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Gaussian processes are an effective model class for learning unknown functions, particularly in settings where accurately representing predictive uncertainty is of key importance. Motivated by applications in the physical sciences, the…

Machine Learning · Statistics 2023-04-19 Viacheslav Borovitskiy , Alexander Terenin , Peter Mostowsky , Marc Peter Deisenroth

Multiple time scale stochastic dynamical systems are ubiquitous in science and engineering, and the reduction of such systems and their models to only their slow components is often essential for scientific computation and further analysis.…

Dynamical Systems · Mathematics 2015-01-22 Carmeline J. Dsilva , Ronen Talmon , C. William Gear , Ronald R. Coifman , Ioannis G. Kevrekidis

We study the fundamental problem of learning a marginally stable unknown nonlinear dynamical system. We describe an algorithm for this problem, based on the technique of spectral filtering, which learns a mapping from past observations to…

Machine Learning · Computer Science 2025-08-19 Evan Dogariu , Anand Brahmbhatt , Elad Hazan

We propose a fast probabilistic framework for identifying differential equations governing the dynamics of observed data. We recast the SINDy method within a Bayesian framework and use Gaussian approximations for the prior and likelihood to…

Methodology · Statistics 2024-09-24 Lloyd Fung , Urban Fasel , Matthew P. Juniper

Linear dynamical systems are canonical models for learning-based control of plants with uncertain dynamics. The setting consists of a stochastic differential equation that captures the state evolution of the plant understudy, while the true…

Systems and Control · Electrical Eng. & Systems 2022-01-03 Mohamad Kazem Shirani Faradonbeh , Mohamad Sadegh Shirani Faradonbeh

For real-life nonlinear systems, the exact form of nonlinearity is often not known and the known governing equations are often based on certain assumptions and approximations. Such representation introduced model-form error into the system.…

Machine Learning · Statistics 2022-04-20 Shailesh Garg , Souvik Chakraborty , Budhaditya Hazra

Machine learned force fields typically require manual construction of training sets consisting of thousands of first principles calculations, which can result in low training efficiency and unpredictable errors when applied to structures…

Computational Physics · Physics 2019-11-21 Jonathan Vandermause , Steven B. Torrisi , Simon Batzner , Yu Xie , Lixin Sun , Alexie M. Kolpak , Boris Kozinsky

Constrained motion planning is a challenging field of research, aiming for computationally efficient methods that can find a collision-free path on the constraint manifolds between a given start and goal configuration. These planning…

Robotics · Computer Science 2021-07-06 Ahmed H. Qureshi , Jiangeng Dong , Asfiya Baig , Michael C. Yip

This paper proposes a new methodology for performing Bayesian inference in imaging inverse problems where the prior knowledge is available in the form of training data. Following the manifold hypothesis and adopting a generative modelling…

Methodology · Statistics 2021-03-19 Matthew Holden , Marcelo Pereyra , Konstantinos C. Zygalakis

We present a data-driven numerical approach for modeling unknown dynamical systems with missing/hidden parameters. The method is based on training a deep neural network (DNN) model for the unknown system using its trajectory data. A key…

Machine Learning · Statistics 2022-02-07 Xiaohan Fu , Weize Mao , Lo-Bin Chang , Dongbin Xiu

This paper proposes a safe data-driven control framework for nonlinear systems with partially known dynamics. The method ensures stability and constraint satisfaction during online learning, assuming only a stabilizable linear approximation…

Systems and Control · Electrical Eng. & Systems 2026-05-12 Stefano Tonini , Soroush Rastegarpour , Hamid Reza Feyzmahdavian , Nicola Bastianello , Karl Henrik Johansson

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

Recent advances in learning dynamical systems from data have shown significant promise. However, many existing methods assume access to the full state of the system -- an assumption that is rarely satisfied in practice, where systems are…

Machine Learning · Computer Science 2026-03-10 Thibault Monsel , Onofrio Semeraro , Lionel Mathelin , Guillaume Charpiat

In this paper we present a novel inference methodology to perform Bayesian inference for spatiotemporal Cox processes where the intensity function depends on a multivariate Gaussian process. Dynamic Gaussian processes are introduced to…

Methodology · Statistics 2019-03-12 Flávio B. Gonçalves , Dani Gamerman

In recent years, data-driven methods have been developed to learn dynamical systems and partial differential equations (PDE). The goal of such work is discovering unknown physics and the corresponding equations. However, prior to achieving…

Machine Learning · Statistics 2021-02-17 Hao Xu , Haibin Chang , Dongxiao Zhang

We propose a systematic method for learning stable and physically interpretable dynamical models using sampled trajectory data from physical processes based on a generalized Onsager principle. The learned dynamics are autonomous ordinary…

Dynamical Systems · Mathematics 2021-11-25 Haijun Yu , Xinyuan Tian , Weinan E , Qianxiao Li

This paper proposes a novel framework for implicit multi-camera system calibration utilizing Gaussian Process (GP) regression. Conventional explicit calibration methods are constrained by rigid mathematical models and struggle with complex,…

Computer Vision and Pattern Recognition · Computer Science 2026-05-11 Ivan De Boi , Bart Ribbens , Veronika Golanova , Ursula Kapov , Simon Verspeek

Identifying dynamical system (DS) is a vital task in science and engineering. Traditional methods require numerous calls to the DS solver, rendering likelihood-based or least-squares inference frameworks impractical. For efficient parameter…

Computation · Statistics 2024-09-19 Ying Zhou , Jinglai Li , Xiang Zhou , Hongqiao Wang

Learning continuous-time dynamics on complex networks is crucial for understanding, predicting and controlling complex systems in science and engineering. However, this task is very challenging due to the combinatorial complexities in the…

Social and Information Networks · Computer Science 2020-06-19 Chengxi Zang , Fei Wang

Recent advances in the field of meta-learning have tackled domains consisting of large numbers of small ("few-shot") supervised learning tasks. Meta-learning algorithms must be able to rapidly adapt to any individual few-shot task, fitting…

Machine Learning · Computer Science 2021-10-22 Vivek Myers , Nikhil Sardana