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Understanding the dynamics of complex systems is a central task in many different areas ranging from biology via epidemics to economics and engineering. Unexpected behaviour of dynamic systems or even system failure is sometimes difficult…

Optimization and Control · Mathematics 2022-03-25 Dominik Kahl , Andreas Weber , Maik Kschischo

The identification of states and parameters from noisy measurements of a dynamical system is of great practical significance and has received a lot of attention. Classically, this problem is expressed as optimization over a class of models.…

This work presents a data-driven approach to the identification of spatial and temporal truncation errors for linear and nonlinear discretization schemes of Partial Differential Equations (PDEs). Motivated by the central role of truncation…

Numerical Analysis · Computer Science 2019-09-04 Stephan Thaler , Ludger Paehler , Nikolaus A. Adams

Identifying differential operators from data is essential for the mathematical modeling of complex physical and biological systems where massive datasets are available. These operators must be stable for accurate predictions for dynamics…

Numerical Analysis · Mathematics 2024-05-02 Aviral Prakash , Yongjie Jessica Zhang

Temporal variations in biological systems and more generally in natural sciences are typically modelled as a set of Ordinary, Partial, or Stochastic Differential or Difference Equations. Algorithms for learning the structure and the…

Molecular Networks · Quantitative Biology 2019-01-23 Yannis Pantazis , Ioannis Tsamardinos

In this work, a new two-stage identification method based on dynamic programming and sparsity inducing is proposed for switched linear systems. Our method achieves sparsity inducing in the identification of switched linear systems by the…

Systems and Control · Electrical Eng. & Systems 2024-07-15 Zheng Wenju , Ye Hao

The control of complex dynamical systems remains a fundamental challenge in science and engineering, where strong nonlinearities, the presence of noise, and computational constraints often pose significant obstacles in traditional control…

This work presents an interpretable parametric surrogate model motivated by the need to identify a hydrodynamic model for resolving the trajectory of an object in real-time. The surrogate is formulated as a reduced-order model for a…

This paper addresses identification of sparse linear and noise-driven continuous-time state-space systems, i.e., the right-hand sides in the dynamical equations depend only on a subset of the states. The key assumption in this study, is…

Systems and Control · Computer Science 2018-04-18 Zuogong Yue , Johan Thunberg , Lennart Ljung , Jorge Goncalves

This paper introduces an approach for developing surrogate environments in reinforcement learning (RL) using the Sparse Identification of Nonlinear Dynamics (SINDy) algorithm. We demonstrate the effectiveness of our approach through…

Machine Learning · Computer Science 2025-04-28 Aniket Dixit , Muhammad Ibrahim Khan , Faizan Ahmed , James Brusey

Linear Dynamical System (LDS) is an elegant mathematical framework for modeling and learning multivariate time series. However, in general, it is difficult to set the dimension of its hidden state space. A small number of hidden states may…

Artificial Intelligence · Computer Science 2013-12-04 Zitao Liu , Milos Hauskrecht

Sparse regression on a library of candidate features has developed as the prime method to discover the partial differential equation underlying a spatio-temporal data-set. These features consist of higher order derivatives, limiting model…

Machine Learning · Computer Science 2021-05-05 Gert-Jan Both , Gijs Vermarien , Remy Kusters

This paper studies the sparse identification problem of unknown sparse parameter vectors in stochastic dynamic systems. Firstly, a novel sparse identification algorithm is proposed, which can generate sparse estimates based on least squares…

Optimization and Control · Mathematics 2024-04-02 Ziming Wang , Xinghua Zhu

Reconstructing high-dimensional spatiotemporal fields from sparse point-sensor measurements is a central challenge in learning parametric PDE dynamics. Existing approaches often struggle to generalize across trajectories and parameter…

Machine Learning · Computer Science 2026-02-05 Yanjie Tong , Peng Chen

We examine the linear regression problem in a challenging high-dimensional setting with correlated predictors where the vector of coefficients can vary from sparse to dense. In this setting, we propose a combination of probabilistic…

Methodology · Statistics 2025-05-13 Roman Parzer , Peter Filzmoser , Laura Vana-Gür

An important problem in the analysis of high-dimensional omics data is to identify subsets of molecular variables that are associated with a phenotype of interest. This requires addressing the challenges of high dimensionality, strong…

Methodology · Statistics 2022-04-05 Fan Wang , Sylvia Richardson , Steven M. Hill

We derive fundamental sample complexity bounds for recovering sparse and structured signals for linear and nonlinear observation models including sparse regression, group testing, multivariate regression and problems with missing features.…

Information Theory · Computer Science 2017-02-17 Cem Aksoylar , George Atia , Venkatesh Saligrama

We formulate sparse support recovery as a salient set identification problem and use information-theoretic analyses to characterize the recovery performance and sample complexity. We consider a very general model where we are not restricted…

Information Theory · Computer Science 2014-03-14 Cem Aksoylar , Venkatesh Saligrama

The problem of reconstructing nonlinear and complex dynamical systems from measured data or time series is central to many scientific disciplines including physical, biological, computer, and social sciences, as well as engineering and…

Data Analysis, Statistics and Probability · Physics 2017-05-01 Wenxu Wang , Ying-Cheng Lai , Celso Grebogi

In this paper we propose a solution to the problem of parameter estimation of nonlinearly parameterized regressions--continuous or discrete time--and apply it for system identification and adaptive control. We restrict our attention to…

Optimization and Control · Mathematics 2019-10-18 Romeo Ortega , Vladislav Gromov , Emmanuel Nuño , Anton Pyrkin , Jose Guadalupe Romero