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This paper presents the use of spike-and-slab (SS) priors for discovering governing differential equations of motion of nonlinear structural dynamic systems. The problem of discovering governing equations is cast as that of selecting…

Methodology · Statistics 2021-06-02 Rajdip Nayek , Ramon Fuentes , Keith Worden , Elizabeth J. Cross

In this work we present a data-driven method for the discovery of parametric partial differential equations (PDEs), thus allowing one to disambiguate between the underlying evolution equations and their parametric dependencies. Group…

Numerical Analysis · Mathematics 2018-06-05 Samuel Rudy , Alessandro Alla , Steven L. Brunton , J. Nathan Kutz

Sparse deep learning aims to address the challenge of huge storage consumption by deep neural networks, and to recover the sparse structure of target functions. Although tremendous empirical successes have been achieved, most sparse deep…

Machine Learning · Statistics 2020-11-17 Jincheng Bai , Qifan Song , Guang Cheng

Discovering the underlying dynamics of complex systems from data is an important practical topic. Constrained optimization algorithms are widely utilized and lead to many successes. Yet, such purely data-driven methods may bring about…

Dynamical Systems · Mathematics 2023-05-17 Nan Chen , Yinling Zhang

Identifying the governing equations of a nonlinear dynamical system is key to both understanding the physical features of the system and constructing an accurate model of the dynamics that generalizes well beyond the available data. We…

Machine Learning · Computer Science 2022-08-16 Peter Y. Lu , Joan Ariño , Marin Soljačić

We tackle the problem of system identification, where we select inputs, observe the corresponding outputs from the true system, and optimize the parameters of our model to best fit the data. We propose a practical and computationally…

Systems and Control · Electrical Eng. & Systems 2025-10-02 Alexandros E. Tzikas , Mykel J. Kochenderfer

We present a Bayesian non-parametric way of inferring stochastic differential equations for both regression tasks and continuous-time dynamical modelling. The work has high emphasis on the stochastic part of the differential equation, also…

Machine Learning · Statistics 2020-06-29 Martin Jørgensen , Marc Peter Deisenroth , Hugh Salimbeni

Parameter identification and comparison of dynamical systems is a challenging task in many fields. Bayesian approaches based on Gaussian process regression over time-series data have been successfully applied to infer the parameters of a…

Machine Learning · Statistics 2019-03-04 Philippe Wenk , Alkis Gotovos , Stefan Bauer , Nico Gorbach , Andreas Krause , Joachim M. Buhmann

Many signal processing applications require estimation of time-varying sparse signals, potentially with the knowledge of an imperfect dynamics model. In this paper, we propose an algorithm for dynamic filtering of time-varying sparse…

Signal Processing · Electrical Eng. & Systems 2020-01-01 Matthew R. O'Shaughnessy , Mark A. Davenport , Christopher J. Rozell

Dynamical systems modeling is a core pillar of scientific inquiry across natural and life sciences. Increasingly, dynamical system models are learned from data, rendering identifiability a paramount concept. For systems that are not…

Machine Learning · Computer Science 2026-05-11 Cecilia Casolo , Sören Becker , Niki Kilbertus

Deep ensembles have emerged as a powerful technique for improving predictive performance and enhancing model robustness across various applications by leveraging model diversity. However, traditional deep ensemble methods are often…

Describing dynamic medical systems using machine learning is a challenging topic with a wide range of applications. In this work, the possibility of modeling the blood glucose level of diabetic patients purely on the basis of measured data…

Machine Learning · Computer Science 2023-03-10 David Jödicke , Daniel Parra , Gabriel Kronberger , Stephan Winkler

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

Many complex dynamical phenomena can be effectively modeled by a system that switches among a set of conditionally linear dynamical modes. We consider two such models: the switching linear dynamical system (SLDS) and the switching vector…

Methodology · Statistics 2015-05-18 Emily B. Fox , Erik B. Sudderth , Michael I. Jordan , Alan S. Willsky

Low complexity of a system model is essential for its use in real-time applications. However, sparse identification methods commonly have stringent requirements that exclude them from being applied in an industrial setting. In this paper,…

Systems and Control · Electrical Eng. & Systems 2022-03-24 Mark Haring , Esten Ingar Grøtli , Signe Riemer-Sørensen , Katrine Seel , Kristian Gaustad Hanssen

In this work, we address the problem of identifying sparse continuous-time dynamical systems when the spacing between successive samples (the sampling period) is not constant over time. The proposed approach combines the…

Systems and Control · Computer Science 2018-03-01 Rui Teixeira Ribeiro , Alexandre Mauroy , Jorge Goncalves

Ordinary differential equations (ODE) have been widely used for modeling dynamical complex systems. For high-dimensional ODE models where the number of differential equations is large, it remains challenging to estimate the ODE parameters…

Methodology · Statistics 2022-06-20 Muye Nanshan , Nan Zhang , Xiaolei Xun , Jiguo Cao

In this paper, an evolutionary-based sparse regression algorithm is proposed and applied onto experimental data collected from a Duffing oscillator setup and numerical simulation data. Our purpose is to identify the Coulomb friction terms…

Computational Engineering, Finance, and Science · Computer Science 2020-05-19 Saeideh Khatiry Goharoodi , Kevin Dekemele , Mia Loccufier , Luc Dupre , Guillaume Crevecoeur

A variety of complex biological, natural and man-made systems exhibit non-Markovian dynamics that can be modeled through fractional order differential equations, yet, we lack sample comlexity aware system identification strategies. Towards…

Systems and Control · Electrical Eng. & Systems 2025-06-23 Xiaole Zhang , Vijay Gupta , Paul Bogdan

We address the inverse problem of identifying nonlocal interaction potentials in nonlinear aggregation-diffusion equations from noisy discrete trajectory data. Our approach involves formulating and solving a regularized variational problem,…

Analysis of PDEs · Mathematics 2025-01-31 Jose A. Carrillo , Gissell Estrada-Rodriguez , Laszlo Mikolas , Sui Tang