Abstract:System identification in scenarios where the observed number of variables is less than the degrees of freedom in the dynamics is an important challenge. In this work we tackle this problem by using a recognition network to increase the observed space dimensionality during the reconstruction of the phase space. The phase space is forced to have approximately Markovian dynamics described by a Stochastic Differential Equation (SDE), which is also to be discovered. To enable robust learning from stochastic data we… Show more
Set email alert for when this publication receives citations?
scite is a Brooklyn-based organization that helps researchers better discover and understand research articles through Smart Citations–citations that display the context of the citation and describe whether the article provides supporting or contrasting evidence. scite is used by students and researchers from around the world and is funded in part by the National Science Foundation and the National Institute on Drug Abuse of the National Institutes of Health.