Learning nonparametric ordinary differential equations from noisy data
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Cites work
- A data-driven approximation of the koopman operator: extending dynamic mode decomposition
- A primer on reproducing kernel Hilbert spaces
- A unifying view of sparse approximate Gaussian process regression
- Analog forecasting with dynamics-adapted kernels
- Data driven governing equations approximation using deep neural networks
- Differential equations with applications and historical notes
- Discovering governing equations from data by sparse identification of nonlinear dynamical systems
- Dynamic mode decomposition of numerical and experimental data
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- Hamiltonian systems and transformations in Hilbert space.
- High-dimensional probability. An introduction with applications in data science
- Kernel Analog Forecasting: Multiscale Test Problems
- Kernel methods in machine learning
- Kernel Ordinary Differential Equations
- Kernels for vector-valued functions: a review
- Physics-informed neural networks: a deep learning framework for solving forward and inverse problems involving nonlinear partial differential equations
- Regularity properties of certain families of chance variables.
- Scalable extended dynamic mode decomposition using random kernel approximation
- The inverse of banded matrices
Cited in
(4)- One-shot learning of stochastic differential equations with data adapted kernels
- System identification through Lipschitz regularized deep neural networks
- Lower bounds for nonparametric estimation of ordinary differential equations
- Nonparametric estimation of ordinary differential equations: Snake and Stubble
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