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Gaussian processes are arguably the most important class of spatiotemporal models within machine learning. They encode prior information about the modeled function and can be used for exact or approximate Bayesian learning. In many…

Physics-informed neural networks (PINNs) show great advantages in solving partial differential equations. In this paper, we for the first time propose to study conformable time fractional diffusion equations by using PINNs. By solving the…

Numerical Analysis · Mathematics 2021-08-18 Yinlin Ye , Yajing Li , Hongtao Fan , Xinyi Liu , Hongbing Zhang

Deep Gaussian Processes (DGPs) were proposed as an expressive Bayesian model capable of a mathematically grounded estimation of uncertainty. The expressivity of DPGs results from not only the compositional character but the distribution…

Machine Learning · Computer Science 2021-11-23 Chi-Ken Lu , Patrick Shafto

Fractional and tempered fractional partial differential equations (PDEs) are effective models of long-range interactions, anomalous diffusion, and non-local effects. Traditional numerical methods for these problems are mesh-based, thus…

Numerical Analysis · Mathematics 2025-01-09 Zheyuan Hu , Kenji Kawaguchi , Zhongqiang Zhang , George Em Karniadakis

Fractional-order differential equations (FDEs) enhance traditional differential equations by extending the order of differential operators from integers to real numbers, offering greater flexibility in modeling complex dynamical systems…

Machine Learning · Computer Science 2025-03-24 Qiyu Kang , Xuhao Li , Kai Zhao , Wenjun Cui , Yanan Zhao , Weihua Deng , Wee Peng Tay

Diffusion models have recently emerged as powerful stochastic frameworks for high-dimensional inference and generation. However, existing applications to partial differential equations (PDEs) predominantly rely on physics-informed training…

Numerical Analysis · Mathematics 2026-04-03 Yi Bing , Liu Jia , Fu Jinyang , Peng Xiang

The Gaussian Process with a deep kernel is an extension of the classic GP regression model and this extended model usually constructs a new kernel function by deploying deep learning techniques like long short-term memory networks. A…

Computational Finance · Quantitative Finance 2021-05-27 Yong Shi , Wei Dai , Wen Long , Bo Li

In this work we systematically analyze general properties of differential equations used as machine learning models. We demonstrate that the gradient of the loss function with respect to to the hidden state can be considered as a…

Machine Learning · Statistics 2019-10-30 Julius Ruseckas

Bayesian model updating based on Gaussian Process (GP) models has received attention in recent years, which incorporates kernel-based GPs to provide enhanced fidelity response predictions. Although most kernel functions provide high fitting…

Conditional expectiles are becoming an increasingly important tool in finance as well as in other areas of applications. We analyse a support vector machine type approach for estimating conditional expectiles and establish learning rates…

Machine Learning · Statistics 2017-02-28 Muhammad Farooq , Ingo Steinwart

In this work, we introduce a machine/deep learning methodology to solve parametric integrals. Besides classical machine learning approaches, we consider a differential learning framework that incorporates derivative information during…

Machine Learning · Computer Science 2025-12-15 Álvaro Leitao , Jonatan Ráfales

In this paper we use Gaussian processes (kernel methods) to learn mappings between trajectories of distinct differential equations. Our goal is to simplify both the representation and the solution of these equations. We begin by examining…

Dynamical Systems · Mathematics 2024-10-07 Jonghyeon Lee , Boumediene Hamzi , Yannis Kevrekidis , Houman Owhadi

Identification of fractional order systems is considered from an algebraic point of view. It allows for a simultaneous estimation of model parameters and fractional (or integer) orders from input and output data. It is exact in that no…

Optimization and Control · Mathematics 2013-02-19 Nicole Gehring , Joachim Rudolph

We develop a principled framework for discovering causal structure in partial differential equations (PDEs) using physics-informed neural networks and counterfactual perturbations. Unlike classical residual minimization or sparse regression…

Machine Learning · Computer Science 2025-06-26 Ronald Katende

Recently nonparametric functional model with functional responses has been proposed within the functional reproducing kernel Hilbert spaces (fRKHS) framework. Motivated by its superior performance and also its limitations, we propose a…

Methodology · Statistics 2010-08-11 Heng Lian

The study of parametric differential equations plays a crucial role in weather forecasting and epidemiological modeling. These phenomena are better represented using fractional derivatives due to their inherent memory or hereditary effects.…

Numerical Analysis · Mathematics 2025-03-31 S M Sivalingam , V Govindaraj , A. S. Hendy

We introduce a simple, rigorous, and unified framework for solving nonlinear partial differential equations (PDEs), and for solving inverse problems (IPs) involving the identification of parameters in PDEs, using the framework of Gaussian…

Numerical Analysis · Mathematics 2021-08-12 Yifan Chen , Bamdad Hosseini , Houman Owhadi , Andrew M Stuart

Unsupervised learning on imbalanced data is challenging because, when given imbalanced data, current model is often dominated by the major category and ignores the categories with small amount of data. We develop a latent variable model…

Machine Learning · Computer Science 2016-07-04 Fariba Yousefi , Zhenwen Dai , Carl Henrik Ek , Neil Lawrence

We develop a Gaussian process framework for learning interaction kernels in multi-species interacting particle systems from trajectory data. Such systems provide a canonical setting for multiscale modeling, where simple microscopic…

Machine Learning · Statistics 2025-11-05 Jinchao Feng , Charles Kulick , Sui Tang

In this work, we employ the Bayesian inference framework to solve the problem of estimating the solution and particularly, its derivatives, which satisfy a known differential equation, from the given noisy and scarce observations of the…

Computation · Statistics 2020-10-09 Hongqiao Wang , Xiang Zhou