Related papers: A non-autonomous equation discovery method for tim…
Despite the advancements in learning governing differential equations from observations of dynamical systems, data-driven methods are often unaware of fundamental physical laws, such as frame invariance. As a result, these algorithms may…
Correlations of an environment are crucial for the dynamics of non-Markovian quantum systems, which may not be known in advance. In this paper, we propose a gradient algorithm for identifying the correlations in terms of time-varying…
This paper presents a data-driven algorithm for simultaneous system identification and parameter estimation in control-affine nonlinear systems. Parameter estimation is achieved by training a data-driven predictive model using state-action…
We develop an approach to learn an interpretable semi-parametric model of a latent continuous-time stochastic dynamical system, assuming noisy high-dimensional outputs sampled at uneven times. The dynamics are described by a nonlinear…
We show a data-driven approach to discover the underlying structural form of the mathematical equation governing the dynamics of multiple but similar systems induced by the same mechanisms. This approach hinges on theories that we lay out…
Estimating and quantifying uncertainty in unknown system parameters from limited data remains a challenging inverse problem in a variety of real-world applications. While many approaches focus on estimating constant parameters, a subset of…
We consider the task of learning a dynamical system from high-dimensional time-course data. For instance, we might wish to estimate a gene regulatory network from gene expression data measured at discrete time points. We model the dynamical…
Time-frequency analysis is an important and challenging task in many applications. Fourier and wavelet analysis are two classic methods that have achieved remarkable success in many fields. However, they also exhibit limitations when…
Discovering the governing equations of a dynamical system from observed trajectories provides deeper insight into its structure than mere prediction of future states. We present a data-driven approach to model discovery based on…
We introduce a performance-driven framework for constructing strictly causal forward-oriented observables in strongly non-stationary time series. The method combines a robustly normalized composite of heterogeneous indicators with a…
When neural networks are used to solve differential equations, they usually produce solutions in the form of black-box functions that are not directly mathematically interpretable. We introduce a method for generating symbolic expressions…
Understanding natural and engineered systems often relies on symbolic formulations, such as differential equations, which provide interpretability and transferability beyond black-box models. We introduce Latent Grammar Flow (LGF), a…
We develop a compositional approach for automatic and symbolic differentiation based on categorical constructions in functional analysis where derivatives are linear functions on abstract vectors rather than being limited to scalars,…
Discrete gradient methods are a powerful tool for the time discretization of dynamical systems, since they are structure-preserving regardless of the form of the total energy. In this work, we discuss the application of discrete gradient…
Process discovery is a family of techniques that helps to comprehend processes from their data footprints. Yet, as processes change over time so should their corresponding models, and failure to do so will lead to models that under- or…
We present a physics-inspired method for inferring dynamic rankings in directed temporal networks - networks in which each directed and timestamped edge reflects the outcome and timing of a pairwise interaction. The inferred ranking of each…
Analyzing signals arising from dynamical systems typically requires many modeling assumptions and parameter estimation. In high dimensions, this modeling is particularly difficult due to the "curse of dimensionality". In this paper, we…
We describe a method to model nonlinear dynamical systems using periodic solutions of delay-differential equations. We show that any finite-time trajectory of a nonlinear dynamical system can be loaded approximately into the initial…
Established recurrent neural networks are well-suited to solve a wide variety of prediction tasks involving discrete sequences. However, they do not perform as well in the task of dynamical system identification, when dealing with…
Predicting the evolution of systems that exhibit spatio-temporal dynamics in response to external stimuli is a key enabling technology fostering scientific innovation. Traditional equations-based approaches leverage first principles to…