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This paper studies the sparse identification problem of unknown sparse parameter vectors in stochastic dynamic systems. Firstly, a novel sparse identification algorithm is proposed, which can generate sparse estimates based on least squares…

Optimization and Control · Mathematics 2024-04-02 Ziming Wang , Xinghua Zhu

A Bayesian data assimilation scheme is formulated for advection-dominated or hyperbolic evolutionary problems, and observations. The method is referred to as the dynamic likelihood filter because it exploits the model physics to dynamically…

Dynamical Systems · Mathematics 2017-04-26 Juan M. Restrepo

Performing multiple experiments is common when learning internal mechanisms of complex systems. These experiments can include perturbations to parameters or external disturbances. A challenging problem is to efficiently incorporate all…

Systems and Control · Computer Science 2020-08-25 Zuogong Yue , Johan Thunberg , Wei Pan , Lennart Ljung , Jorge Goncalves

We propose a sparse regression method capable of discovering the governing partial differential equation(s) of a given system by time series measurements in the spatial domain. The regression framework relies on sparsity promoting…

Pattern Formation and Solitons · Physics 2016-09-22 Samuel H. Rudy , Steven L. Brunton , Joshua L. Proctor , J. Nathan Kutz

Deep metric learning maps visually similar images onto nearby locations and visually dissimilar images apart from each other in an embedding manifold. The learning process is mainly based on the supplied image negative and positive training…

Computer Vision and Pattern Recognition · Computer Science 2020-09-14 Chang-Hui Liang , Wan-Lei Zhao , Run-Qing Chen

Linear dynamical systems are canonical models for learning-based control of plants with uncertain dynamics. The setting consists of a stochastic differential equation that captures the state evolution of the plant understudy, while the true…

Systems and Control · Electrical Eng. & Systems 2022-01-03 Mohamad Kazem Shirani Faradonbeh , Mohamad Sadegh Shirani Faradonbeh

Sparse linear discriminant analysis via penalized optimal scoring is a successful tool for classification in high-dimensional settings. While the variable selection consistency of sparse optimal scoring has been established, the…

Statistics Theory · Mathematics 2021-04-01 Irina Gaynanova

We introduce a simple method to estimate the system parameters in continuous dynamical systems from the time series. In this method, we construct a modified system by introducing some constants (controlling constants) into the given…

Chaotic Dynamics · Physics 2009-11-10 P. Palaniyandi , M. Lakshmanan

Training nonlinear parametrizations such as deep neural networks to numerically approximate solutions of partial differential equations is often based on minimizing a loss that includes the residual, which is analytically available in…

Numerical Analysis · Mathematics 2023-06-28 Yuxiao Wen , Eric Vanden-Eijnden , Benjamin Peherstorfer

Symbolic regression (SR) aims to find symbolic expressions that describe datasets. Due to its inherent interpretability, is a powerful paradigm for scientific discovery. Recent advances have expanded SR to describe related phenomena using a…

Machine Learning · Computer Science 2026-03-31 Viktor Martinek , Roland Herzog

We consider the problem of estimating the parameters of a Gaussian or binary distribution in such a way that the resulting undirected graphical model is sparse. Our approach is to solve a maximum likelihood problem with an added l_1-norm…

Artificial Intelligence · Computer Science 2007-07-06 Onureena Banerjee , Laurent El Ghaoui , Alexandre d'Aspremont

Data-driven control strategies for dynamical systems with unknown parameters are popular in theory and applications. An essential problem is to prevent stochastic linear systems becoming destabilized, due to the uncertainty of the…

Systems and Control · Computer Science 2019-05-20 Mohamad Kazem Shirani Faradonbeh , Ambuj Tewari , George Michailidis

Interest in the study and analysis of dynamic processes in the social, behavioral, and health sciences has burgeoned in recent years due to the increased availability of intensive longitudinal data. However, how best to model and account…

How can we learn the laws underlying the dynamics of stochastic systems when their trajectories are sampled sparsely in time? Existing methods either require temporally resolved high-frequency observations, or rely on geometric arguments…

Dynamical Systems · Mathematics 2025-12-30 Dimitra Maoutsa

The physical sciences are replete with dynamical systems that require the resolution of a wide range of length and time scales. This presents significant computational challenges since direct numerical simulation requires discretization at…

Machine Learning · Computer Science 2025-11-11 Andrew F. Ilersich , Prasanth B. Nair

Modeling dynamical systems plays a crucial role in capturing and understanding complex physical phenomena. When physical models are not sufficiently accurate or hardly describable by analytical formulas, one can use generic function…

Machine Learning · Computer Science 2021-06-23 Armand Jordana , Justin Carpentier , Ludovic Righetti

We extend the work of Hahn and Carvalho (2015) and develop a doubly-regularized sparse regression estimator by synthesizing Bayesian regularization with penalized least squares within a decision-theoretic framework. In contrast to existing…

Methodology · Statistics 2025-02-04 Aihua Li , Surya T. Tokdar , Jason Xu

A fundamental concept in control theory is that of controllability, where any system state can be reached through an appropriate choice of control inputs. Indeed, a large body of classical and modern approaches are designed for controllable…

Optimization and Control · Mathematics 2022-06-13 Yonathan Efroni , Sham Kakade , Akshay Krishnamurthy , Cyril Zhang

Penalized variable selection for high dimensional longitudinal data has received much attention as accounting for the correlation among repeated measurements and providing additional and essential information for improved identification and…

Methodology · Statistics 2021-07-20 Fei Zhou , Xi Lu , Jie Ren , Kun Fan , Shuangge Ma , Cen Wu

Nonlinear parametric systems have been widely used in modeling nonlinear dynamics in science and engineering. Bifurcation analysis of these nonlinear systems on the parameter space are usually used to study the solution structure such as…

Numerical Analysis · Mathematics 2022-01-26 Wenrui Hao , Chunyue Zheng
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