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We present a noise guided trajectory based system identification method for inferring the dynamical structure from observation generated by stochastic differential equations. Our method can handle various kinds of noise, including the case…

Numerical Analysis · Mathematics 2024-03-06 Ziheng Guo , Igor Cialenco , Ming Zhong

Equation learning methods present a promising tool to aid scientists in the modeling process for biological data. Previous equation learning studies have demonstrated that these methods can infer models from rich datasets, however, the…

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

Filtering is concerned with the sequential estimation of the state, and uncertainties, of a Markovian system, given noisy observations. It is particularly difficult to achieve accurate filtering in complex dynamical systems, such as those…

Probability · Mathematics 2015-12-14 Wonjung Lee , Andrew Stuart

We consider the dynamic classifier selection (DCS) problem: Given an ensemble of classifiers, we are to choose which classifier to use depending on the particular input vector that we get to classify. The problem is a special case of the…

Machine Learning · Computer Science 2020-12-21 Meinolf Sellmann , Tapan Shah

Reaction systems are discrete dynamical systems inspired by bio-chemical processes, whose dynamical behaviour is expressed by set-theoretic operations on finite sets. Reaction systems thus provide a description of bio-chemical phenomena…

Formal Languages and Automata Theory · Computer Science 2020-08-05 Alberto Dennunzio , Enrico Formenti , Luca Manzoni , Antonio E. Porreca

Stochastic gradient descent is an optimisation method that combines classical gradient descent with random subsampling within the target functional. In this work, we introduce the stochastic gradient process as a continuous-time…

Probability · Mathematics 2021-05-11 Jonas Latz

To identify emerging microscopic structures in low temperature spin glasses, we study self-sustained clusters (SSC) in spin models defined on sparse random graphs. A message-passing algorithm is developed to determine the probability of…

Disordered Systems and Neural Networks · Physics 2018-07-04 Jacopo Rocchi , David Saad , Chi Ho Yeung

The emergence of organized multiscale patterns resulting from convection is ubiquitous, observed throughout different cloud types. The reproduction of such patterns by general circulation models remains a challenge due to the complex nature…

Atmospheric and Oceanic Physics · Physics 2023-05-09 Mickael D. Chekroun , Tom Dror , Orit Altaratz , Ilan Koren

In this work, we present a novel approach to system identification for dynamical systems, based on a specific class of Deep Gaussian Processes (Deep GPs). These models are constructed by interconnecting linear dynamic GPs (equivalent to…

Machine Learning · Statistics 2025-02-11 Alessio Benavoli , Dario Piga , Marco Forgione , Marco Zaffalon

Modern learning systems increasingly interact with data that evolve over time and depend on hidden internal state. We ask a basic question: when is such a dynamical system learnable from observations alone? This paper proposes a research…

Machine Learning · Computer Science 2025-12-23 Elad Hazan , Shai Shalev Shwartz , Nathan Srebro

We describe a continuous-time modelling framework for biological population dynamics that accounts for demographic noise. In the spirit of the methodology used by statistical physicists, transitions between the states of the system are…

Populations and Evolution · Quantitative Biology 2018-07-19 George W. A. Constable , Alan J. McKane

We introduce the Discrete Inverse Continuity Equation (DICE) method, a generative modeling approach that learns the evolution of a stochastic process from given sample populations at a finite number of time points. Models learned with DICE…

Machine Learning · Computer Science 2025-07-08 Tobias Blickhan , Jules Berman , Andrew Stuart , Benjamin Peherstorfer

We consider a context-dependent ranking and selection problem. The best design is not universal but depends on the contexts. Under a Bayesian framework, we develop a dynamic sampling scheme for context-dependent optimization (DSCO) to…

Methodology · Statistics 2020-12-21 Haidong Li , Henry Lam , Zhe Liang , Yijie Peng

The study of biological cells in terms of mesoscopic, nonequilibrium, nonlinear, stochastic dynamics of open chemical systems provides a paradigm for other complex, self-organizing systems with ultra-fast stochastic fluctuations, short-time…

Chemical Physics · Physics 2014-11-06 Hong Qian

This paper presents a machine learning framework for Bayesian systems identification from noisy, sparse and irregular observations of nonlinear dynamical systems. The proposed method takes advantage of recent developments in differentiable…

Machine Learning · Computer Science 2020-04-21 Yibo Yang , Mohamed Aziz Bhouri , Paris Perdikaris

Ordinary and stochastic differential equations (ODEs and SDEs) are widely used to model continuous-time processes across various scientific fields. While ODEs offer interpretability and simplicity, SDEs incorporate randomness, providing…

Methodology · Statistics 2025-05-20 Qingchuan Sun , Susanne Ditlevsen

A clear definition of system dynamics modeling can provide shared understanding and clarify the impact of the field. We introduce a set of characteristics that define quantitative system dynamics, selected to capture core philosophy,…

Systems and Control · Electrical Eng. & Systems 2023-08-01 Asmeret Naugle , Saeed Langarudi , Timothy Clancy

We present a novel approach to learn the formulae characterising the emergent behaviour of a dynamical system from system observations. At a high level, the approach starts by devising a statistical dynamical model of the system which…

Logic in Computer Science · Computer Science 2013-12-31 Ezio Bartocci , Luca Bortolussi , Guido Sanguinetti

We develop categorical foundations of discrete dynamical systems, aimed at understanding how the structure of the system affects its dynamics. The key technical innovation is the notion of a cycle set, which provides a formal language in…

Dynamical Systems · Mathematics 2025-06-06 Daniel Carranza , Chris Kapulkin , Nathan Kershaw , Reinhard Laubenbacher , Matthew Wheeler
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