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Statistical regression models whose mean functions are represented by ordinary differential equations (ODEs) can be used to describe phenomenons dynamical in nature, which are abundant in areas such as biology, climatology and genetics. The…

Methodology · Statistics 2017-05-15 Kyoungjae Lee , Jaeyong Lee , Sarat C. Dass

Many models for sparse regression typically assume that the covariates are known completely, and without noise. Particularly in high-dimensional applications, this is often not the case. This paper develops efficient OMP-like algorithms to…

Statistics Theory · Mathematics 2015-03-31 Yudong Chen , Constantine Caramanis

Support recovery of sparse signals from compressed linear measurements is a fundamental problem in compressed sensing (CS). In this paper, we study the orthogonal matching pursuit (OMP) algorithm for the recovery of support under noise. We…

Information Theory · Computer Science 2015-10-28 Jian Wang

Discovering the partial differential equations underlying spatio-temporal datasets from very limited and highly noisy observations is of paramount interest in many scientific fields. However, it remains an open question to know when model…

Machine Learning · Statistics 2021-10-06 Georges Tod , Gert-Jan Both , Remy Kusters

In this work, we study the problem of learning a nonlinear dynamical system by parameterizing its dynamics using basis functions. We assume that disturbances occur at each time step with an arbitrary probability $p$, which models the…

Optimization and Control · Mathematics 2025-03-24 Haixiang Zhang , Baturalp Yalcin , Javad Lavaei , Eduardo D. Sontag

In this work we propose a nonconvex two-stage \underline{s}tochastic \underline{a}lternating \underline{m}inimizing (SAM) method for sparse phase retrieval. The proposed algorithm is guaranteed to have an exact recovery from $O(s\log n)$…

Numerical Analysis · Mathematics 2022-11-23 Jian-Feng Cai , Yuling Jiao , Xiliang Lu , Juntao You

We study the problem of inferring a sparse vector from random linear combinations of its components. We propose the Accelerated Orthogonal Least-Squares (AOLS) algorithm that improves performance of the well-known Orthogonal Least-Squares…

Machine Learning · Statistics 2018-04-17 Abolfazl Hashemi , Haris Vikalo

A general framework for recovering drift and diffusion dynamics from sampled trajectories is presented for the first time for stochastic delay differential equations. The core relies on the well-established SINDy algorithm for the sparse…

Numerical Analysis · Mathematics 2025-08-06 Dimitri Breda , Dajana Conte , Raffaele D'Ambrosio , Ida Santaniello , Muhammad Tanveer

By interpreting the forward dynamics of the latent representation of neural networks as an ordinary differential equation, Neural Ordinary Differential Equation (Neural ODE) emerged as an effective framework for modeling a system dynamics…

Machine Learning · Computer Science 2020-10-19 Daehoon Gwak , Gyuhyeon Sim , Michael Poli , Stefano Massaroli , Jaegul Choo , Edward Choi

In this paper we discuss an application of Stochastic Approximation to statistical estimation of high-dimensional sparse parameters. The proposed solution reduces to resolving a penalized stochastic optimization problem on each stage of a…

Machine Learning · Statistics 2022-10-25 Sasila Ilandarideva , Yannis Bekri , Anatoli Juditsky , Vianney Perchet

Perception of time from sequentially acquired sensory inputs is rooted in everyday behaviors of individual organisms. Yet, most algorithms for time-series modeling fail to learn dynamics of random event timings directly from visual or audio…

Machine Learning · Computer Science 2021-07-20 Hengguan Huang , Hongfu Liu , Hao Wang , Chang Xiao , Ye Wang

Ordinary differential equations (ODEs) are commonly used to model dynamic behavior of a system. Because many parameters are unknown and have to be estimated from the observed data, there is growing interest in statistics to develop…

Statistics Theory · Mathematics 2010-01-13 Xin Qi , Hongyu Zhao

We propose a data-driven framework for learning reduced-order moment dynamics from PDE-governed systems using Neural ODEs. In contrast to derivative-based methods like SINDy, which necessitate densely sampled data and are sensitive to…

Pattern Formation and Solitons · Physics 2025-06-06 Shaoxuan Chen , Su Yang , Panayotis G. Kevrekidis , Wei Zhu

Recovery algorithms play a key role in compressive sampling (CS). Most of current CS recovery algorithms are originally designed for one-dimensional (1D) signal, while many practical signals are two-dimensional (2D). By utilizing 2D…

Information Theory · Computer Science 2011-04-27 Yong Fang , Bormin Huang , Jiaji Wu

This paper introduces a nonconvex approach for sparse signal recovery, proposing a novel model termed the $\tau_2$-model, which utilizes the squared $\ell_1/\ell_2$ norms for this purpose. Our model offers an advancement over the $\ell_0$…

Optimization and Control · Mathematics 2024-09-02 Jianqing Jia , Ashley Prater-Bennette , Lixin Shen , Erin E. Tripp

Discovering nonlinear differential equations that describe system dynamics from empirical data is a fundamental challenge in contemporary science. Here, we propose a methodology to identify dynamical laws by integrating denoising techniques…

Machine Learning · Computer Science 2023-05-04 Kevin Egan , Weizhen Li , Rui Carvalho

Sparse signals (i.e., vectors with a small number of non-zero entries) build the foundation of most kernel (or nullspace) results, uncertainty relations, and recovery guarantees in the sparse signal processing and compressive sensing…

Information Theory · Computer Science 2015-07-13 Christoph Studer

Standard Direction of Arrival (DOA) estimation methods are typically derived based on the Gaussian noise assumption, making them highly sensitive to outliers. Therefore, in the presence of impulsive noise, the performance of these methods…

Machine Learning · Computer Science 2024-05-28 Y. Li , W. Xiao , L. Zhao , Z. Huang , Q. Li , L. Li , R. C. de Lamare

Latent ODE models provide flexible descriptions of dynamic systems, but they can struggle with extrapolation and predicting complicated non-linear dynamics. The latent ODE approach implicitly relies on encoders to identify unknown system…

Machine Learning · Computer Science 2024-10-14 Matt L. Sampson , Peter Melchior

Viewing optimization methods as numerical integrators for ordinary differential equations (ODEs) provides a thought-provoking modern framework for studying accelerated first-order optimizers. In this literature, acceleration is often…

Optimization and Control · Mathematics 2021-02-24 Peiyuan Zhang , Antonio Orvieto , Hadi Daneshmand , Thomas Hofmann , Roy Smith