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In data-driven modeling of spatiotemporal phenomena careful consideration often needs to be made in capturing the dynamics of the high wavenumbers. This problem becomes especially challenging when the system of interest exhibits shocks or…

Machine Learning · Computer Science 2022-12-28 Alec J. Linot , Joshua W. Burby , Qi Tang , Prasanna Balaprakash , Michael D. Graham , Romit Maulik

We consider the following signal recovery problem: given a measurement matrix $\Phi\in \mathbb{R}^{n\times p}$ and a noisy observation vector $c\in \mathbb{R}^{n}$ constructed from $c = \Phi\theta^* + \epsilon$ where $\epsilon\in…

Machine Learning · Statistics 2013-07-23 Ji Liu , Lei Yuan , Jieping Ye

Ordinary differential equations (ODEs) are a mathematical model used in many application areas such as climatology, bioinformatics, and chemical engineering with its intuitive appeal to modeling. Despite ODE's wide usage in modeling, the…

Applications · Statistics 2021-08-10 Hyunjoo Yang , Jaeyong Lee

Lasso problems arise in many areas, including signal processing, machine learning, and control, and are closely connected to sparse coding mechanisms observed in neuroscience. A continuous-time ordinary differential equation (ODE)…

Optimization and Control · Mathematics 2026-04-03 Liang Wu , Yunhong Che , Wallace Gian Yion Tan , Efstathios Iliakis , Richard D. Braatz , Ján Drgoňa

End-to-end learning of dynamical systems with black-box models, such as neural ordinary differential equations (ODEs), provides a flexible framework for learning dynamics from data without prescribing a mathematical model for the dynamics.…

Machine Learning · Statistics 2022-06-20 Paidamoyo Chapfuwa , Sherri Rose , Lawrence Carin , Edward Meeds , Ricardo Henao

We develop a transformer-based sequence-to-sequence model that recovers scalar ordinary differential equations (ODEs) in symbolic form from irregularly sampled and noisy observations of a single solution trajectory. We demonstrate in…

Machine Learning · Computer Science 2023-07-25 Sören Becker , Michal Klein , Alexander Neitz , Giambattista Parascandolo , Niki Kilbertus

An approximate sparse recovery system in ell_1 norm formally consists of parameters N, k, epsilon an m-by-N measurement matrix, Phi, and a decoding algorithm, D. Given a vector, x, where x_k denotes the optimal k-term approximation to x,…

Data Structures and Algorithms · Computer Science 2011-07-15 Ely Porat , Martin J. Strauss

We introduce the Optimizing a Discrete Loss (ODIL) framework for the numerical solution of Partial Differential Equations (PDE) using machine learning tools. The framework formulates numerical methods as a minimization of discrete residuals…

Numerical Analysis · Mathematics 2024-01-23 Petr Karnakov , Sergey Litvinov , Petros Koumoutsakos

We propose a new algorithm for recovery of sparse signals from their compressively sensed samples. The proposed algorithm benefits from the strategy of gradual movement to estimate the positions of non-zero samples of sparse signal. We…

Information Theory · Computer Science 2012-04-04 Seyed Hossein Hosseini , Mahrokh G. Shayesteh

Stochastic differential equations (SDEs) provide a flexible framework for modeling temporal dynamics in partially observed systems. A central task is to calibrate such models from data, which requires inferring latent trajectories and…

Machine Learning · Statistics 2026-05-08 Yu Wang , Arnab Ganguly

Learning dynamical systems is a promising avenue for scientific discoveries. However, capturing the governing dynamics in multiple environments still remains a challenge: model-based approaches rely on the fidelity of assumptions made for a…

Machine Learning · Computer Science 2023-03-09 MoonJeong Park , Youngbin Choi , Namhoon Lee , Dongwoo Kim

Real-time dynamics of quantum observables provide direct access to excitation spectra and correlation functions in quantum many-body systems, but currently available quantum devices are limited to short evolution times due to decoherence.…

Quantum Physics · Physics 2026-03-17 Jinyang Li , Satoshi Iso , Shunji Matsuura , Lingxiao Wang , Xiaoyang Wang

Model-free reinforcement learning attempts to find an optimal control action for an unknown dynamical system by directly searching over the parameter space of controllers. The convergence behavior and statistical properties of these…

Optimization and Control · Mathematics 2021-03-17 Hesameddin Mohammadi , Armin Zare , Mahdi Soltanolkotabi , Mihailo R. Jovanović

In this paper, we study ordinary differential equations (ODE) coupled with solutions of a stochastic nonsmooth convex optimization problem (SNCOP). We use the regularization approach, the sample average approximation and the time-stepping…

Optimization and Control · Mathematics 2025-02-11 Jianfeng Luo , Xiaojun Chen

This article considers estimation of constant and time-varying coefficients in nonlinear ordinary differential equation (ODE) models where analytic closed-form solutions are not available. The numerical solution-based nonlinear least…

Statistics Theory · Mathematics 2010-10-21 Hongqi Xue , Hongyu Miao , Hulin Wu

Time-varying non-convex continuous-valued non-linear constrained optimization is a fundamental problem. We study conditions wherein a momentum-like regularising term allow for the tracking of local optima by considering an ordinary…

Optimization and Control · Mathematics 2019-09-18 Olivier Massicot , Jakub Marecek

Sparse Identification of Nonlinear Dynamics (SINDy) has been shown to successfully recover governing equations from data; however, this approach assumes the initial condition to be exactly known in advance and is sensitive to noise. In this…

Dynamical Systems · Mathematics 2022-11-23 Baolei Wei

We propose a variant of the classical conditional gradient method for sparse inverse problems with differentiable measurement models. Such models arise in many practical problems including superresolution, time-series modeling, and matrix…

Optimization and Control · Mathematics 2015-07-07 Nicholas Boyd , Geoffrey Schiebinger , Benjamin Recht

The problem of estimating a sparse signal from low dimensional noisy observations arises in many applications, including super resolution, signal deconvolution, and radar imaging. In this paper, we consider a sparse signal model with…

Information Theory · Computer Science 2020-06-24 Youye Xie , Michael B. Wakin , Gongguo Tang

In this paper, we consider the problem of collaboratively estimating the sparsity pattern of a sparse signal with multiple measurement data in distributed networks. We assume that each node makes Compressive Sensing (CS) based measurements…

Information Theory · Computer Science 2012-11-29 Thakshila Wimalajeewa , Pramod K. Varshney