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In this paper, we study the system identification problem for sparse linear time-invariant systems. We propose a sparsity promoting block-regularized estimator to identify the dynamics of the system with only a limited number of input-state…

Systems and Control · Computer Science 2018-08-28 Salar Fattahi , Somayeh Sojoudi

Dynamical systems are typically governed by a set of linear/nonlinear differential equations. Distilling the analytical form of these equations from very limited data remains intractable in many disciplines such as physics, biology, climate…

Machine Learning · Computer Science 2021-05-18 Fangzheng Sun , Yang Liu , Hao Sun

Data-driven discovery of governing equations from data remains a fundamental challenge in nonlinear dynamics. Although sparse regression techniques have advanced system identification, they struggle with rational functions and noise…

Machine Learning · Computer Science 2025-11-17 Zitong Zhang , Hao Sun

This article presents a general framework for recovering missing dynamical systems using available data and machine learning techniques. The proposed framework reformulates the prediction problem as a supervised learning problem to…

Numerical Analysis · Mathematics 2020-10-20 John Harlim , Shixiao W. Jiang , Senwei Liang , Haizhao Yang

This paper aims to build an estimate of an unknown density of the data with measurement error as a linear combination of functions from a dictionary. Inspired by the penalization approach, we propose the weighted Elastic-net penalized…

Statistics Theory · Mathematics 2020-07-07 Xiaowei Yang , Huiming Zhang , Haoyu Wei , Shouzheng Zhang

Models of many engineering and natural systems are imperfect. The discrepancy between the mathematical representations of a true physical system and its imperfect model is called the model error. These model errors can lead to substantial…

Computational Physics · Physics 2022-06-28 Rambod Mojgani , Ashesh Chattopadhyay , Pedram Hassanzadeh

An algorithmic limit of compressed sensing or related variable-selection problems is analytically evaluated when a design matrix is given by an overcomplete random matrix. The replica method from statistical mechanics is employed to derive…

Disordered Systems and Neural Networks · Physics 2018-11-14 Tomoyuki Obuchi , Yoshinori Nakanishi-Ohno , Masato Okada , Yoshiyuki Kabashima

Automatic machine learning of empirical models from experimental data has recently become possible as a result of increased availability of computational power and dedicated algorithms. Despite the successes of non-parametric inference and…

Statistical Mechanics · Physics 2024-06-04 Yunfei Huang , Youssef Mabrouk , Gerhard Gompper , Benedikt Sabass

We propose a method for learning dynamical systems from high-dimensional empirical data that combines variational autoencoders and (spatio-)temporal attention within a framework designed to enforce certain scientifically-motivated…

Machine Learning · Computer Science 2023-06-22 Kai Lagemann , Christian Lagemann , Sach Mukherjee

Multiscale dynamics are frequently present in real-world processes, such as the atmosphere-ocean and climate science. Because of time scale separation between a small set of slowly evolving variables and much larger set of rapidly changing…

Dynamical Systems · Mathematics 2016-04-08 Rafail V. Abramov

In this paper, we discuss application of iterative Stochastic Optimization routines to the problem of sparse signal recovery from noisy observation. Using Stochastic Mirror Descent algorithm as a building block, we develop a multistage…

Machine Learning · Statistics 2022-03-31 Anatoli Juditsky , Andrei Kulunchakov , Hlib Tsyntseus

Extracting relevant properties of empirical signals generated by nonlinear, stochastic, and high-dimensional systems is a challenge of complex systems research. Open questions are how to differentiate chaotic signals from stochastic ones,…

Data Analysis, Statistics and Probability · Physics 2021-07-08 B. R. R. Boaretto , R. C. Budzinski , K. L. Rossi , T. L. Prado , S. R. Lopes , C. Masoller

Falsely annotated samples, also known as noisy labels, can significantly harm the performance of deep learning models. Two main approaches for learning with noisy labels are global noise estimation and data filtering. Global noise…

Machine Learning · Computer Science 2025-07-31 Yuval Grinberg , Nimrod Harel , Jacob Goldberger , Ofir Lindenbaum

System identification is of special interest in science and engineering. This article is concerned with a system identification problem arising in stochastic dynamic systems, where the aim is to estimate the parameters of a system along…

Methodology · Statistics 2022-01-27 Christos Merkatas , Simo Särkkä

Representing and quantifying uncertainty in physical parameterisations is a central challenge in weather and climate modelling, and approaches are often developed separately for different timescales. Here, we introduce a unified framework…

Atmospheric and Oceanic Physics · Physics 2025-12-01 Laura A. Mansfield , Hannah M. Christensen

The estimation of modal parameters from a set of noisy measured data is a highly judgmental task, with user expertise playing a significant role in distinguishing between estimated physical and noise modes of a test-piece. Various methods…

Applications · Statistics 2017-09-13 Vahid Yaghoubi , Majid K. Vakilzadeh , Thomas J. S. Abrahamsson

This study presents a physics-informed machine learning-based control method for nonlinear dynamic systems with highly noisy measurements. Existing data-driven control methods that use machine learning for system identification cannot…

Systems and Control · Electrical Eng. & Systems 2025-03-25 Mason Ma , Jiajie Wu , Chase Post , Tony Shi , Jingang Yi , Tony Schmitz , Hong Wang

Reconstructing network dynamics from data is crucial for predicting the changes in the dynamics of complex systems such as neuron networks; however, previous research has shown that the reconstruction is possible under strong constraints…

Dynamical Systems · Mathematics 2023-04-07 Irem Topal , Deniz Eroglu

With the rapid increase of available data for complex systems, there is great interest in the extraction of physically relevant information from massive datasets. Recently, a framework called Sparse Identification of Nonlinear Dynamics…

Machine Learning · Statistics 2018-04-18 Lorenzo Boninsegna , Feliks Nüske , Cecilia Clementi

This work presents a hybrid modeling approach to data-driven learning and representation of unknown physical processes and closure parameterizations. These hybrid models are suitable for situations where the mechanistic description of…

Computational Physics · Physics 2021-08-17 Suraj Pawar , Omer San , Adil Rasheed , Ionel M. Navon
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