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For certain dynamical systems it is possible to significantly simplify the study of stability by means of the center manifold theory. This theory allows to isolate the complicated asymptotic behavior of the system close to a non-hyperbolic…

Dynamical Systems · Mathematics 2020-09-22 Bernard Haasdonk , Boumediene Hamzi , Gabriele Santin , Dominik Wittwar

Partial differential equations (PDEs) are widely used for the description of physical and engineering phenomena. Some key parameters involved in PDEs, which represent certain physical properties with important scientific interpretations,…

Numerical Analysis · Mathematics 2024-02-02 Zhaohui Li , Shihao Yang , Jeff Wu

In this work we propose and analyze a weighted proper orthogonal decomposition method to solve elliptic partial differential equations depending on random input data, for stochastic problems that can be transformed into parametric systems.…

Numerical Analysis · Mathematics 2023-08-08 Luca Venturi , Francesco Ballarin , Gianluigi Rozza

Differential equations are pivotal in modeling and understanding the dynamics of various systems, offering insights into their future states through parameter estimation fitted to time series data. In fields such as economy, politics, and…

Machine Learning · Statistics 2024-04-24 Hyeontae Jo , Sung Woong Cho , Hyung Ju Hwang

The main focus of this article is to provide a mathematical study of the algorithm proposed in \cite{boyaval2010variance} where the authors proposed a variance reduction technique for the computation of parameter-dependent expectations…

Numerical Analysis · Mathematics 2021-09-24 Mohamed-Raed Blel , Virginie Ehrlacher , Tony Lelièvre

To improve the physical understanding and the predictions of complex dynamic systems, such as ocean dynamics and weather predictions, it is of paramount interest to identify interpretable models from coarsely and off-grid sampled…

Computational Physics · Physics 2021-05-04 Gert-Jan Both , Georges Tod , Remy Kusters

We propose to use deep learning to estimate parameters in statistical models when standard likelihood estimation methods are computationally infeasible. We show how to estimate parameters from max-stable processes, where inference is…

Methodology · Statistics 2021-08-02 Amanda Lenzi , Julie Bessac , Johann Rudi , Michael L. Stein

Equations governing physico-chemical processes are usually known at microscopic spatial scales, yet one suspects that there exist equations, e.g. in the form of Partial Differential Equations (PDEs), that can explain the system evolution at…

Machine Learning · Statistics 2021-03-31 Hassan Arbabi , Ioannis Kevrekidis

Partial differential equation is a powerful tool to characterize various physics systems. In practice, measurement errors are often present and probability models are employed to account for such uncertainties. In this paper, we present a…

Probability · Mathematics 2016-05-23 Xiaoou Li , Jingchen Liu

In many areas of science and engineering, discovering the governing differential equations from the noisy experimental data is an essential challenge. It is also a critical step in understanding the physical phenomena and prediction of the…

Methodology · Statistics 2026-05-12 Jiuhai Chen , Lulu Kang , Guang Lin

Simulations of complex physical systems are typically realized by discretizing partial differential equations (PDEs) on unstructured meshes. While neural networks have recently been explored for surrogate and reduced order modeling of PDE…

Machine Learning · Computer Science 2021-10-27 Jiayang Xu , Aniruddhe Pradhan , Karthik Duraisamy

Neural network-based methods for solving differential equations have been gaining traction. They work by improving the differential equation residuals of a neural network on a sample of points in each iteration. However, most of them employ…

Machine Learning · Computer Science 2021-11-24 Kshitij Parwani , Pavlos Protopapas

We propose a new yet natural algorithm for learning the graph structure of general discrete graphical models (a.k.a. Markov random fields) from samples. Our algorithm finds the neighborhood of a node by sequentially adding nodes that…

Machine Learning · Statistics 2012-02-09 Praneeth Netrapalli , Siddhartha Banerjee , Sujay Sanghavi , Sanjay Shakkottai

In this paper, we consider a subset selection problem in a spatial field where we seek to find a set of k locations whose observations provide the best estimate of the field value at a finite set of prediction locations. The measurements…

Optimization and Control · Mathematics 2022-04-12 Shamak Dutta , Nils Wilde , Stephen L. Smith

Sampling and interpolation have been extensively studied, in order to reconstruct or estimate the entire graph signal from the signal values on a subset of vertexes, of which most achievements are about continuous signals. While in a lot of…

Signal Processing · Electrical Eng. & Systems 2021-09-28 Wenwei Liu , Hui Feng , Kaixuan Wang , Feng Ji , Bo Hu

Kernel methods are versatile tools for function approximation and surrogate modeling. In particular, greedy techniques offer computational efficiency and reliability through inherent sparsity and provable convergence. Inspired by the…

Numerical Analysis · Mathematics 2026-03-09 Marian Klink , Tobias Ehring , Robin Herkert , Robin Lautenschlager , Dominik Göddeke , Bernard Haasdonk

Parameter inference of dynamical systems is a challenging task faced by many researchers and practitioners across various fields. In many applications, it is common that only limited variables are observable. In this paper, we propose a…

Methodology · Statistics 2020-01-01 Yu Chen , Jin Cheng , Arvind Gupta , Huaxiong Huang , Shixin Xu

We present a stepwise approach to estimate high dimensional Gaussian graphical models. We exploit the relation between the partial correlation coefficients and the distribution of the prediction errors, and parametrize the model in terms of…

Methodology · Statistics 2018-08-21 Ginette Lafit , Francisco J. Nogales , Marcelo Ruiz , Ruben H. Zamar

Traditional Monte Carlo integration using uniform random sampling exhibits degraded efficiency in low-regularity or high-dimensional problems. We propose a novel deep learning framework based on deterministic number-theoretic sampling…

Numerical Analysis · Mathematics 2025-07-03 Yu Yang , Pingan He , Xiaoling Peng , Qiaolin He

We consider efficient estimation of the Euclidean parameters in a generalized partially linear additive models for longitudinal/clustered data when multiple covariates need to be modeled nonparametrically, and propose an estimation…

Statistics Theory · Mathematics 2014-02-05 Guang Cheng , Lan Zhou , Jianhua Z. Huang