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In the presence of modeling errors, the mainstream Bayesian methods seldom give a realistic account of uncertainties as they commonly underestimate the inherent variability of parameters. This problem is not due to any misconception in the…

Applications · Statistics 2020-05-19 Omid Sedehi , Costas Papadimitriou , Lambros S. Katafygiotis

We develop our previous works concerning the identification of the collection of significant factors determining some, in general, non-binary random response variable. Such identification is important, e.g., in biological and medical…

Statistics Theory · Mathematics 2014-06-05 Alexander V. Bulinski , Alexander S. Rakitko

Sparse model identification enables the discovery of nonlinear dynamical systems purely from data; however, this approach is sensitive to noise, especially in the low-data limit. In this work, we leverage the statistical approach of…

Numerical Analysis · Mathematics 2022-05-04 Urban Fasel , J. Nathan Kutz , Bingni W. Brunton , Steven L. Brunton

Scientists use mathematical modelling to understand and predict the properties of complex physical systems. In highly parameterised models there often exist relationships between parameters over which model predictions are identical, or…

Data Analysis, Statistics and Probability · Physics 2017-03-24 Dhruva V. Raman , James Anderson , Antonis Papachristodoulou

The Weak-form Sparse Identification of Nonlinear Dynamics algorithm (WSINDy) has been demonstrated to offer coarse-graining capabilities in the context of interacting particle systems (https://doi.org/10.1016/j.physd.2022.133406). In this…

Computational Physics · Physics 2023-12-04 Daniel A. Messenger , Joshua W. Burby , David M. Bortz

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

The estimation of parameters in a linear model is considered under the hypothesis that the noise, with finite second order statistics, can be represented in a given deterministic basis by random coefficients. An extended underdetermined…

Statistics Theory · Mathematics 2014-05-06 Piero Barone , Isabella Lari

Variational system identification is a new formulation of maximum likelihood for estimation of parameters of dynamical systems subject to process and measurement noise, such as aircraft flying in turbulence. This formulation is an…

Applications · Statistics 2025-10-31 Dimas Abreu Archanjo Dutra

This paper investigates how models of spatiotemporal dynamics in the form of nonlinear partial differential equations can be identified directly from noisy data using a combination of sparse regression and weak formulation. Using the…

Dynamical Systems · Mathematics 2020-01-08 Daniel R. Gurevich , Patrick A. K. Reinbold , Roman O. Grigoriev

Instrument variable (IV) methods are widely used in empirical research to identify causal effects of a policy. In the local average treatment effect (LATE) framework, the IV estimand identifies the LATE under three main assumptions: random…

Econometrics · Economics 2025-03-21 Désiré Kédagni , Huan Wu , Yi Cui

A special aspect of parameter identification in finite-strain elasto-plasticity is considered. Namely, we analyze the impact of the measurement errors on the resulting set of material parameters. In order to define the sensitivity of…

Applications · Statistics 2021-03-15 A. V. Shutov , A. A. Kaygorodtseva

It is necessary to estimate the expected energy usage of a building to determine how to reduce energy usage. The expected energy usage of a building can be reliably simulated using a Building Energy Model (BEM). Many of the numerous input…

Computational Engineering, Finance, and Science · Computer Science 2020-04-21 Arpan Mukherjee , Anna Kuechle Szweda , Andrew Alegria , Rahul Rai , Tarunraj Singh

We developed a novel approach to identification and model testing in linear structural equation models (SEMs) based on auxiliary variables (AVs), which generalizes a widely-used family of methods known as instrumental variables. The…

Methodology · Statistics 2019-10-09 Bryant Chen , Daniel Kumor , Elias Bareinboim

The discovery of governing equations from data has been an active field of research for decades. One widely used methodology for this purpose is sparse regression for nonlinear dynamics, known as SINDy. Despite several attempts, noisy and…

Dynamical Systems · Mathematics 2023-09-15 Ali Forootani , Pawan Goyal , Peter Benner

Discovering governing Partial Differential Equations (PDEs) from sparse and noisy data is a challenging issue in data-driven scientific computing. Conventional sparse regression methods often suffer from two major limitations: (i) the…

Machine Learning · Computer Science 2026-03-25 Xinxin Li , Xingyu Cui , Jin Qi , Juan Zhang , Da Li , Junping Yin

Nonlinear regression is a useful statistical tool, relating observed data and a nonlinear function of unknown parameters. When the parameter-dependent nonlinear function is computationally intensive, a straightforward regression analysis by…

Applications · Statistics 2009-01-26 Dorin Drignei , Chris E. Forest , Doug Nychka

Sparse system identification of nonlinear dynamic systems is still challenging, especially for stiff and high-order differential equations for noisy measurement data. The use of highly correlated functions makes distinguishing between true…

Computational Physics · Physics 2025-12-19 Ashish Pal , Sutanu Bhowmick , Satish Nagarajaiah

Data-driven discovery of model equations is a powerful approach for understanding the behavior of dynamical systems in many scientific fields. In particular, the ability to learn mathematical models from data would benefit systems biology,…

Machine Learning · Computer Science 2025-11-04 G. Pillonetto , A. Giaretta , A. Aravkin , M. Bisiacco , T. Elston

Ocean eddies are swirling mesoscale features that play a fundamental role in oceanic transport and mixing. Eddy identification relies on diagnostic criteria that are inherently nonlinear functions of the flow variables. However, estimating…

Geophysics · Physics 2025-10-06 Charlotte Moser , Nan Chen , Stephen Wiggins

State-of-the-art machine learning models require access to significant amount of annotated data in order to achieve the desired level of performance. While unlabelled data can be largely available and even abundant, annotation process can…

Machine Learning · Computer Science 2020-10-15 Rahaf Aljundi , Nikolay Chumerin , Daniel Olmeda Reino