Extracting Sparse High-Dimensional Dynamics from Limited Data

DOI10.1137/18M116798XzbMath1405.62127arXiv1707.08528OpenAlexW2962957385MaRDI QIDQ4561658

Rachel Ward, Hayden Schaeffer, Giang Tran

Publication date: 12 December 2018

Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1707.08528

zbMATH Keywords

chaosmodel selectionsparse optimizationexact recoveryhigh-dimensional dynamical systemsundersampled data

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Numerical optimization and variational techniques (65K10) Inference from stochastic processes (62M99) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Numerical solution of inverse problems involving ordinary differential equations (65L09)

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Uses Software

• CVX
• SPGL1

Cites Work

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