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The sparse identification of nonlinear dynamics (SINDy) has been established as an effective technique to produce interpretable models of dynamical systems from time-resolved state data via sparse regression. However, to model parameterized…

动力系统 · 数学 2024-05-15 Javier A. Lemus , Benjamin Herrmann

Effectively modeling phenomena present in highly nonlinear dynamical systems whilst also accurately quantifying uncertainty is a challenging task, which often requires problem-specific techniques. We present a novel, domain-agnostic…

机器学习 · 统计学 2021-10-26 Thomas M. McDonald , Mauricio A. Álvarez

In this paper, we address the challenge of deriving dynamical models from sparse and noisy data. High-quality data is crucial for symbolic regression algorithms; limited and noisy data can present modeling challenges. To overcome this, we…

机器学习 · 计算机科学 2024-10-14 Junette Hsin , Shubhankar Agarwal , Adam Thorpe , Luis Sentis , David Fridovich-Keil

Decision formation in perceptual decision-making involves sensory evidence accumulation instantiated by the temporal integration of an internal decision variable towards some decision criterion or threshold, as described by sequential…

神经元与认知 · 定量生物学 2024-10-15 Brendan Lenfesty , Saugat Bhattacharyya , KongFatt Wong-Lin

Sparse system identification is the data-driven process of obtaining parsimonious differential equations that describe the evolution of a dynamical system, balancing model complexity and accuracy. There has been rapid innovation in system…

机器学习 · 计算机科学 2023-02-22 Alan A. Kaptanoglu , Lanyue Zhang , Zachary G. Nicolaou , Urban Fasel , Steven L. Brunton

The moment quantities associated with the nonlinear Schrodinger equation offer important insights towards the evolution dynamics of such dispersive wave partial differential equation (PDE) models. The effective dynamics of the moment…

斑图形成与孤子 · 物理学 2024-06-10 Su Yang , Shaoxuan Chen , Wei Zhu , P. G. Kevrekidis

Discovering the governing equations of a dynamical system from observed trajectories provides deeper insight into its structure than mere prediction of future states. We present a data-driven approach to model discovery based on…

计算机视觉与模式识别 · 计算机科学 2026-05-27 Martin Brückmann , Babette Dellen , Uwe Jaekel

Time-varying linear state-space models are powerful tools for obtaining mathematically interpretable representations of neural signals. For example, switching and decomposed models describe complex systems using latent variables that evolve…

SINDy is a method for learning system of differential equations from data by solving a sparse linear regression optimization problem [Brunton et al., 2016]. In this article, we propose an extension of the SINDy method that learns systems of…

An efficient technique is introduced for model inference of complex nonlinear dynamical systems driven by noise. The technique does not require extensive global optimization, provides optimal compensation for noise-induced errors and is…

数据分析、统计与概率 · 物理学 2007-05-23 V. N. Smelyanskiy , D. A. Timucin , A. Bandrivskyy , D. G. Luchinsky

We develop an approach to learn an interpretable semi-parametric model of a latent continuous-time stochastic dynamical system, assuming noisy high-dimensional outputs sampled at uneven times. The dynamics are described by a nonlinear…

机器学习 · 统计学 2019-02-13 Lea Duncker , Gergo Bohner , Julien Boussard , Maneesh Sahani

Ordinary differential equations (ODEs) are foundational in modeling intricate dynamics across a gamut of scientific disciplines. Yet, a possibility to represent a single phenomenon through multiple ODE models, driven by different…

统计方法学 · 统计学 2023-09-01 Itai Dattner , Shota Gugushvili , Oleksandr Laskorunskyi

Realizations of stochastic process are often observed temporal data or functional data. There are growing interests in classification of dynamic or functional data. The basic feature of functional data is that the functional data have…

机器学习 · 统计学 2014-10-28 Lerong Li , Momiao Xiong

Learning identifiable representations and models from low-level observations is helpful for an intelligent spacecraft to complete downstream tasks reliably. For temporal observations, to ensure that the data generating process is provably…

机器学习 · 计算机科学 2024-12-05 Congxi Zhang , Yongchun Xie

The Sparse Identification of Nonlinear Dynamics (SINDy) algorithm can be applied to stochastic differential equations to estimate the drift and the diffusion function using data from a realization of the SDE. The SINDy algorithm requires…

数值分析 · 数学 2024-01-29 Mathias Wanner , Igor Mezić

The data-driven discovery of interpretable models approximating the underlying dynamics of a physical system has gained attraction in the past decade. Current approaches employ pre-specified functional forms or basis functions and often…

机器学习 · 计算机科学 2025-07-30 Rahul Golder , M. M. Faruque Hasan

The sparse identification of nonlinear dynamics (SINDy) approach can discover the governing equations of dynamical systems based on measurement data, where the dynamical model is identified as the sparse linear combination of the given…

Obtaining predictive low-order models is a central challenge in fluid dynamics. Data-driven frameworks have been widely used to obtain low-order models of aerodynamic systems; yet, resulting models tend to yield predictions that grow…

Hybrid systems are traditionally difficult to identify and analyze using classical dynamical systems theory. Moreover, recently developed model identification methodologies largely focus on identifying a single set of governing equations…

动力系统 · 数学 2019-06-19 Niall M Mangan , Travis Askham , Steven L Brunton , J Nathan Kutz , Joshua L Proctor

The development of efficient and robust dynamic models is fundamental in the field of systems and control engineering. In this paper, a new formulation for the dynamic model of nonlinear mechanical systems, that can be applied to different…

系统与控制 · 电气工程与系统科学 2026-02-09 Davide Tebaldi , Roberto Zanasi