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We develop a framework for estimating unknown partial differential equations from noisy data, using a deep learning approach. Given noisy samples of a solution to an unknown PDE, our method interpolates the samples using a neural network,…

机器学习 · 计算机科学 2019-10-24 Ali Hasan , João M. Pereira , Robert Ravier , Sina Farsiu , Vahid Tarokh

We introduce a robust framework for learning various generalized Hamiltonian dynamics from noisy, sparse phase-space data and in an unsupervised manner based on variational Bayesian inference. Although conservative, dissipative, and…

机器学习 · 计算机科学 2025-09-10 Luke McLennan , Yi Wang , Ryan Farell , Minh Nguyen , Chandrajit Bajaj

Recently, Neural Ordinary Differential Equations has emerged as a powerful framework for modeling physical simulations without explicitly defining the ODEs governing the system, but instead learning them via machine learning. However, the…

Data-driven methods have recently made great progress in the discovery of partial differential equations (PDEs) from spatial-temporal data. However, several challenges remain to be solved, including sparse noisy data, incomplete candidate…

计算物理 · 物理学 2021-09-28 Hao Xu , Dongxiao Zhang , Junsheng Zeng

Understanding how the collective activity of neural populations relates to computation and ultimately behavior is a key goal in neuroscience. To this end, statistical methods which describe high-dimensional neural time series in terms of…

神经元与认知 · 定量生物学 2025-01-14 Amber Hu , David Zoltowski , Aditya Nair , David Anderson , Lea Duncker , Scott Linderman

Gaussian Processes (GPs) have been widely used in machine learning to model distributions over functions, with applications including multi-modal regression, time-series prediction, and few-shot learning. GPs are particularly useful in the…

In conventional ODE modelling coefficients of an equation driving the system state forward in time are estimated. However, for many complex systems it is practically impossible to determine the equations or interactions governing the…

The behavior of many dynamical systems follow complex, yet still unknown partial differential equations (PDEs). While several machine learning methods have been proposed to learn PDEs directly from data, previous methods are limited to…

机器学习 · 计算机科学 2021-02-01 Valerii Iakovlev , Markus Heinonen , Harri Lähdesmäki

Gaussian Processes (GPs) has experienced tremendous success in geoscience in general and for bio-geophysical parameter retrieval in the last years. GPs constitute a solid Bayesian framework to formulate many function approximation problems…

Parameter inference of dynamical systems is a challenging task faced by many researchers and practitioners across various fields. In many applications, it is common that only limited variables are observable. In this paper, we propose a…

统计方法学 · 统计学 2020-01-01 Yu Chen , Jin Cheng , Arvind Gupta , Huaxiong Huang , Shixin Xu

The discovery of partial differential equations (PDEs) is a challenging task that involves both theoretical and empirical methods. Machine learning approaches have been developed and used to solve this problem; however, it is important to…

机器学习 · 统计学 2023-06-09 Kalpesh More , Tapas Tripura , Rajdip Nayek , Souvik Chakraborty

We present two approaches to system identification, i.e. the identification of partial differential equations (PDEs) from measurement data. The first is a regression-based Variational System Identification procedure that is advantageous in…

计算物理 · 物理学 2024-03-28 Zhenlin Wang , Bowei Wu , Krishna Garikipati , Xun Huan

We introduce a novel grid-independent model for learning partial differential equations (PDEs) from noisy and partial observations on irregular spatiotemporal grids. We propose a space-time continuous latent neural PDE model with an…

机器学习 · 计算机科学 2023-10-27 Valerii Iakovlev , Markus Heinonen , Harri Lähdesmäki

In recent years, data-driven methods have been developed to learn dynamical systems and partial differential equations (PDE). The goal of such work is discovering unknown physics and the corresponding equations. However, prior to achieving…

机器学习 · 统计学 2021-02-17 Hao Xu , Haibin Chang , Dongxiao Zhang

This paper deals with the identification of linear stochastic dynamical systems, where the unknowns include system coefficients and noise variances. Conventional approaches that rely on the maximum likelihood estimation (MLE) require…

机器学习 · 统计学 2025-08-18 Jinwen Xu , Qin Lu , Yaakov Bar-Shalom

The focus in this paper is Bayesian system identification based on noisy incomplete modal data where we can impose spatially-sparse stiffness changes when updating a structural model. To this end, based on a similar hierarchical sparse…

应用统计 · 统计学 2017-02-07 Yong Huang , James L. Beck , Hui Li

The goal of system identification is to learn about underlying physics dynamics behind the time-series data. To model the probabilistic and nonparametric dynamics model, Gaussian process (GP) have been widely used; GP can estimate the…

机器学习 · 统计学 2018-11-22 Young-Jin Park , Han-Lim Choi

Gaussian process regression is widely applied in computational science and engineering for surrogate modeling owning to its kernel-based and probabilistic nature. In this work, we propose a Bayesian approach that integrates the variability…

机器学习 · 计算机科学 2025-01-03 Dongwei Ye , Weihao Yan , Christoph Brune , Mengwu Guo

The Dynamical Gaussian Process Latent Variable Models provide an elegant non-parametric framework for learning the low dimensional representations of the high-dimensional time-series. Real world observational studies, however, are often…

机器学习 · 计算机科学 2019-09-26 Thanh Le , Vasant Honavar

Harnessing data to discover the underlying governing laws or equations that describe the behavior of complex physical systems can significantly advance our modeling, simulation and understanding of such systems in various science and…

机器学习 · 计算机科学 2021-11-17 Zhao Chen , Yang Liu , Hao Sun