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Bayesian networks are a versatile and powerful tool to model complex phenomena and the interplay of their components in a probabilistically principled way. Moving beyond the comparatively simple case of completely observed, static data,…

Methodology · Statistics 2020-11-04 Marco Scutari

The data-driven discovery of interpretable models approximating the underlying dynamics of a physical system has gained attraction in the past decade. Current approaches employ pre-specified functional forms or basis functions and often…

Machine Learning · Computer Science 2025-07-30 Rahul Golder , M. M. Faruque Hasan

With the rapid development of computational techniques and scientific tools, great progress of data-driven analysis has been made to extract governing laws of dynamical systems from data. Despite the wide occurrences of non-Gaussian…

Dynamical Systems · Mathematics 2022-10-12 Yubin Lu , Yang Li , Jinqiao Duan

A new theoretical approach to non-equilibrium statistical systems has recently been proposed by the author, a co-author and others. It is based on a variational principle which is associated with the discrepancy of a path through…

Statistical Mechanics · Physics 2019-08-06 Richard Kleeman

Environmental science almost invariably proposes problems of extreme complexity, typically characterized by strongly nonlinear evolution dynamics. The systems under investigation have many degrees of freedom - which makes them complicated -…

Atmospheric and Oceanic Physics · Physics 2007-05-23 A. Speranza , V. Lucarini

Discovering the governing equations of evolving systems from available observations is essential and challenging. In this paper, we consider a new scenario: discovering governing equations from streaming data. Current methods struggle to…

Computational Physics · Physics 2023-07-18 Yuanyuan Li , Kai Wu , Jing Liu

Probabilistic forecasting of multivariate time series is essential for various downstream tasks. Most existing approaches rely on the sequences being uniformly spaced and aligned across all variables. However, real-world multivariate time…

Machine Learning · Computer Science 2025-02-18 Yijun Li , Cheuk Hang Leung , Qi Wu

This paper introduces a novel data driven framework for constructing accurate and general equivariant models of multiscale phenomena which does not rely on specific assumptions about the underlying physics. This framework is illustrated…

Fluid Dynamics · Physics 2026-04-15 Brandon Choi , Matteo Ugliotti , Mateo Reynoso , Daniel R. Gurevich , Roman O. Grigoriev

Dynamical models underpin our ability to understand and predict the behavior of natural systems. Whether dynamical models are developed from first-principles derivations or from observational data, they are predicated on our choice of state…

Machine Learning · Computer Science 2023-01-11 Daniel Floryan , Michael D. Graham

We propose a neural network based approach for extracting models from dynamic data using ordinary and partial differential equations. In particular, given a time-series or spatio-temporal dataset, we seek to identify an accurate governing…

Machine Learning · Computer Science 2019-08-09 Yifan Sun , Linan Zhang , Hayden Schaeffer

Modeling nonlinear spatiotemporal dynamical systems has primarily relied on partial differential equations (PDEs). However, the explicit formulation of PDEs for many underexplored processes, such as climate systems, biochemical reaction and…

Machine Learning · Computer Science 2023-05-23 Chengping Rao , Hao Sun , Yang Liu

The emergence of organized multiscale patterns resulting from convection is ubiquitous, observed throughout different cloud types. The reproduction of such patterns by general circulation models remains a challenge due to the complex nature…

Atmospheric and Oceanic Physics · Physics 2023-05-09 Mickael D. Chekroun , Tom Dror , Orit Altaratz , Ilan Koren

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

We present a method for the identification of continuous, spatiotemporal dynamics from experimental data. We use a model in the form of a partial differential equation and formulate an optimization problem for its estimation from data. The…

chao-dyn · Physics 2009-10-31 H. Voss , M. J. Bünner , M. Abel

The modern machine learning methods allow one to obtain the data-driven models in various ways. However, the more complex the model is, the harder it is to interpret. In the paper, we describe the algorithm for the mathematical equations…

Neural and Evolutionary Computing · Computer Science 2021-09-09 Alexander Hvatov , Mikhail Maslyaev

Dynamical systems with long delay feedback can exhibit complicated temporal phenomena, which once re-organized in a two-dimensional space are reminiscent of spatio-temporal behavior. In this framework, normal forms description have been…

Pattern Formation and Solitons · Physics 2020-12-30 Francesco Marino , Giovanni Giacomelli

We develop a novel data-driven approach to the inverse problem of classical statistical mechanics: given experimental data on the collective motion of a classical many-body system, how does one characterise the free energy landscape of that…

Statistical Mechanics · Physics 2022-03-01 Peter Yatsyshin , Serafim Kalliadasis , Andrew B. Duncan

A systematic Bayesian framework is developed for physics constrained parameter inference ofstochastic differential equations (SDE) from partial observations. The physical constraints arederived for stochastic climate models but are…

Data Analysis, Statistics and Probability · Physics 2016-11-25 Daniel Peavoy , Christian L. E. Franzke , Gareth O. Roberts

Recurrent neural networks (RNNs) are nonlinear dynamical models commonly used in the machine learning and dynamical systems literature to represent complex dynamical or sequential relationships between variables. More recently, as deep…

Methodology · Statistics 2018-02-08 Patrick L. McDermott , Christopher K. Wikle

Many processes in science and engineering can be described by partial differential equations (PDEs). Traditionally, PDEs are derived by considering first principles of physics to derive the relations between the involved physical quantities…

Machine Learning · Statistics 2019-03-27 Jens Berg , Kaj Nyström