Asymptotic Theory of \(\boldsymbol \ell _1\) -Regularized PDE Identification from a Single Noisy Trajectory
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Publication:5097857
DOI10.1137/21M1398884zbMath1493.62440arXiv2103.07045OpenAlexW4292794129WikidataQ114074091 ScholiaQ114074091MaRDI QIDQ5097857
Sung Ha Kang, Yuchen He, Namjoon Suh, Yajun Mei, Xiaoming Huo
Publication date: 1 September 2022
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2103.07045
Lassoprimal-dual witness constructionlocal-polynomial regressionparital differential equation (PDE)pseudo least squaresigned-support recovery
Ridge regression; shrinkage estimators (Lasso) (62J07) System identification (93B30) Systems of linear higher-order PDEs (35G35)
Related Items
Reduced-order autodifferentiable ensemble Kalman filters, Group projected subspace pursuit for identification of variable coefficient differential equations (GP-IDENT)
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