Estimation of System Parameters Including Repeated Cross-Sectional Data through Emulator-Informed Deep Generative Model
- URL: http://arxiv.org/abs/2412.19517v1
- Date: Fri, 27 Dec 2024 08:19:23 GMT
- Title: Estimation of System Parameters Including Repeated Cross-Sectional Data through Emulator-Informed Deep Generative Model
- Authors: Hyunwoo Cho, Sung Woong Cho, Hyeontae Jo, Hyung Ju Hwang,
- Abstract summary: In politics, economics, and biology, available data are often independently collected at distinct time points from different subjects.
Conventional optimization techniques struggle to accurately estimate DE parameters when RCS data exhibit various heterogeneities.
We propose a new estimation method called the emulator-informed deep-generative model (EIDGM)
EIDGM integrates a physics-informed neural network-based emulator that immediately generates DE solutions and a Wasserstein generative adversarial network-based parameter generator.
- Score: 5.3060535072023844
- License:
- Abstract: Differential equations (DEs) are crucial for modeling the evolution of natural or engineered systems. Traditionally, the parameters in DEs are adjusted to fit data from system observations. However, in fields such as politics, economics, and biology, available data are often independently collected at distinct time points from different subjects (i.e., repeated cross-sectional (RCS) data). Conventional optimization techniques struggle to accurately estimate DE parameters when RCS data exhibit various heterogeneities, leading to a significant loss of information. To address this issue, we propose a new estimation method called the emulator-informed deep-generative model (EIDGM), designed to handle RCS data. Specifically, EIDGM integrates a physics-informed neural network-based emulator that immediately generates DE solutions and a Wasserstein generative adversarial network-based parameter generator that can effectively mimic the RCS data. We evaluated EIDGM on exponential growth, logistic population models, and the Lorenz system, demonstrating its superior ability to accurately capture parameter distributions. Additionally, we applied EIDGM to an experimental dataset of Amyloid beta 40 and beta 42, successfully capturing diverse parameter distribution shapes. This shows that EIDGM can be applied to model a wide range of systems and extended to uncover the operating principles of systems based on limited data.
Related papers
- Analysis, forecasting and system identification of a floating offshore wind turbine using dynamic mode decomposition [0.0]
This article presents the data-driven equation-free modeling of the dynamics of a hexafloat floating offshore wind turbine based on the application of dynamic mode decomposition (DMD)
The DMD has here used i) to extract knowledge from the dynamic system through its modal analysis, ii) for short-term forecasting from the knowledge of the immediate past of the system state, andiii) for the system identification and reduced order modeling.
Results show the capability of the approaches for short-term forecasting and system identification, suggesting their potential for real-time continuously-learning digital twinning and surrogate data-driven reduced order modeling
arXiv Detail & Related papers (2024-11-08T18:38:29Z) - Synthesizing Multimodal Electronic Health Records via Predictive Diffusion Models [69.06149482021071]
We propose a novel EHR data generation model called EHRPD.
It is a diffusion-based model designed to predict the next visit based on the current one while also incorporating time interval estimation.
We conduct experiments on two public datasets and evaluate EHRPD from fidelity, privacy, and utility perspectives.
arXiv Detail & Related papers (2024-06-20T02:20:23Z) - Automating the Discovery of Partial Differential Equations in Dynamical Systems [0.0]
We present an extension to the ARGOS framework, ARGOS-RAL, which leverages sparse regression with the recurrent adaptive lasso to identify PDEs automatically.
We rigorously evaluate the performance of ARGOS-RAL in identifying canonical PDEs under various noise levels and sample sizes.
Our results show that ARGOS-RAL effectively and reliably identifies the underlying PDEs from data, outperforming the sequential threshold ridge regression method in most cases.
arXiv Detail & Related papers (2024-04-25T09:23:03Z) - Estimating the Distribution of Parameters in Differential Equations with Repeated Cross-Sectional Data [5.79648227233365]
In economy, politics, and biology, observation data points in the time series are often independently obtained.
Traditional methods for parameter estimation in differential equations have limitations in estimating the shape of parameter distributions.
We introduce a novel method, Estimation of.
EPD, providing accurate distribution of parameters without loss of data information.
arXiv Detail & Related papers (2024-04-23T10:01:43Z) - Diffusion posterior sampling for simulation-based inference in tall data settings [53.17563688225137]
Simulation-based inference ( SBI) is capable of approximating the posterior distribution that relates input parameters to a given observation.
In this work, we consider a tall data extension in which multiple observations are available to better infer the parameters of the model.
We compare our method to recently proposed competing approaches on various numerical experiments and demonstrate its superiority in terms of numerical stability and computational cost.
arXiv Detail & Related papers (2024-04-11T09:23:36Z) - Synthetic location trajectory generation using categorical diffusion
models [50.809683239937584]
Diffusion models (DPMs) have rapidly evolved to be one of the predominant generative models for the simulation of synthetic data.
We propose using DPMs for the generation of synthetic individual location trajectories (ILTs) which are sequences of variables representing physical locations visited by individuals.
arXiv Detail & Related papers (2024-02-19T15:57:39Z) - Learning Nonautonomous Systems via Dynamic Mode Decomposition [0.0]
We present a data-driven learning approach for unknown nonautonomous dynamical systems with time-dependent inputs based on dynamic mode decomposition (DMD)
To circumvent the difficulty of approximating the time-dependent Koopman operators for nonautonomous systems, a modified system is employed as an approximation to the original nonautonomous system.
arXiv Detail & Related papers (2023-06-27T16:58:26Z) - Mixed Effects Neural ODE: A Variational Approximation for Analyzing the
Dynamics of Panel Data [50.23363975709122]
We propose a probabilistic model called ME-NODE to incorporate (fixed + random) mixed effects for analyzing panel data.
We show that our model can be derived using smooth approximations of SDEs provided by the Wong-Zakai theorem.
We then derive Evidence Based Lower Bounds for ME-NODE, and develop (efficient) training algorithms.
arXiv Detail & Related papers (2022-02-18T22:41:51Z) - Inverting brain grey matter models with likelihood-free inference: a
tool for trustable cytoarchitecture measurements [62.997667081978825]
characterisation of the brain grey matter cytoarchitecture with quantitative sensitivity to soma density and volume remains an unsolved challenge in dMRI.
We propose a new forward model, specifically a new system of equations, requiring a few relatively sparse b-shells.
We then apply modern tools from Bayesian analysis known as likelihood-free inference (LFI) to invert our proposed model.
arXiv Detail & Related papers (2021-11-15T09:08:27Z) - Identification of Probability weighted ARX models with arbitrary domains [75.91002178647165]
PieceWise Affine models guarantees universal approximation, local linearity and equivalence to other classes of hybrid system.
In this work, we focus on the identification of PieceWise Auto Regressive with eXogenous input models with arbitrary regions (NPWARX)
The architecture is conceived following the Mixture of Expert concept, developed within the machine learning field.
arXiv Detail & Related papers (2020-09-29T12:50:33Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.