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This technical note considers the identification of nonlinear discrete-time systems with additive process noise but without measurement noise. In particular, we propose a method and its associated algorithm to identify the system nonlinear…

Optimization and Control · Mathematics 2015-04-27 Wei Pan , Ye Yuan , Jorge Gonçalves , Guy-Bart Stan

This paper studies the derivation of the quadratic porous medium equation and a class of cross-diffusion systems from nonlocal interactions. We prove convergence of solutions of a nonlocal interaction equation, resp. system, to solutions of…

Analysis of PDEs · Mathematics 2022-10-10 Martin Burger , Antonio Esposito

The observations in many applications consist of counts of discrete events, such as photons hitting a dector, which cannot be effectively modeled using an additive bounded or Gaussian noise model, and instead require a Poisson noise model.…

Optimization and Control · Mathematics 2016-11-17 Zachary T. Harmany , Roummel F. Marcia , Rebecca M. Willett

Deep neural networks (DNN) have been used to model nonlinear relations between physical quantities. Those DNNs are embedded in physical systems described by partial differential equations (PDE) and trained by minimizing a loss function that…

Numerical Analysis · Mathematics 2020-02-26 Kailai Xu , Eric Darve

Inverse problems and, in particular, inferring unknown or latent parameters from data are ubiquitous in engineering simulations. A predominant viewpoint in identifying unknown parameters is Bayesian inference where both prior information…

Computation · Statistics 2022-08-31 Vahid Keshavarzzadeh , Robert M. Kirby , Akil Narayan

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

We investigate the convergence rates of variational posterior distributions for statistical inverse problems involving nonlinear partial differential equations (PDEs). Departing from exact Bayesian inference, variational inference…

Statistics Theory · Mathematics 2026-02-10 Shaokang Zu , Junxiong Jia , Deyu Meng

Sparse identification of nonlinear dynamical systems is a topic of continuously increasing significance in the dynamical systems community. Here we explore it at the level of lattice nonlinear dynamical systems of many degrees of freedom.…

Pattern Formation and Solitons · Physics 2022-12-05 Sheikh Saqlain , Wei Zhu , Efstathios G. Charalampidis , Panayotis G. Kevrekidis

It is well known that the class of rotation invariant algorithms are suboptimal even for learning sparse linear problems when the number of examples is below the "dimension" of the problem. This class includes any gradient descent trained…

Machine Learning · Statistics 2024-03-06 Manfred K. Warmuth , Wojciech Kotłowski , Matt Jones , Ehsan Amid

Sparse signal recovery problems from noisy linear measurements appear in many areas of wireless communications. In recent years, deep learning (DL) based approaches have attracted interests of researchers to solve the sparse linear inverse…

Signal Processing · Electrical Eng. & Systems 2021-01-28 Wei Chen , Bowen Zhang , Shi Jin , Bo Ai , Zhangdui Zhong

We introduce a nonparametric algorithm to learn interaction kernels of mean-field equations for 1st-order systems of interacting particles. The data consist of discrete space-time observations of the solution. By least squares with…

Machine Learning · Statistics 2020-10-30 Quanjun Lang , Fei Lu

Signal processing tasks as fundamental as sampling, reconstruction, minimum mean-square error interpolation and prediction can be viewed under the prism of reproducing kernel Hilbert spaces. Endowing this vantage point with contemporary…

Machine Learning · Computer Science 2013-02-25 Juan Andres Bazerque , Georgios B. Giannakis

In many compressive sensing problems today, the relationship between the measurements and the unknowns could be nonlinear. Traditional treatment of such nonlinear relationships have been to approximate the nonlinearity via a linear model…

Information Theory · Computer Science 2013-02-12 Henrik Ohlsson , Allen Y. Yang , Roy Dong , Michel Verhaegen , S. Shankar Sastry

This paper applies an idea of adaptive momentum for the nonlinear conjugate gradient to accelerate optimization problems in sparse recovery. Specifically, we consider two types of minimization problems: a (single) differentiable function…

Optimization and Control · Mathematics 2023-12-22 Mengqi Hu , Yifei Lou , Bao Wang , Ming Yan , Xiu Yang , Qiang Ye

Motivated by recent work on approximation of diffusion equations by deterministic interacting particle systems, we develop a nonlocal approximation for a range of linear and nonlinear diffusion equations and prove convergence of the method…

Analysis of PDEs · Mathematics 2024-04-05 Katy Craig , Matt Jacobs , Olga Turanova

In compressive sensing, the basis pursuit algorithm aims to find the sparsest solution to an underdetermined linear equation system. In this paper, we generalize basis pursuit to finding the sparsest solution to higher order nonlinear…

Information Theory · Computer Science 2013-04-23 Henrik Ohlsson , Allen Y. Yang , Roy Dong , S. Shankar Sastry

This paper considers a large class of nonlinear integro-differential scalar equations which involve an anomalous diffusion (e.g. driven by a fractional Laplacian) and a non-local singular convolution kernel. Each of those singular equations…

Probability · Mathematics 2025-01-07 Christian Olivera , Marielle Simon

We consider the inverse problem of estimating parameters of a driven diffusion (e.g., the underlying fluid flow, diffusion coefficient, or source terms) from point measurements of a passive scalar (e.g., the concentration of a pollutant).…

Numerical Analysis · Mathematics 2019-05-22 Jeff Borggaard , Nathan E. Glatt-Holtz , Justin A. Krometis

Recovering latent structure from count data has received considerable attention in network inference, particularly when one seeks both cross-group interactions and within-group similarity patterns in bipartite networks, which is widely used…

Machine Learning · Statistics 2026-04-27 Aoran Zhang , Tianyao Wei , Maria J. Guerrero , César A. Uribe

The discovery of partial differential equations (PDEs) is a challenging task that involves both theoretical and empirical methods. Machine learning approaches have been developed and used to solve this problem; however, it is important to…

Machine Learning · Statistics 2023-06-09 Kalpesh More , Tapas Tripura , Rajdip Nayek , Souvik Chakraborty