[HTML][HTML] Sparse learning of stochastic dynamical equations

L Boninsegna, F Nüske, C Clementi - The Journal of chemical physics, 2018 - pubs.aip.org
With the rapid increase of available data for complex systems, there is great interest in the
extraction of physically relevant information from massive datasets. Recently, a framework …

Intrinsic map dynamics exploration for uncharted effective free-energy landscapes

E Chiavazzo, R Covino, RR Coifman… - Proceedings of the …, 2017 - National Acad Sciences
We describe and implement a computer-assisted approach for accelerating the exploration
of uncharted effective free-energy surfaces (FESs). More generally, the aim is the extraction …

Ensemble Kalman inversion for sparse learning of dynamical systems from time-averaged data

T Schneider, AM Stuart, JL Wu - Journal of Computational Physics, 2022 - Elsevier
Enforcing sparse structure within learning has led to significant advances in the field of data-
driven discovery of dynamical systems. However, such methods require access not only to …

Learning about structural errors in models of complex dynamical systems

JL Wu, ME Levine, T Schneider, A Stuart - Journal of Computational …, 2024 - Elsevier
Complex dynamical systems are notoriously difficult to model because some degrees of
freedom (eg, small scales) may be computationally unresolvable or are incompletely …

Learning stochastic closures using ensemble Kalman inversion

T Schneider, AM Stuart, JL Wu - Transactions of Mathematics …, 2021 - academic.oup.com
Although the governing equations of many systems, when derived from first principles, may
be viewed as known, it is often too expensive to numerically simulate all the interactions they …

Data-driven coarse graining in action: Modeling and prediction of complex systems

S Krumscheid, M Pradas, GA Pavliotis, S Kalliadasis - Physical Review E, 2015 - APS
In many physical, technological, social, and economic applications, one is commonly faced
with the task of estimating statistical properties, such as mean first passage times of a …

Drift estimation of multiscale diffusions based on filtered data

A Abdulle, G Garegnani, GA Pavliotis, AM Stuart… - Foundations of …, 2023 - Springer
We study the problem of drift estimation for two-scale continuous time series. We set
ourselves in the framework of overdamped Langevin equations, for which a single-scale …

Path-space variational inference for non-equilibrium coarse-grained systems

V Harmandaris, E Kalligiannaki, M Katsoulakis… - Journal of …, 2016 - Elsevier
In this paper we discuss information-theoretic tools for obtaining optimized coarse-grained
molecular models for both equilibrium and non-equilibrium molecular simulations. The latter …

Filtered data based estimators for stochastic processes driven by colored noise

GA Pavliotis, S Reich, A Zanoni - Stochastic Processes and their …, 2025 - Elsevier
We consider the problem of estimating unknown parameters in stochastic differential
equations driven by colored noise, which we model as a sequence of Gaussian stationary …

Rough McKean–Vlasov dynamics for robust ensemble Kalman filtering

M Coghi, T Nilssen, N Nüsken… - The Annals of Applied …, 2023 - projecteuclid.org
Motivated by the challenge of incorporating data into misspecified and multiscale dynamical
models, we study a McKean–Vlasov equation that contains the data stream as a common …