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It is critical yet challenging for deep learning models to properly characterize uncertainty that is pervasive in real-world environments. Although a lot of efforts have been made, such as heteroscedastic neural networks (HNNs), little work…

Machine Learning · Computer Science 2021-03-30 Peng Cui , Zhijie Deng , Wenbo Hu , Jun Zhu

We investigate the use of neural networks (NNs) for the estimation of hidden model parameters and uncertainty quantification from noisy observational data for inverse parameter estimation problems. We formulate the parameter estimation as a…

Numerical Analysis · Mathematics 2025-10-17 German Villalobos , Johann Rudi , Andreas Mang

Nonlinear parametric systems have been widely used in modeling nonlinear dynamics in science and engineering. Bifurcation analysis of these nonlinear systems on the parameter space are usually used to study the solution structure such as…

Numerical Analysis · Mathematics 2022-01-26 Wenrui Hao , Chunyue Zheng

This paper introduces the Neural Network for Nonlinear Hawkes processes (NNNH), a non-parametric method based on neural networks to fit nonlinear Hawkes processes. Our method is suitable for analyzing large datasets in which events exhibit…

Machine Learning · Statistics 2023-03-07 Sobin Joseph , Shashi Jain

We present a novel deep learning method for estimating time-dependent parameters in Markov processes through discrete sampling. Departing from conventional machine learning, our approach reframes parameter approximation as an optimization…

In this work we demonstrate the use of neural networks for rapid extraction of signal parameters of discretely sampled signals. In particular, we use dense autoencoder networks to extract the parameters of interest from exponentially…

Signal Processing · Electrical Eng. & Systems 2021-06-30 Jim C. Visschers , Dmitry Budker , Lykourgos Bougas

Approximate solutions of partial differential equations (PDEs) obtained by neural networks are highly affected by hyper parameter settings. For instance, the model training strongly depends on loss function design, including the choice of…

Numerical Analysis · Mathematics 2025-03-13 Hee Jun Yang , Alexander Heinlein , Hyea Hyun Kim

Non linear regression models are a standard tool for modeling real phenomena, with several applications in machine learning, ecology, econometry... Estimating the parameters of the model has garnered a lot of attention during many years. We…

Statistics Theory · Mathematics 2020-09-17 Peggy Cénac , Antoine Godichon-Baggioni , Bruno Portier

Accurately estimating parameters in complex nonlinear systems is crucial across scientific and engineering fields. We present a novel approach for parameter estimation using a neural network with the Huber loss function. This method taps…

Machine Learning · Computer Science 2023-08-25 Kaushal Kumar

Inferring parameters of macro-kinetic growth models, typically represented by Ordinary Differential Equations (ODE), from the experimental data is a crucial step in bioprocess engineering. Conventionally, estimates of the parameters are…

Machine Learning · Computer Science 2023-12-07 Maxim Borisyak , Stefan Born , Peter Neubauer , Mariano Nicolas Cruz-Bournazou

Neural differential equations predict the derivative of a stochastic process. This allows irregular forecasting with arbitrary time-steps. However, the expressive temporal flexibility often comes with a high sensitivity to noise. In…

Machine Learning · Computer Science 2023-02-07 Stav Belogolovsky , Ido Greenberg , Danny Eitan , Shie Mannor

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

We present a non-intrusive gradient and a non-intrusive BFGS algorithm for parameter estimation problems in non-stationary elasticity. To avoid multiple (and potentially expensive) solutions of the underlying partial differential equation…

Numerical Analysis · Mathematics 2024-08-19 Stefan Frei , Jan Reichle , Stefan Volkwein

Heteroscedastic regression models a Gaussian variable's mean and variance as a function of covariates. Parametric methods that employ neural networks for these parameter maps can capture complex relationships in the data. Yet, optimizing…

Machine Learning · Computer Science 2022-12-20 Andrew Stirn , Hans-Hermann Wessels , Megan Schertzer , Laura Pereira , Neville E. Sanjana , David A. Knowles

Using machine learning, we explore the utility of various deep neural networks (NN) when applied to high harmonic generation (HHG) scenarios. First, we train the NNs to predict the time-dependent dipole and spectra of HHG emission from…

Optics · Physics 2023-03-07 M. Lytova , M. Spanner , I. Tamblyn

Many scientific and industrial applications require solving Partial Differential Equations (PDEs) to describe the physical phenomena of interest. Some examples can be found in the fields of aerodynamics, astrodynamics, combustion and many…

Computational Physics · Physics 2019-12-11 Juan B. Pedro , Juan Maroñas , Roberto Paredes

Ordinary differential equations (ODEs) are widely used to describe the time evolution of natural phenomena across various scientific fields. Estimating the parameters of these systems from data is a challenging task, particularly when…

Numerical Analysis · Mathematics 2025-01-23 S. Syafiie , Aries Subiantoro , Vivi Andasari , Fernando Tadeo

Developing models and algorithms to predict nonstationary time series is a long standing statistical problem. It is crucial for many applications, in particular for fashion or retail industries, to make optimal inventory decisions and avoid…

Signal Processing · Electrical Eng. & Systems 2023-09-12 Etienne David , Jean Bellot , Sylvain Le Corff

Stochastic nonlinear dynamical systems are ubiquitous in modern, real-world applications. Yet, estimating the unknown parameters of stochastic, nonlinear dynamical models remains a challenging problem. The majority of existing methods…

Machine Learning · Statistics 2022-05-06 Anubhab Ghosh , Mohamed Abdalmoaty , Saikat Chatterjee , Håkan Hjalmarsson

Inferring the parameters of a stochastic model based on experimental observations is central to the scientific method. A particularly challenging setting is when the model is strongly indeterminate, i.e. when distinct sets of parameters…

Machine Learning · Statistics 2021-11-10 Pedro L. C. Rodrigues , Thomas Moreau , Gilles Louppe , Alexandre Gramfort
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