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We propose a new multistep deep learning-based algorithm for the resolution of moderate to high dimensional nonlinear backward stochastic differential equations (BSDEs) and their corresponding parabolic partial differential equations (PDE).…

Numerical Analysis · Mathematics 2023-08-29 Daniel Bussell , Camilo Andrés García-Trillos

This paper addresses the problem of learning dictionaries for multimodal datasets, i.e. datasets collected from multiple data sources. We present an algorithm called multimodal sparse Bayesian dictionary learning (MSBDL). MSBDL leverages…

Machine Learning · Statistics 2019-05-30 Igor Fedorov , Bhaskar D. Rao

The discovery of governing differential equations from data is an open frontier in machine learning. The sparse identification of nonlinear dynamics (SINDy) \citep{brunton_discovering_2016} framework enables data-driven discovery of…

Machine Learning · Computer Science 2023-10-10 Mozes Jacobs , Bingni W. Brunton , Steven L. Brunton , J. Nathan Kutz , Ryan V. Raut

Dynamic Mode Decomposition (DMD) is a data-driven technique to identify a low dimensional linear time invariant dynamics underlying high-dimensional data. For systems in which such underlying low-dimensional dynamics is time-varying, a…

Signal Processing · Electrical Eng. & Systems 2020-04-09 Mustaffa Alfatlawi , Vaibhav Srivastava

The measured spatiotemporal response of various physical processes is utilized to infer the governing partial differential equations (PDEs). We propose SimultaNeous Basis Function Approximation and Parameter Estimation (SNAPE), a technique…

Machine Learning · Computer Science 2021-09-17 Sutanu Bhowmick , Satish Nagarajaiah

We describe a framework that can integrate prior physical information, e.g., the presence of kinematic constraints, to support data-driven simulation in multi-body dynamics. Unlike other approaches, e.g., Fully-connected Neural Network…

Computational Engineering, Finance, and Science · Computer Science 2024-07-12 Jingquan Wang , Shu Wang , Huzaifa Mustafa Unjhawala , Jinlong Wu , Dan Negrut

In the field of data mining and machine learning, commonly used classification models cannot effectively learn in unbalanced data. In order to balance the data distribution before model training, oversampling methods are often used to…

Machine Learning · Computer Science 2024-03-13 Ming Zheng , Yang Yang , Zhi-Hang Zhao , Shan-Chao Gan , Yang Chen , Si-Kai Ni , Yang Lu

Identifying signals that replicate across multiple studies is essential for establishing robust scientific evidence, yet existing methods for high-dimensional replicability analysis either rely on restrictive modeling assumptions, are…

Methodology · Statistics 2026-03-05 Haochen Lei , Yan Li , Hongyuan Cao

The field of imbalanced self-supervised learning, especially in the context of tabular data, has not been extensively studied. Existing research has predominantly focused on image datasets. This paper aims to fill this gap by examining the…

Machine Learning · Computer Science 2024-03-26 Samuel Stocksieker , Denys Pommeret , Arthur Charpentier

Applications in quantitative finance such as optimal trade execution, risk management of options, and optimal asset allocation involve the solution of high dimensional and nonlinear Partial Differential Equations (PDEs). The connection…

Machine Learning · Statistics 2019-10-28 Batuhan Güler , Alexis Laignelet , Panos Parpas

The ability to discover physical laws and governing equations from data is one of humankind's greatest intellectual achievements. A quantitative understanding of dynamic constraints and balances in nature has facilitated rapid development…

Dynamical Systems · Mathematics 2016-04-27 Steven L. Brunton , Joshua L. Proctor , J. Nathan Kutz

Diffusion Probabilistic Models (DPMs) are a well-established class of diffusion models for unconditional image generation, while SGMSE+ is a well-established conditional diffusion model for speech enhancement. One of the downsides of…

Audio and Speech Processing · Electrical Eng. & Systems 2026-03-11 Bunlong Lay , Timo Gerkmann

Many supervised machine learning frameworks have been proposed for disease classification using functional magnetic resonance imaging (fMRI) data, producing important biomarkers. More recently, data pooling has flourished, making the result…

Quantitative Methods · Quantitative Biology 2022-02-24 Dushyant Sahoo , Mathilde Antoniades , Cynthia H. Y. Fu , Christos Davatzikos

Data-driven discovery of partial differential equations (PDEs) has achieved considerable development in recent years. Several aspects of problems have been resolved by sparse regression-based and neural network-based methods. However, the…

Machine Learning · Computer Science 2021-09-29 Hao Xu , Dongxiao Zhang

Data-driven identification of differential equations is an interesting but challenging problem, especially when the given data are corrupted by noise. When the governing differential equation is a linear combination of various differential…

Numerical Analysis · Mathematics 2023-04-05 Mengyi Tang , Wenjing Liao , Rachel Kuske , Sung Ha Kang

Physics-informed neural networks have emerged as a powerful tool in the scientific machine learning community, with applications to both forward and inverse problems. While they have shown considerable empirical success, significant…

Optimization and Control · Mathematics 2025-12-11 Federica Caforio , Martin Holler , Matthias Höfler

Multidimensional scaling (MDS) is a popular dimensionality reduction techniques that has been widely used for network visualization and cooperative localization. However, the traditional stress minimization formulation of MDS necessitates…

Optimization and Control · Mathematics 2016-12-22 Ketan Rajawat , Sandeep Kumar

Scientific machine learning (SciML) increasingly requires models that capture multimodal conditional uncertainty arising from ill-posed inverse problems, multistability, and chaotic dynamics. While recent work has favored highly expressive…

Machine Learning · Computer Science 2026-02-03 Leonardo Ferreira Guilhoto , Akshat Kaushal , Paris Perdikaris

Along with the practical success of the discovery of dynamics using deep learning, the theoretical analysis of this approach has attracted increasing attention. Prior works have established the grid error estimation with auxiliary…

Numerical Analysis · Mathematics 2023-05-23 Aiqing Zhu , Sidi Wu , Yifa Tang

Machine learning algorithms have been effectively applied into various real world tasks. However, it is difficult to provide high-quality machine learning solutions to accommodate an unknown distribution of input datasets; this difficulty…

Machine Learning · Computer Science 2019-02-26 Ruihan Hu , Qijun Huang , Sheng Chang , Hao Wang , Jin He