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This paper focuses on a stochastic system identification problem: given time series observations of a stochastic differential equation (SDE) driven by L\'{e}vy $\alpha$-stable noise, estimate the SDE's drift field. For $\alpha$ in the…

Machine Learning · Statistics 2022-12-08 Harish S. Bhat

Noise is a part of data whether the data is from measurement, experiment or ... A few techniques are suggested for noise reduction to improve the data quality in recent years some of which are based on wavelet, orthogonalization and neural…

Computational Engineering, Finance, and Science · Computer Science 2023-08-02 Negin Bagherpour , Abbas Mohammadiyan

Statistical (machine learning) tools for equation discovery require large amounts of data that are typically computer generated rather than experimentally observed. Multiscale modeling and stochastic simulations are two areas where learning…

Machine Learning · Statistics 2021-03-17 Joseph Bakarji , Daniel M. Tartakovsky

The changes in brightness of an astronomical source as a function of time are key probes into that source's physics. Periodic and quasi-periodic signals are indicators of fundamental time (and length) scales in the system, while stochastic…

Instrumentation and Methods for Astrophysics · Physics 2023-08-08 Matteo Bachetti , Daniela Huppenkothen

We investigate methods for learning partial differential equation (PDE) models from spatiotemporal data under biologically realistic levels and forms of noise. Recent progress in learning PDEs from data have used sparse regression to select…

Dynamical Systems · Mathematics 2021-04-28 John Lagergren , John T. Nardini , G. Michael Lavigne , Erica M. Rutter , Kevin B. Flores

We present a new deterministic algorithm for the sparse Fourier transform problem, in which we seek to identify k << N significant Fourier coefficients from a signal of bandwidth N. Previous deterministic algorithms exhibit quadratic…

Numerical Analysis · Mathematics 2012-07-27 David Lawlor , Yang Wang , Andrew Christlieb

Despite the large research effort devoted to learning dependencies between time series, the state of the art still faces a major limitation: existing methods learn partial correlations but fail to discriminate across distinct frequency…

Machine Learning · Computer Science 2024-07-08 Gabriele D'Acunto , Paolo Di Lorenzo , Francesco Bonchi , Stefania Sardellitti , Sergio Barbarossa

We extend the recent sparse Fourier transform algorithm of (Lawlor, Christlieb, and Wang, 2013) to the noisy setting, in which a signal of bandwidth N is given as a superposition of k << N frequencies and additive noise. We present two such…

Numerical Analysis · Mathematics 2013-09-03 Andrew Christlieb , David Lawlor , Yang Wang

The state-of-the-art automotive radars employ multidimensional discrete Fourier transforms (DFT) in order to estimate various target parameters. The DFT is implemented using the fast Fourier transform (FFT), at sample and computational…

Signal Processing · Electrical Eng. & Systems 2018-01-16 Shaogang Wang , Vishal M. Patel , Athina Petropulu

A signal processing method designed for the detection of linear (coherent) behaviors among random fluctuations is presented. It is dedicated to the study of data recorded from nonlinear physical systems. More precisely the method is suited…

Chaotic Dynamics · Physics 2013-10-03 F. Briolle , B. Ricaud , X. Leoncini

Machine learning based partial differential equations (PDEs) solvers have received great attention in recent years. Most progress in this area has been driven by deep neural networks such as physics-informed neural networks (PINNs) and…

Numerical Analysis · Mathematics 2025-09-23 Chunyang Liao

In classical approaches of dynamic network identification, in order to identify a system (module) embedded in a dynamic network, one has to formulate a Multi-input-Single-output (MISO) identification problem that requires identification of…

Systems and Control · Electrical Eng. & Systems 2021-05-25 Karthik R. Ramaswamy , Péter Zoltán Csurcsia , Johan Schoukens , Paul M. J. Van den Hof

We have presented a new and alternative algorithm for noise reduction using the methods of discrete wavelet transform and numerical differentiation of the data. In our method the threshold for reducing noise comes out automatically. The…

The difficulty in frequency domain identification is that frequency components of arbitrary inputs and outputs are not related by the system's transfer function if signals are windowed. When rectangular windows are used, it is well known…

Signal Processing · Electrical Eng. & Systems 2020-12-07 Eduardo Martini , André V. G. Cavalieri , Peter Jordan , Lutz Lesshafft

Fourier Neural Operators (FNO) offer a principled approach to solving challenging partial differential equations (PDE) such as turbulent flows. At the core of FNO is a spectral layer that leverages a discretization-convergent representation…

Machine Learning · Computer Science 2024-03-06 Robert Joseph George , Jiawei Zhao , Jean Kossaifi , Zongyi Li , Anima Anandkumar

In this review, we survey the latest approaches and techniques developed to overcome the spectral bias towards low frequency of deep neural network learning methods in learning multiple-frequency solutions of partial differential equations.…

Numerical Analysis · Mathematics 2025-01-20 Zhi-Qin John Xu , Lulu Zhang , Wei Cai

The growing field of nano nuclear magnetic resonance (nano-NMR) seeks to estimate spectra or discriminate between spectra of minuscule amounts of complex molecules. While this field holds great promise, nano-NMR experiments suffer from…

Quantum Physics · Physics 2019-12-02 Nati Aharon , Amit Rotem , Liam P. McGuinness , Fedor Jelezko , Alex Retzker , Zohar Ringel

The modulating functions method has been used for the identification of linear and nonlinear systems. In this paper, we generalize this method to the on-line identification of fractional order systems based on the Riemann-Liouville…

Numerical Analysis · Mathematics 2013-03-18 Da-Yan Liu , Taous-Meriem Laleg-Kirati , Olivier Gibaru , Wilfrid Perruquetti

One fundamental goal of high-dimensional statistics is to detect or recover planted structure (such as a low-rank matrix) hidden in noisy data. A growing body of work studies low-degree polynomials as a restricted model of computation for…

Statistics Theory · Mathematics 2022-06-22 Tselil Schramm , Alexander S. Wein

In this paper, based on the combination of finite element mesh and neural network, a novel type of neural network element space and corresponding machine learning method are designed for solving partial differential equations. The…

Numerical Analysis · Mathematics 2025-04-24 Yifan Wang , Zhongshuo Lin , Hehu Xie