otero , Paulo Félix , Jesús Presedo , David G. Márquez

Scientific machine learning has been successfully applied to inverse problems and PDE discovery in computational physics. One caveat concerning current methods is the need for large amounts of ("clean") data, in order to characterize the…

Numerical Analysis · Mathematics 2021-11-30 Christophe Bonneville , Christopher J. Earls

Bayesian inference methods are applied within a Bayesian hierarchical modelling framework to the problems of joint state and parameter estimation, and of state forecasting. We explore and demonstrate the ideas in the context of a simple…

Applications · Statistics 2012-11-09 John Parslow , Noel Cressie , Edward P. Campbell , Emlyn Jones , Lawrence Murray

We demonstrate how a prior assumption of smoothness can be used to enhance the reconstruction of free energy profiles from multiple umbrella sampling simulations using the Bayesian Gaussian process regression approach. The method we derive…

Statistical Mechanics · Physics 2014-07-25 Noam Bernstein , Thomas Stecher , Gábor Csányi

Structural damage due to excessive loading or environmental degradation typically occurs in localized areas in the absence of collapse. This prior information about the spatial sparseness of structural damage is exploited here by a…

Applications · Statistics 2015-03-29 Yong Huang , James L. Beck

We use compressed sensing to demonstrate theoretically the reconstruction of sub-wavelength features from measured far-field, and provide experimental proof-of-concept. The methods can be applied to non-optical microscopes, provided the…

Optics · Physics 2015-05-14 Snir Gazit , Alexander Szameit , Yonina C. Eldar , Mordechai Segev