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Ordinary differential equations (ODEs) are used to model dynamic systems appearing in engineering, physics, biomedical sciences and many other fields. These equations contain unknown parameters, say $\bm\theta$ of physical significance…

Statistics Theory · Mathematics 2014-11-05 Prithwish Bhaumik , Subhashis Ghosal

The accurate forecasting of complex, high-dimensional dynamical systems from observational data is a fundamental task across numerous scientific and engineering disciplines. A significant challenge arises from noise-corrupted measurements,…

Machine Learning · Computer Science 2026-04-14 Xuyang Li , John Harlim , Dibyajyoti Chakraborty , Romit Maulik

Data-driven modeling of dynamical systems is a crucial area of machine learning. In many scenarios, a thorough understanding of the model's behavior becomes essential for practical applications. For instance, understanding the behavior of a…

Machine Learning · Computer Science 2025-04-14 Krzysztof Kacprzyk , Mihaela van der Schaar

We introduce Weak-PDE-LEARN, a Partial Differential Equation (PDE) discovery algorithm that can identify non-linear PDEs from noisy, limited measurements of their solutions. Weak-PDE-LEARN uses an adaptive loss function based on weak forms…

Machine Learning · Computer Science 2023-09-12 Robert Stephany , Christopher Earls

We study the problem of minimizing a $m$-weakly convex and possibly nonsmooth function. Weak convexity provides a broad framework that subsumes convex, smooth, and many composite nonconvex functions. In this work, we propose a…

Optimization and Control · Mathematics 2025-09-04 Feng-Yi Liao , Yang Zheng

Identifying dynamical systems characterized by nonlinear parameters presents significant challenges in deriving mathematical models that enhance understanding of physics. Traditional methods, such as Sparse Identification of Nonlinear…

Machine Learning · Computer Science 2025-08-12 Siva Viknesh , Younes Tatari , Chase Christenson , Amirhossein Arzani

Ordinary differential equations (ODEs) are used to model dynamic systems appearing in engineering, physics, biomedical sciences and many other fields. These equations contain unknown parameters, say $\theta$ of physical significance which…

Statistics Theory · Mathematics 2014-03-05 Prithwish Bhaumik , Subhashis Ghosal

Accurately modeling the nonlinear dynamics of a system from measurement data is a challenging yet vital topic. The sparse identification of nonlinear dynamics (SINDy) algorithm is one approach to discover dynamical systems models from data.…

Machine Learning · Computer Science 2021-04-28 Kadierdan Kaheman , J. Nathan Kutz , Steven L. Brunton

Ordinary and stochastic differential equations (ODEs and SDEs) are widely used to model continuous-time processes across various scientific fields. While ODEs offer interpretability and simplicity, SDEs incorporate randomness, providing…

Methodology · Statistics 2025-05-20 Qingchuan Sun , Susanne Ditlevsen

The multiscale and turbulent nature of Earth's atmosphere has historically rendered accurate weather modeling a hard problem. Recently, there has been an explosion of interest surrounding data-driven approaches to weather modeling, which in…

Geophysics · Physics 2025-07-08 Seth Minor , Daniel A. Messenger , Vanja Dukic , David M. Bortz

This paper considers parameter estimation for nonlinear state-space models, which is an important but challenging problem. We address this challenge by employing a variational inference (VI) approach, which is a principled method that has…

Machine Learning · Statistics 2022-09-15 Jarrad Courts , Adrian Wills , Thomas Schön , Brett Ninness

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

Monocular depth estimation (MDE) has widely applicable but remains highly challenging due to the inherently ill-posed nature of reconstructing 3D scenes from single 2D images. Modern Vision Foundation Models (VFMs), pre-trained on…

Computer Vision and Pattern Recognition · Computer Science 2025-11-12 Gongshu Wang , Zhirui Wang , Kan Yang

This study addresses the inverse problem of parameter estimation for Stochastic Differential Equations (SDEs) by minimizing a regularized discrepancy functional via Stochastic Gradient Descent (SGD). To achieve computational efficiency, we…

Machine Learning · Statistics 2026-03-31 Francisco Delgado-Vences , José Julián Pavón-Español , Arelly Ornelas

Despite the recent proliferation of machine learning methods like SINDy that promise automatic discovery of governing equations from time-series data, there remain significant challenges to discovering models from noisy datasets. One reason…

Methodology · Statistics 2025-08-01 Lloyd Fung

Optimization techniques play a crucial role in estimating parameters and state information for nonlinear systems. However, some critical aspects of these problems have received little attention in previous research. In this paper, we…

Optimization and Control · Mathematics 2023-06-02 Kaushal Kumar

Unsteady fluid systems are nonlinear high-dimensional dynamical systems that may exhibit multiple complex phenomena both in time and space. Reduced Order Modeling (ROM) of fluid flows has been an active research topic in the recent decade…

Fluid Dynamics · Physics 2020-10-05 Hamidreza Eivazi , Hadi Veisi , Mohammad Hossein Naderi , Vahid Esfahanian

We study the problem of estimating the coefficients in linear ordinary differential equations (ODE's) with a diverging number of variables when the solutions are observed with noise. The solution trajectories are first smoothed with local…

Statistics Theory · Mathematics 2008-04-29 Heng Lian

A biomechanical model often requires parameter estimation and selection in a known but complicated nonlinear function. Motivated by observing that data from a head-neck position tracking system, one of biomechanical models, show…

Methodology · Statistics 2024-02-13 Hojun You , Kyubaek Yoon , Wei-Ying Wu , Jongeun Choi , Chae Young Lim

Uncertainty estimation aims to evaluate the confidence of a trained deep neural network. However, existing uncertainty estimation approaches rely on low-dimensional distributional assumptions and thus suffer from the high dimensionality of…

Machine Learning · Computer Science 2023-10-26 Tsai Hor Chan , Kin Wai Lau , Jiajun Shen , Guosheng Yin , Lequan Yu