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This paper provides an analytical methodology to compute the sensitivities with respect to system parameters for any second order hybrid Ordinary Differential Equation (ODE) system. The hybrid ODE system is characterized by discontinuities…

Optimization and Control · Mathematics 2017-10-13 Sebastien Corner , Corina Sandu , Adrian Sandu

The interpretation of numerical methods, such as finite difference methods for differential equations, as point estimators allows for formal statistical quantification of the error due to discretisation in the numerical context. Competing…

Methodology · Statistics 2018-05-23 Junyang Wang , Jon Cockayne , Chris Oates

Ordinary differential equations (ODEs), via their induced flow maps, provide a powerful framework to parameterize invertible transformations for the purpose of representing complex probability distributions. While such models have achieved…

Statistics Theory · Mathematics 2023-09-06 Youssef Marzouk , Zhi Ren , Sven Wang , Jakob Zech

Time-delayed differential equations (TDDEs) are widely used to model complex dynamic systems where future states depend on past states with a delay. However, inferring the underlying TDDEs from observed data remains a challenging problem…

Machine Learning · Statistics 2025-01-07 Debangshu Chowdhury , Souvik Chakraborty

We propose a scalable variational Bayes method for statistical inference for a single or low-dimensional subset of the coordinates of a high-dimensional parameter in sparse linear regression. Our approach relies on assigning a mean-field…

Machine Learning · Statistics 2025-08-12 Ismaël Castillo , Alice L'Huillier , Kolyan Ray , Luke Travis

Stochastic differential equations (SDEs) are increasingly used in longitudinal data analysis, compartmental models, growth modelling, and other applications in a number of disciplines. Parameter estimation, however, currently requires…

Methodology · Statistics 2018-09-12 Oscar García

We develop a numerical method to reconstruct systems of ordinary differential equations (ODEs) from time series data without {\it a priori} knowledge of the underlying ODEs using sparse basis learning and sparse function reconstruction. We…

Data Analysis, Statistics and Probability · Physics 2016-05-19 Manuel Mai , Mark D. Shattuck , Corey S. O'Hern

The advancement and scaling of quantum technology has made the learning and identification of quantum systems and devices in highly-multidimensional parameter spaces a pressing task for a variety of applications. In many cases, the…

Quantum Physics · Physics 2026-04-20 Federico Belliardo , Erik M. Gauger , Tim H. Taminiau , Yoann Altmann , Cristian Bonato

Gaussian ODE filtering is a probabilistic numerical method to solve ordinary differential equations (ODEs). It computes a Bayesian posterior over the solution from evaluations of the vector field defining the ODE. Its most popular version,…

Machine Learning · Statistics 2020-07-23 Hans Kersting , Maren Mahsereci

Modeling real-world multidimensional time series can be particularly challenging when these are sporadically observed (i.e., sampling is irregular both in time and across dimensions)-such as in the case of clinical patient data. To address…

Machine Learning · Computer Science 2019-12-02 Edward De Brouwer , Jaak Simm , Adam Arany , Yves Moreau

Irregular sampling intervals and missing values in real-world time series data present challenges for conventional methods that assume consistent intervals and complete data. Neural Ordinary Differential Equations (Neural ODEs) offer an…

Machine Learning · Computer Science 2025-01-28 YongKyung Oh , Dong-Young Lim , Sungil Kim

The recent advancements in mathematical modeling of biochemical systems have generated increased interest in sensitivity analysis methodologies. There are two primary approaches for analyzing these mathematical models: the stochastic…

Computation · Statistics 2025-10-14 Kannon Hossain , Roger Sidje , Fahad Mostafa

Ordinary differential equations (ODEs) are the primary means to modelling dynamical systems in many natural and engineering sciences. The number of equations required to describe a system with high heterogeneity limits our capability of…

Mathematical Software · Computer Science 2017-07-17 Andrea Vandin

Effectively modeling phenomena present in highly nonlinear dynamical systems whilst also accurately quantifying uncertainty is a challenging task, which often requires problem-specific techniques. We present a novel, domain-agnostic…

Machine Learning · Statistics 2021-10-26 Thomas M. McDonald , Mauricio A. Álvarez

Ordinary and partial differential equations (ODEs/PDEs) play a paramount role in analyzing and simulating complex dynamic processes across all corners of science and engineering. In recent years machine learning tools are aspiring to…

Machine Learning · Computer Science 2021-06-11 Sifan Wang , Paris Perdikaris

Inference for mechanistic models is challenging because of nonlinear interactions between model parameters and a lack of identifiability. Here we focus on a specific class of mechanistic models, which we term stable differential equations.…

Computation · Statistics 2017-12-13 Philip Maybank , Ingo Bojak , Richard G. Everitt

In data-driven modeling of spatiotemporal phenomena careful consideration often needs to be made in capturing the dynamics of the high wavenumbers. This problem becomes especially challenging when the system of interest exhibits shocks or…

Machine Learning · Computer Science 2022-12-28 Alec J. Linot , Joshua W. Burby , Qi Tang , Prasanna Balaprakash , Michael D. Graham , Romit Maulik

Modeling biological dynamical systems is challenging due to the interdependence of different system components, some of which are not fully understood. To fill existing gaps in our ability to mechanistically model physiological systems, we…

Stochastic Differential Equations (SDEs) serve as a powerful modeling tool in various scientific domains, including systems science, engineering, and ecological science. While the specific form of SDEs is typically known for a given…

Methodology · Statistics 2024-02-27 Xin Cai , Jingyu Yang , Zhibao Li , Hongqiao Wang , Miao Huang

1. Understanding the mechanisms underlying biological systems, and ultimately, predicting their behaviours in a changing environment requires overcoming the gap between mathematical models and experimental or observational data.…

Quantitative Methods · Quantitative Biology 2017-04-19 Philipp H Boersch-Supan , Sadie J Ryan , Leah R Johnson
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