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math.DS2024
Unsupervised multi-scale diagnostics
Karl Lapo, Sara M. Ichinaga, Nathan Kutz
The unsupervised and principled diagnosis of multi-scale data is a fundamental obstacle in modern scientific problems from, for instance, weather and climate prediction, neurology,…
math.DS2024
Learning Nonlinear Dynamics Using Kalman Smoothing
Jacob Stevens-Haas, Yash Bhangale, Aleksandr Aravkin +1
Identifying Ordinary Differential Equations (ODEs) from measurement data requires both fitting the dynamics and assimilating, either implicitly or explicitly, the measurement data.…