Bayesian data-driven discovery of partial differential equations with variable coefficients
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Cites work
- Automated reverse engineering of nonlinear dynamical systems
- Bayesian variable selection and estimation for group Lasso
- Constrained sparse Galerkin regression
- Data-driven identification of parametric partial differential equations
- Discovering governing equations from data by sparse identification of nonlinear dynamical systems
- Geometric ergodicity of Gibbs and block Gibbs samplers for a hierarchical random effects model
- scientific article; zbMATH DE number 795587 (Why is no real title available?)
- Learning partial differential equations via data discovery and sparse optimization
- Model Selection and Estimation in Regression with Grouped Variables
- Model selection for dynamical systems via sparse regression and information criteria
- Penalized regression, standard errors, and Bayesian Lassos
- Robust data-driven discovery of governing physical laws with error bars
- Scalable approximate MCMC algorithms for the horseshoe prior
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