Related papers: Sparse identification of delay equations with dist…
In this work, we revisit dictionary-based sparse regression, in particular, Sequential Threshold Least Squares (STLS), and propose a score-guided library selection to provide practical guidance for data-driven modeling, with emphasis on…
Real-world dynamical systems with retardation effects are described in general not by a single, precisely defined time delay, but by a range of delay times. An exact mapping onto a set of $N+1$ ordinary differential equations exists when…
We apply a recently proposed method for the analysis of time series from systems with delayed feedback to experimental data generated by a CO_2 laser. The method is able to estimate the delay time with an error of the order of the sampling…
We develop a data-driven model discovery and system identification technique for spatially-dependent boundary value problems (BVPs). Specifically, we leverage the sparse identification of nonlinear dynamics (SINDy) algorithm and group…
Sparse tensors are prevalent in many data-intensive applications, yet existing differentiable programming frameworks are tailored towards dense tensors. This presents a significant challenge for efficiently computing gradients through…
Partial differential equations (PDEs) are fundamental for modeling complex natural and physical phenomena. In many real-world applications, however, observational data are extremely sparse, which severely limits the applicability of both…
We formulate sparse support recovery as a salient set identification problem and use information-theoretic analyses to characterize the recovery performance and sample complexity. We consider a very general model where we are not restricted…
The sparse modeling is an evident manifestation capturing the parsimony principle just described, and sparse models are widespread in statistics, physics, information sciences, neuroscience, computational mathematics, and so on. In…
Sparse reduced-rank regression is an important tool to uncover meaningful dependence structure between large numbers of predictors and responses in many big data applications such as genome-wide association studies and social media…
As the size of datasets used in statistical learning continues to grow, distributed training of models has attracted increasing attention. These methods partition the data and exploit parallelism to reduce memory and runtime, but suffer…
Temporal spike recognition plays a crucial role in various domains, including anomaly detection, keyword spotting and neuroscience. This paper presents a novel algorithm for efficient temporal spike pattern recognition on sparse event…
Deep neural networks (DNNs) have great potential to solve many real-world problems, but they usually require an extensive amount of computation and memory. It is of great difficulty to deploy a large DNN model to a single resource-limited…
This paper introduces a new sparse spatio-temporal structured Gaussian process regression framework for online and offline Bayesian inference. This is the first framework that gives a time-evolving representation of the interdependencies…
Sparse recovery is one of the most fundamental and well-studied inverse problems. Standard statistical formulations of the problem are provably solved by general convex programming techniques and more practical, fast (nearly-linear time)…
This paper presents Sparse Partitioning, a Bayesian method for identifying predictors that either individually or in combination with others affect a response variable. The method is designed for regression problems involving binary or…
As datasets grow larger, they are often distributed across multiple machines that compute in parallel and communicate with a central machine through short messages. In this paper, we focus on sparse regression and propose a new procedure…
Modeling multivariate time series as temporal signals over a (possibly dynamic) graph is an effective representational framework that allows for developing models for time series analysis. In fact, discrete sequences of graphs can be…
Sparse Identification of Nonlinear Dynamics (SINDy) is a powerful method for discovering parsimonious governing equations from data, but it often requires expert tuning of candidate libraries. We propose an LLM-aided SINDy pipeline that…
This paper introduces an efficient sparse recovery approach for Polynomial Chaos (PC) expansions, which promotes the sparsity by breaking the dimensionality of the problem. The proposed algorithm incrementally explores sub-dimensional…
We develop a methodology to learn finitely generated random iterated function systems from time-series of partial observations using delay embeddings. We obtain a minimal model representation for the observed dynamics, using a hidden…