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Many complex systems operating far from the equilibrium exhibit stochastic dynamics that can be described by a Langevin equation. Inferring Langevin equations from data can reveal how transient dynamics of such systems give rise to their…

Machine Learning · Statistics 2021-11-01 Mikhail Genkin , Owen Hughes , Tatiana A. Engel

In this paper, we present a Bayesian view on model-based reinforcement learning. We use expert knowledge to impose structure on the transition model and present an efficient learning scheme based on variational inference. This scheme is…

Machine Learning · Computer Science 2019-07-12 Markus Kaiser , Clemens Otte , Thomas Runkler , Carl Henrik Ek

Although existing machine learning-based methods for traffic accident analysis can provide good quality results to downstream tasks, they lack interpretability which is crucial for this critical problem. This paper proposes an interpretable…

Machine Learning · Computer Science 2023-10-11 Tong Yuan , Jian Yang , Zeyi Wen

We propose a sparse regression method capable of discovering the governing partial differential equation(s) of a given system by time series measurements in the spatial domain. The regression framework relies on sparsity promoting…

Pattern Formation and Solitons · Physics 2016-09-22 Samuel H. Rudy , Steven L. Brunton , Joshua L. Proctor , J. Nathan Kutz

Many safety-critical scientific and engineering systems evolve according to differential-algebraic equations (DAEs), where dynamical behavior is constrained by physical laws and admissibility conditions. In practice, these systems operate…

Machine Learning · Computer Science 2026-04-14 Minxing Zheng , Zewei Deng , Liyan Xie , Shixiang Zhu

The principle of least action is one of the most fundamental physical principle. It says that among all possible motions connecting two points in a phase space, the system will exhibit those motions which extremise an action functional.…

Numerical Analysis · Mathematics 2022-10-17 Sina Ober-Blöbaum , Christian Offen

Gaussian graphical models provide a powerful framework to reveal the conditional dependency structure between multivariate variables. The process of uncovering the conditional dependency network is known as structure learning. Bayesian…

Methodology · Statistics 2024-07-30 Lucas Vogels , Reza Mohammadi , Marit Schoonhoven , S. Ilker Birbil

Learning a causal directed acyclic graph from data is a challenging task that involves solving a combinatorial problem for which the solution is not always identifiable. A new line of work reformulates this problem as a continuous…

Machine Learning · Computer Science 2020-11-05 Philippe Brouillard , Sébastien Lachapelle , Alexandre Lacoste , Simon Lacoste-Julien , Alexandre Drouin

Deep learning models are able to approximate one specific dynamical system but struggle at learning generalisable dynamics, where dynamical systems obey the same laws of physics but contain different numbers of elements (e.g., double- and…

Machine Learning · Computer Science 2022-07-05 Yupu Lu , Shijie Lin , Guanqi Chen , Jia Pan

In the application of the Expectation Maximization algorithm to identification of dynamical systems, internal states are typically chosen as latent variables, for simplicity. In this work, we propose a different choice of latent variables,…

Computation · Statistics 2016-08-06 Jack Umenberger , Johan Wågberg , Ian R. Manchester , Thomas B. Schön

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

Given (small amounts of) time-series' data from a high-dimensional, fine-grained, multiscale dynamical system, we propose a generative framework for learning an effective, lower-dimensional, coarse-grained dynamical model that is predictive…

Machine Learning · Statistics 2021-01-18 Sebastian Kaltenbach , Phaedon-Stelios Koutsourelakis

Modeling complex spatiotemporal dynamical systems, such as the reaction-diffusion processes, have largely relied on partial differential equations (PDEs). However, due to insufficient prior knowledge on some under-explored dynamical…

Machine Learning · Computer Science 2023-05-23 Chengping Rao , Pu Ren , Qi Wang , Oral Buyukozturk , Hao Sun , Yang Liu

In many problems of data-driven modeling for dynamical systems, the governing equations are not known a priori and must be selected phenomenologically from a large set of candidate interactions and basis functions. In such situations, point…

Applications · Statistics 2026-04-14 Shuhei Kashiwamura , Yusuke Kato , Hiroshi Kori , Masato Okada

There have been growing interests in leveraging experimental measurements to discover the underlying partial differential equations (PDEs) that govern complex physical phenomena. Although past research attempts have achieved great success…

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

We show how to learn discrete field theories from observational data of fields on a space-time lattice. For this, we train a neural network model of a discrete Lagrangian density such that the discrete Euler--Lagrange equations are…

Numerical Analysis · Mathematics 2024-01-10 Christian Offen , Sina Ober-Blöbaum

Predictive dynamical models for marine ecosystems are used for a variety of needs. Due to sparse measurements and limited understanding of the myriad of ocean processes, there is however significant uncertainty. There is model uncertainty…

Computational Engineering, Finance, and Science · Computer Science 2023-06-06 Abhinav Gupta , Pierre F. J. Lermusiaux

Reconstructions of Lagrangian drift, for example for objects lost at sea, are often uncertain due to unresolved physical phenomena within the data. Uncertainty is usually overcome by introducing stochasticity into the drift, but this…

Deep learning has been widely used within learning algorithms for robotics. One disadvantage of deep networks is that these networks are black-box representations. Therefore, the learned approximations ignore the existing knowledge of…

Machine Learning · Computer Science 2023-03-20 Michael Lutter , Jan Peters

Lagrangian data assimilation exploits the trajectories of moving tracers as observations to recover the underlying flow field. One major challenge in Lagrangian data assimilation is the intrinsic nonlinearity that impedes using exact…

Dynamical Systems · Mathematics 2023-06-14 Nan Chen , Shubin Fu
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