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Recent advancements in machine learning have transformed the discovery of physical laws, moving from manual derivation to data-driven methods that simultaneously learn both the structure and parameters of governing equations. This shift…

Machine Learning · Computer Science 2024-10-15 Hillary Hauger , Philipp Scholl , Gitta Kutyniok

Stochastic differential equations (SDEs) are used to describe a wide variety of complex stochastic dynamical systems. Learning the hidden physics within SDEs is crucial for unraveling fundamental understanding of these systems' stochastic…

Machine Learning · Computer Science 2022-07-26 Jared O'Leary , Joel A. Paulson , Ali Mesbah

In this work, we study the feasibility of using neural ordinary differential equations (NODEs) to model systems with intrinsic privacy properties. Unlike conventional feedforward neural networks, which have unlimited expressivity and can…

Cryptography and Security · Computer Science 2025-06-24 Sanghyun Hong , Fan Wu , Anthony Gruber , Kookjin Lee

Prediction via deterministic continuous-time models will always be subject to model error, for example due to unexplainable phenomena, uncertainties in any data driving the model, or discretisation/resolution issues. In this paper, we build…

Dynamical Systems · Mathematics 2025-06-30 Liam Blake , John Maclean , Sanjeeva Balasuriya

Identifiability of parameters is an essential property for a statistical model to be useful in most settings. However, establishing parameter identifiability for Bayesian networks with hidden variables remains challenging. In the context of…

Statistics Theory · Mathematics 2014-06-04 Elizabeth S. Allman , John A. Rhodes , Elena Stanghellini , Marco Valtorta

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

Considering generating samples with high rewards, we focus on optimizing deep neural networks parameterized stochastic differential equations (SDEs), the advanced generative models with high expressiveness, with policy gradient, the leading…

Machine Learning · Computer Science 2024-06-27 Xiangxin Zhou , Liang Wang , Yichi Zhou

Accurately modelling the dynamics of complex systems and discovering their governing differential equations are critical tasks for accelerating scientific discovery. Using noisy, synthetic data from two damped oscillatory systems, we…

Machine Learning · Computer Science 2026-01-29 Panayiotis Ioannou , Pietro Liò , Pietro Cicuta

In this paper, we present conditions for identifying the generator of a linear stochastic differential equation (SDE) from the distribution of its solution process with a given fixed initial state. These identifiability conditions are…

Statistics Theory · Mathematics 2024-01-23 Yuanyuan Wang , Xi Geng , Wei Huang , Biwei Huang , Mingming Gong

Most inverse problems from physical sciences are formulated as PDE-constrained optimization problems. This involves identifying unknown parameters in equations by optimizing the model to generate PDE solutions that closely match measured…

Optimization and Control · Mathematics 2024-03-12 Qin Li , Li Wang , Yunan Yang

I propose a novel framework that integrates stochastic differential equations (SDEs) with deep generative models to improve uncertainty quantification in machine learning applications involving structured and temporal data. This approach,…

Machine Learning · Statistics 2026-01-09 James Rice

We present a comprehensive evaluation of the robustness and explainability of ResNet-like models in the context of Unintended Radiated Emission (URE) classification and suggest a new approach leveraging Neural Stochastic Differential…

Machine Learning · Computer Science 2023-09-28 Sumit Kumar Jha , Susmit Jha , Rickard Ewetz , Alvaro Velasquez

Stochastic regularization of neural networks (e.g. dropout) is a wide-spread technique in deep learning that allows for better generalization. Despite its success, continuous-time models, such as neural ordinary differential equation (ODE),…

Machine Learning · Computer Science 2020-06-29 Viktor Oganesyan , Alexandra Volokhova , Dmitry Vetrov

Ordinary differential equations (ODEs) are widely used to model dynamical behavior of systems. It is important to perform identifiability analysis prior to estimating unknown parameters in ODEs (a.k.a. inverse problem), because if a system…

Optimization and Control · Mathematics 2021-03-11 Xing Qiu , Tao Xu , Babak Soltanalizadeh , Hulin Wu

Stochastic processes have found numerous applications in science, as they are broadly used to model a variety of natural phenomena. Due to their intrinsic randomness and uncertainty, they are, however, difficult to characterize. Here, we…

Linear causal models are important tools for modeling causal dependencies and yet in practice, only a subset of the variables can be observed. In this paper, we examine the parameter identifiability of these models by investigating whether…

Machine Learning · Computer Science 2025-02-11 Xinshuai Dong , Ignavier Ng , Biwei Huang , Yuewen Sun , Songyao Jin , Roberto Legaspi , Peter Spirtes , Kun Zhang

Identifiability is a desirable property of a statistical model: it implies that the true model parameters may be estimated to any desired precision, given sufficient computational resources and data. We study identifiability in the context…

Machine Learning · Statistics 2020-07-09 Geoffrey Roeder , Luke Metz , Diederik P. Kingma

Partial-differential-equation (PDE)-constrained optimization is a well-worn technique for acquiring optimal parameters of systems governed by PDEs. However, this approach is limited to providing a single set of optimal parameters per…

Computational Physics · Physics 2024-10-17 Archis S. Joglekar

Identifying parameters in partial differential equations (PDEs) represents a very broad class of applied inverse problems. In recent years, several unsupervised learning approaches using (deep) neural networks have been developed to solve…

Numerical Analysis · Mathematics 2025-08-22 Siyu Cen , Bangti Jin , Qimeng Quan , Zhi Zhou

Stochastic differential equations (SDEs) offer powerful and accessible mathematical models for capturing both deterministic and probabilistic aspects of dynamic behavior across a wide range of physical, financial, and social systems.…

Statistics Theory · Mathematics 2026-02-17 Paromita Banerjee , Anirban Mondal