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In applications of nonlinear and complex dynamical systems, a common situation is that the system can be measured but its structure and the detailed rules of dynamical evolution are unknown. The inverse problem is to determine the system…

Dynamical Systems · Mathematics 2021-09-15 Ying-Cheng Lai

We focus on variational inference in dynamical systems where the discrete time transition function (or evolution rule) is modelled by a Gaussian process. The dominant approach so far has been to use a factorised posterior distribution,…

Machine Learning · Statistics 2018-12-17 Alessandro Davide Ialongo , Mark van der Wilk , James Hensman , Carl Edward Rasmussen

Data characterized by high dimensionality and sparsity are commonly used to describe real-world node interactions. Low-rank representation (LR) can map high-dimensional sparse (HDS) data to low-dimensional feature spaces and infer node…

Machine Learning · Computer Science 2024-08-30 Qicong Hu , Hao Wu

The scope of data-driven fault diagnosis models is greatly extended through deep learning (DL). However, the classical convolution and recurrent structure have their defects in computational efficiency and feature representation, while the…

Artificial Intelligence · Computer Science 2021-12-07 Yifei Ding , Minping Jia , Qiuhua Miao , Yudong Cao

We study the problem of inferring sparse time-varying Markov random fields (MRFs) with different discrete and temporal regularizations on the parameters. Due to the intractability of discrete regularization, most approaches for solving this…

Optimization and Control · Mathematics 2023-07-27 Salar Fattahi , Andres Gomez

Topological data analysis (TDA) has emerged as one of the most promising techniques to reconstruct the unknown shapes of high-dimensional spaces from observed data samples. TDA, thus, yields key shape descriptors in the form of persistent…

Machine Learning · Statistics 2017-11-15 Wei Guo , Krithika Manohar , Steven L. Brunton , Ashis G. Banerjee

A variety of complex biological, natural and man-made systems exhibit non-Markovian dynamics that can be modeled through fractional order differential equations, yet, we lack sample comlexity aware system identification strategies. Towards…

Systems and Control · Electrical Eng. & Systems 2025-06-23 Xiaole Zhang , Vijay Gupta , Paul Bogdan

Recent research has shown that performance in signal processing tasks can often be significantly improved by using signal models based on sparse representations, where a signal is approximated using a small number of elements from a fixed…

Optimization and Control · Mathematics 2011-11-18 Adam S. Charles , Pierre Garrigues , Christopher J. Rozell

An algorithm for a family of self-starting high-order implicit time integration schemes with controllable numerical dissipation is proposed for both linear and nonlinear transient problems. This work builds on the previous works of the…

Numerical Analysis · Mathematics 2024-09-23 Daniel O'Shea , Xiaoran Zhang , Shayan Mohammadian , Chongmin Song

Time-frequency representations are important for the analysis of time series. We have developed an online time-series analysis system and equipped it to reliably handle re-alignment in the time-frequency plane. The system can deal with…

Sound · Computer Science 2017-05-18 Coen Jonker , Arryon D. Tijsma , Ronald A. J. van Elburg

We introduce a new method for estimating the Ideal Time-Frequency Representation (ITFR) of complex nonstationary signals. The Reconstructive Ideal Fractional Transform (RIFT) computes a constellation of Continuous Fractional Wavelet…

Audio and Speech Processing · Electrical Eng. & Systems 2026-04-03 James M. Cozens , Simon J. Godsill

The Carson and Fry (1937) introduced the concept of variable frequency as a generalization of the constant frequency. The instantaneous frequency (IF) is the time derivative of the instantaneous phase and it is well-defined only when this…

Information Theory · Computer Science 2017-12-06 Pushpendra Singh

High-fidelity simulation of complex physical systems is exorbitantly expensive and inaccessible across spatiotemporal scales. Recently, there has been an increasing interest in leveraging deep learning to augment scientific data based on…

Machine Learning · Computer Science 2022-08-03 Pu Ren , Chengping Rao , Yang Liu , Zihan Ma , Qi Wang , Jian-Xun Wang , Hao Sun

Many data-driven approaches exist to extract neural representations of functional magnetic resonance imaging (fMRI) data, but most of them lack a proper probabilistic formulation. We propose a group level scalable probabilistic sparse…

Nonlinear dynamical systems are ubiquitous in nature and they are hard to forecast. Not only they may be sensitive to small perturbations in their initial conditions, but they are often composed of processes acting at multiple scales.…

Chaotic Dynamics · Physics 2025-10-06 Chenyu Dong , Davide Faranda , Adriano Gualandi , Valerio Lucarini , Gianmarco Mengaldo

We consider continuous-time sparse stochastic processes from which we have only a finite number of noisy/noiseless samples. Our goal is to estimate the noiseless samples (denoising) and the signal in-between (interpolation problem). By…

Machine Learning · Computer Science 2015-06-11 Arash Amini , Ulugbek S. Kamilov , Emrah Bostan , Michael Unser

Nonstationary time series forecasting suffers from the distribution shift issue due to the different distributions that produce the training and test data. Existing methods attempt to alleviate the dependence by, e.g., removing low-order…

Machine Learning · Computer Science 2026-02-20 Xihao Piao , Zheng Chen , Lingwei Zhu , Yushun Dong , Yasuko Matsubara , Yasushi Sakurai

It is the purpose of the paper to describe the virtues of time-frequency methods for signal processing applications, having astronomical time series in mind. Different methods are considered and their potential usefulness respectively…

Astrophysics · Physics 2009-11-07 R. Vio , W. Wamsteker

In this paper, the instantaneous frequency estimation of nonstationary signals is considered. The instantaneous frequency is estimated from the timefrequency representation where certain percent of the coefficients is missing. The…

Signal Processing · Electrical Eng. & Systems 2019-02-08 Bozidar Androvic , Marko Kovac , Andjela Kandic

Modeling the evolution of high-dimensional systems from limited snapshot observations at irregular time points poses a significant challenge in quantitative biology and related fields. Traditional approaches often rely on dimensionality…

Machine Learning · Computer Science 2025-08-07 Justin Lee , Behnaz Moradijamei , Heman Shakeri
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