2022
DOI: 10.1098/rsta.2021.0201
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Gaussian processes meet NeuralODEs: a Bayesian framework for learning the dynamics of partially observed systems from scarce and noisy data

Abstract: We present a machine learning framework (GP-NODE) for Bayesian model discovery from partial, noisy and irregular observations of nonlinear dynamical systems. The proposed method takes advantage of differentiable programming to propagate gradient information through ordinary differential equation solvers and perform Bayesian inference with respect to unknown model parameters using Hamiltonian Monte Carlo sampling and Gaussian Process priors over the observed system states. This allows us to exploit temporal cor… Show more

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Cited by 13 publications
(9 citation statements)
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References 34 publications
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“…In Eq. (29b) the same strategy is applied for p l , l ∈ [10, 11, 12], and p m , m ∈ [13, …, 16]. That is: Choosing j = 4, k = 7, l = 11, m = 14, the resulting structurally identifiable model is: where ∗ denotes a reparameterized parameter.…”
Section: Resultsmentioning
confidence: 99%
“…In Eq. (29b) the same strategy is applied for p l , l ∈ [10, 11, 12], and p m , m ∈ [13, …, 16]. That is: Choosing j = 4, k = 7, l = 11, m = 14, the resulting structurally identifiable model is: where ∗ denotes a reparameterized parameter.…”
Section: Resultsmentioning
confidence: 99%
“…It is worth mentioning that there are literature [40][41][42] on the more general topic of Bayesian NODE (similar to the MLP case shown above). However, B-CRNN is still valuable since it is dedicated to the modeling of chemical reaction systems with domain-specific physical laws embedded, eventually leading to better interpretability and tighter uncertainty bounds.…”
Section: The Importance Of Embedding Physical Lawsmentioning
confidence: 99%
“…Most existing data-driven systems identification techniques heavily depend on the quality of the available observations and learning dynamics from noisy and irregular observations is still a challenge. Bhouri & Perdikaris [ 191 ] present a machine learning framework (GPNODE) for Bayesian model discovery from partial, noisy and irregular observations of nonlinear dynamical systems. The proposed method takes advantage of differentiable programming to propagate gradient information through ordinary differential equation solvers and perform Bayesian inference with respect to unknown model parameters using Hamiltonian Monte Carlo sampling and Gaussian Process priors over the observed system states.…”
Section: The General Content Of the Issuementioning
confidence: 99%